cosmetic: rename interval, tick_interval, etc --> ticker_interval

This commit is contained in:
hroff-1902
2019-04-07 16:14:40 +03:00
parent d6d16b4696
commit ebf1126351
9 changed files with 83 additions and 83 deletions

View File

@@ -92,18 +92,18 @@ for pair in PAIRS:
pairs_not_available.append(pair)
print(f"skipping pair {pair}")
continue
for tick_interval in timeframes:
for ticker_interval in timeframes:
pair_print = pair.replace('/', '_')
filename = f'{pair_print}-{tick_interval}.json'
filename = f'{pair_print}-{ticker_interval}.json'
dl_file = dl_path.joinpath(filename)
if args.erase and dl_file.exists():
print(f'Deleting existing data for pair {pair}, interval {tick_interval}')
print(f'Deleting existing data for pair {pair}, interval {ticker_interval}')
dl_file.unlink()
print(f'downloading pair {pair}, interval {tick_interval}')
print(f'downloading pair {pair}, interval {ticker_interval}')
download_pair_history(datadir=dl_path, exchange=exchange,
pair=pair,
tick_interval=tick_interval,
ticker_interval=ticker_interval,
timerange=timerange)

View File

@@ -82,7 +82,7 @@ def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFram
return trades
def generate_plot_file(fig, pair, tick_interval, is_last) -> None:
def generate_plot_file(fig, pair, ticker_interval, is_last) -> None:
"""
Generate a plot html file from pre populated fig plotly object
:return: None
@@ -90,7 +90,7 @@ def generate_plot_file(fig, pair, tick_interval, is_last) -> None:
logger.info('Generate plot file for %s', pair)
pair_name = pair.replace("/", "_")
file_name = 'freqtrade-plot-' + pair_name + '-' + tick_interval + '.html'
file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html'
Path("user_data/plots").mkdir(parents=True, exist_ok=True)
@@ -135,20 +135,20 @@ def get_tickers_data(strategy, exchange, pairs: List[str], args):
:return: dictinnary of tickers. output format: {'pair': tickersdata}
"""
tick_interval = strategy.ticker_interval
ticker_interval = strategy.ticker_interval
timerange = Arguments.parse_timerange(args.timerange)
tickers = {}
if args.live:
logger.info('Downloading pairs.')
exchange.refresh_latest_ohlcv([(pair, tick_interval) for pair in pairs])
exchange.refresh_latest_ohlcv([(pair, ticker_interval) for pair in pairs])
for pair in pairs:
tickers[pair] = exchange.klines((pair, tick_interval))
tickers[pair] = exchange.klines((pair, ticker_interval))
else:
tickers = history.load_data(
datadir=Path(str(_CONF.get("datadir"))),
pairs=pairs,
ticker_interval=tick_interval,
ticker_interval=ticker_interval,
refresh_pairs=_CONF.get('refresh_pairs', False),
timerange=timerange,
exchange=Exchange(_CONF)
@@ -399,7 +399,7 @@ def analyse_and_plot_pairs(args: Namespace):
strategy, exchange, pairs = get_trading_env(args)
# Set timerange to use
timerange = Arguments.parse_timerange(args.timerange)
tick_interval = strategy.ticker_interval
ticker_interval = strategy.ticker_interval
tickers = get_tickers_data(strategy, exchange, pairs, args)
pair_counter = 0
@@ -422,7 +422,7 @@ def analyse_and_plot_pairs(args: Namespace):
)
is_last = (False, True)[pair_counter == len(tickers)]
generate_plot_file(fig, pair, tick_interval, is_last)
generate_plot_file(fig, pair, ticker_interval, is_last)
logger.info('End of ploting process %s plots generated', pair_counter)

View File

@@ -76,7 +76,7 @@ def plot_profit(args: Namespace) -> None:
in helping out to find a good algorithm.
"""
# We need to use the same pairs, same tick_interval
# We need to use the same pairs, same ticker_interval
# and same timeperiod as used in backtesting
# to match the tickerdata against the profits-results
timerange = Arguments.parse_timerange(args.timerange)
@@ -112,7 +112,7 @@ def plot_profit(args: Namespace) -> None:
else:
filter_pairs = config['exchange']['pair_whitelist']
tick_interval = strategy.ticker_interval
ticker_interval = strategy.ticker_interval
pairs = config['exchange']['pair_whitelist']
if filter_pairs:
@@ -122,7 +122,7 @@ def plot_profit(args: Namespace) -> None:
tickers = history.load_data(
datadir=Path(str(config.get('datadir'))),
pairs=pairs,
ticker_interval=tick_interval,
ticker_interval=ticker_interval,
refresh_pairs=False,
timerange=timerange
)
@@ -134,7 +134,7 @@ def plot_profit(args: Namespace) -> None:
dates = common_datearray(dataframes)
min_date = int(min(dates).timestamp())
max_date = int(max(dates).timestamp())
num_iterations = define_index(min_date, max_date, tick_interval) + 1
num_iterations = define_index(min_date, max_date, ticker_interval) + 1
# Make an average close price of all the pairs that was involved.
# this could be useful to gauge the overall market trend
@@ -154,7 +154,7 @@ def plot_profit(args: Namespace) -> None:
avgclose /= num
# make an profits-growth array
pg = make_profit_array(data, num_iterations, min_date, tick_interval, filter_pairs)
pg = make_profit_array(data, num_iterations, min_date, ticker_interval, filter_pairs)
#
# Plot the pairs average close prices, and total profit growth
@@ -178,7 +178,7 @@ def plot_profit(args: Namespace) -> None:
fig.append_trace(profit, 2, 1)
for pair in pairs:
pg = make_profit_array(data, num_iterations, min_date, tick_interval, [pair])
pg = make_profit_array(data, num_iterations, min_date, ticker_interval, [pair])
pair_profit = go.Scattergl(
x=dates,
y=pg,
@@ -189,11 +189,11 @@ def plot_profit(args: Namespace) -> None:
plot(fig, filename=str(Path('user_data').joinpath('freqtrade-profit-plot.html')))
def define_index(min_date: int, max_date: int, interval: str) -> int:
def define_index(min_date: int, max_date: int, ticker_interval: str) -> int:
"""
Return the index of a specific date
"""
interval_seconds = timeframe_to_seconds(interval)
interval_seconds = timeframe_to_seconds(ticker_interval)
return int((max_date - min_date) / interval_seconds)