Update more occurances of ticker_interval

freqtrade/data/btanalysis.py

@@ -103,7 +103,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
                "open_rate", "close_rate", "amount", "duration", "sell_reason",
                "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
                "stake_amount", "max_rate", "min_rate", "id", "exchange",
-               "stop_loss", "initial_stop_loss", "strategy", "ticker_interval"]
+               "stop_loss", "initial_stop_loss", "strategy", "timeframe"]
 
     trades = pd.DataFrame([(t.pair,
                             t.open_date.replace(tzinfo=timezone.utc),
@@ -121,7 +121,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
                             t.min_rate,
                             t.id, t.exchange,
                             t.stop_loss, t.initial_stop_loss,
-                            t.strategy, t.ticker_interval
+                            t.strategy, t.timeframe
                             )
                            for t in Trade.get_trades().all()],
                           columns=columns)

freqtrade/optimize/hyperopt_loss_interface.py

@@ -14,7 +14,6 @@ class IHyperOptLoss(ABC):
     Interface for freqtrade hyperopt Loss functions.
     Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
     """
-    ticker_interval: str
     timeframe: str
 
     @staticmethod

freqtrade/templates/sample_strategy.py

@@ -53,7 +53,7 @@ class SampleStrategy(IStrategy):
     # trailing_stop_positive_offset = 0.0  # Disabled / not configured
 
     # Optimal ticker interval for the strategy.
-    ticker_interval = '5m'
+    timeframe = '5m'
 
     # Run "populate_indicators()" only for new candle.
     process_only_new_candles = False

tests/optimize/test_backtesting.py

@@ -286,7 +286,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     assert not backtesting.strategy.order_types["stoploss_on_exchange"]
 
 
-def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> None:
+def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
     patch_exchange(mocker)
     del default_conf['timeframe']
     default_conf['strategy_list'] = ['DefaultStrategy',
@@ -453,7 +453,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
                 t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
 
 
-def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None:
+def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['ask_strategy']['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     patch_exchange(mocker)

tests/optimize/test_hyperopt.py

@@ -197,7 +197,8 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
                    "Using populate_sell_trend from the strategy.", caplog)
     assert log_has("Hyperopt class does not provide populate_buy_trend() method. "
                    "Using populate_buy_trend from the strategy.", caplog)
-    assert hasattr(x, "ticker_interval")
+    assert hasattr(x, "ticker_interval")  # DEPRECATED
+    assert hasattr(x, "timeframe")
 
 
 def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:

tests/strategy/test_default_strategy.py

@@ -6,7 +6,7 @@ from .strats.default_strategy import DefaultStrategy
 def test_default_strategy_structure():
     assert hasattr(DefaultStrategy, 'minimal_roi')
     assert hasattr(DefaultStrategy, 'stoploss')
-    assert hasattr(DefaultStrategy, 'ticker_interval')
+    assert hasattr(DefaultStrategy, 'timeframe')
     assert hasattr(DefaultStrategy, 'populate_indicators')
     assert hasattr(DefaultStrategy, 'populate_buy_trend')
     assert hasattr(DefaultStrategy, 'populate_sell_trend')