Fix weekly resamples to ensure they're on monday.

freqtrade/exchange/exchange_utils.py

@@ -129,7 +129,9 @@ def timeframe_to_resample_freq(timeframe: str) -> str:
     timeframe_seconds = timeframe_to_seconds(timeframe)
     timeframe_minutes = timeframe_seconds // 60
     resample_interval = f'{timeframe_seconds}s'
-    if timeframe_minutes >= 43200 and timeframe_minutes < 525600:
+    if 10000 < timeframe_minutes < 43200:
+        resample_interval = '1W-MON'
+    elif timeframe_minutes >= 43200 and timeframe_minutes < 525600:
         # Monthly candles need special treatment to stick to the 1st of the month
         resample_interval = f'{timeframe}S'
     elif timeframe_minutes > 43200:

tests/conftest.py

@@ -116,7 +116,7 @@ def generate_test_data(timeframe: str, size: int, start: str = '2020-07-05'):
         date = pd.date_range(start, periods=size, freq='1MS', tz='UTC')
     elif timeframe == '3M':
         date = pd.date_range(start, periods=size, freq='3MS', tz='UTC')
-    elif timeframe == '1w':
+    elif timeframe == '1w' or timeframe == '7d':
         date = pd.date_range(start, periods=size, freq='1W-MON', tz='UTC')
     else:
         tf_mins = timeframe_to_minutes(timeframe)

tests/data/test_converter.py

@@ -163,14 +163,15 @@ def test_ohlcv_to_dataframe_multi(timeframe):
     if timeframe in ('1M', '3M', '1y'):
         data1.loc[:, 'date'] = data1.loc[:, 'date'] + pd.to_timedelta('1w')
     else:
+        # Shift by half a timeframe
         data1.loc[:, 'date'] = data1.loc[:, 'date'] + (pd.to_timedelta(timeframe) / 2)
     df2 = ohlcv_to_dataframe(data1, timeframe, 'UNITTEST/USDT')
 
     assert len(df2) == len(data) - 1
     tfs = timeframe_to_seconds(timeframe)
     tfm = timeframe_to_minutes(timeframe)
-    if 1 <= tfm < 43200:
-        # minute based resampling does not work on timeframes >= 1 month
+    if 1 <= tfm < 10000:
+        # minute based resampling does not work on timeframes >= 1 week
         ohlcv_dict = {
             'open': 'first',
             'high': 'max',

tests/exchange/test_exchange_utils.py

@@ -131,7 +131,7 @@ def test_timeframe_to_msecs():
     ("10m", '600s'),
     ("1h", '3600s'),
     ("1d", '86400s'),
-    ("1w", '604800s'),
+    ("1w", '1W-MON'),
     ("1M", '1MS'),
     ("1y", '1YS'),
 ])