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Re-align naming for resample_freq generator

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Matthias
2024-01-23 07:12:27 +01:00
parent 0a40a345fe
commit 6b78dac6f0
6 changed files with 15 additions and 15 deletions
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4
freqtrade/data/btanalysis.py
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@@ -357,8 +357,8 @@ def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataF
:param timeframe: Timeframe used for backtest
:return: dataframe with open-counts per time-period in timeframe
"""
from freqtrade.exchange import timeframe_as_resample_freq
timeframe_freq = timeframe_as_resample_freq(timeframe)
from freqtrade.exchange import timeframe_to_resample_freq
timeframe_freq = timeframe_to_resample_freq(timeframe)
dates = [pd.Series(pd.date_range(row[1]['open_date'], row[1]['close_date'],
freq=timeframe_freq))
for row in results[['open_date', 'close_date']].iterrows()]

4
freqtrade/data/converter/converter.py
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@@ -84,7 +84,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
using the previous close as price for "open", "high" "low" and "close", volume is set to 0
"""
from freqtrade.exchange import timeframe_as_resample_freq
from freqtrade.exchange import timeframe_to_resample_freq
ohlcv_dict = {
'open': 'first',
@@ -93,7 +93,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
'close': 'last',
'volume': 'sum'
}
resample_interval = timeframe_as_resample_freq(timeframe)
resample_interval = timeframe_to_resample_freq(timeframe)
# Resample to create "NAN" values
df = dataframe.resample(resample_interval, on='date').agg(ohlcv_dict)

4
freqtrade/data/converter/trade_converter.py
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@@ -70,11 +70,11 @@ def trades_to_ohlcv(trades: DataFrame, timeframe: str) -> DataFrame:
:return: OHLCV Dataframe.
:raises: ValueError if no trades are provided
"""
from freqtrade.exchange import timeframe_as_resample_freq
from freqtrade.exchange import timeframe_to_resample_freq
if trades.empty:
raise ValueError('Trade-list empty.')
df = trades.set_index('date', drop=True)
resample_interval = timeframe_as_resample_freq(timeframe)
resample_interval = timeframe_to_resample_freq(timeframe)
df_new = df['price'].resample(resample_interval).ohlc()
df_new['volume'] = df['amount'].resample(resample_interval).sum()
df_new['date'] = df_new.index

6
freqtrade/exchange/__init__.py
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@@ -15,9 +15,9 @@ from freqtrade.exchange.exchange_utils import (ROUND_DOWN, ROUND_UP, amount_to_c
contracts_to_amount, date_minus_candles,
is_exchange_known_ccxt, list_available_exchanges,
market_is_active, price_to_precision,
timeframe_as_resample_freq, timeframe_to_minutes,
timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_prev_date, timeframe_to_seconds,
timeframe_to_minutes, timeframe_to_msecs,
timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_resample_freq, timeframe_to_seconds,
validate_exchange)
from freqtrade.exchange.gate import Gate
from freqtrade.exchange.hitbtc import Hitbtc

2
freqtrade/exchange/exchange_utils.py
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@@ -118,7 +118,7 @@ def timeframe_to_msecs(timeframe: str) -> int:
return ccxt.Exchange.parse_timeframe(timeframe) * 1000
def timeframe_as_resample_freq(timeframe: str) -> str:
def timeframe_to_resample_freq(timeframe: str) -> str:
"""
Translates the timeframe interval value written in the human readable
form ('1m', '5m', '1h', '1d', '1w', etc.) to the resample frequency

10
tests/exchange/test_exchange_utils.py
View File

@@ -8,9 +8,9 @@ from ccxt import (DECIMAL_PLACES, ROUND, ROUND_DOWN, ROUND_UP, SIGNIFICANT_DIGIT
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import (amount_to_contract_precision, amount_to_precision,
date_minus_candles, price_to_precision, timeframe_as_resample_freq,
timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_prev_date, timeframe_to_seconds)
date_minus_candles, price_to_precision, timeframe_to_minutes,
timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date,
timeframe_to_resample_freq, timeframe_to_seconds)
from freqtrade.exchange.check_exchange import check_exchange
from tests.conftest import log_has_re
@@ -134,8 +134,8 @@ def test_timeframe_to_msecs():
("1w", '604800s'),
("1M", '1MS'),
])
def test_timeframe_as_resample_freq(timeframe, expected):
assert timeframe_as_resample_freq(timeframe) == expected
def test_timeframe_to_resample_freq(timeframe, expected):
assert timeframe_to_resample_freq(timeframe) == expected
def test_timeframe_to_prev_date():