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Update more occurances of ticker_interval

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This commit is contained in:
Matthias 2020-06-02 10:02:55 +02:00
parent af0f29e6b7
commit f9bb1a7f22
6 changed files with 8 additions and 8 deletions
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4
freqtrade/data/btanalysis.py
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@ -103,7 +103,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
"open_rate", "close_rate", "amount", "duration", "sell_reason", "open_rate", "close_rate", "amount", "duration", "sell_reason",
"fee_open", "fee_close", "open_rate_requested", "close_rate_requested", "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
"stake_amount", "max_rate", "min_rate", "id", "exchange", "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, trades = pd.DataFrame([(t.pair,
t.open_date.replace(tzinfo=timezone.utc), 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.min_rate,
t.id, t.exchange, t.id, t.exchange,
t.stop_loss, t.initial_stop_loss, t.stop_loss, t.initial_stop_loss,
t.strategy, t.ticker_interval t.strategy, t.timeframe
) )
for t in Trade.get_trades().all()], for t in Trade.get_trades().all()],
columns=columns) columns=columns)

1
freqtrade/optimize/hyperopt_loss_interface.py
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@ -14,7 +14,6 @@ class IHyperOptLoss(ABC):
Interface for freqtrade hyperopt Loss functions. Interface for freqtrade hyperopt Loss functions.
Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.) Defines the custom loss function (`hyperopt_loss_function()` which is evaluated every epoch.)
""" """
ticker_interval: str
timeframe: str timeframe: str
@staticmethod @staticmethod

2
freqtrade/templates/sample_strategy.py
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@ -53,7 +53,7 @@ class SampleStrategy(IStrategy):
# trailing_stop_positive_offset = 0.0 # Disabled / not configured # trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal ticker interval for the strategy. # Optimal ticker interval for the strategy.
ticker_interval = '5m' timeframe = '5m'
# Run "populate_indicators()" only for new candle. # Run "populate_indicators()" only for new candle.
process_only_new_candles = False process_only_new_candles = False

4
tests/optimize/test_backtesting.py
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@ -286,7 +286,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
assert not backtesting.strategy.order_types["stoploss_on_exchange"] 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) patch_exchange(mocker)
del default_conf['timeframe'] del default_conf['timeframe']
default_conf['strategy_list'] = ['DefaultStrategy', 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)) 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 default_conf['ask_strategy']['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker) patch_exchange(mocker)

3
tests/optimize/test_hyperopt.py
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@ -197,7 +197,8 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
"Using populate_sell_trend from the strategy.", caplog) "Using populate_sell_trend from the strategy.", caplog)
assert log_has("Hyperopt class does not provide populate_buy_trend() method. " assert log_has("Hyperopt class does not provide populate_buy_trend() method. "
"Using populate_buy_trend from the strategy.", caplog) "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: def test_hyperoptresolver_wrongname(mocker, default_conf, caplog) -> None:

2
tests/strategy/test_default_strategy.py
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@ -6,7 +6,7 @@ from .strats.default_strategy import DefaultStrategy
def test_default_strategy_structure(): def test_default_strategy_structure():
assert hasattr(DefaultStrategy, 'minimal_roi') assert hasattr(DefaultStrategy, 'minimal_roi')
assert hasattr(DefaultStrategy, 'stoploss') assert hasattr(DefaultStrategy, 'stoploss')
assert hasattr(DefaultStrategy, 'ticker_interval') assert hasattr(DefaultStrategy, 'timeframe')
assert hasattr(DefaultStrategy, 'populate_indicators') assert hasattr(DefaultStrategy, 'populate_indicators')
assert hasattr(DefaultStrategy, 'populate_buy_trend') assert hasattr(DefaultStrategy, 'populate_buy_trend')
assert hasattr(DefaultStrategy, 'populate_sell_trend') assert hasattr(DefaultStrategy, 'populate_sell_trend')