Re-align naming for resample_freq generator

freqtrade/data/btanalysis.py

@@ -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
+    from freqtrade.exchange import timeframe_to_resample_freq
-    timeframe_freq = timeframe_as_resample_freq(timeframe)
+    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()]

freqtrade/data/converter/converter.py

@@ -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)
 

freqtrade/data/converter/trade_converter.py

@@ -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

freqtrade/exchange/__init__.py

@@ -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_minutes, timeframe_to_msecs,
-                                               timeframe_to_msecs, timeframe_to_next_date,
+                                               timeframe_to_next_date, timeframe_to_prev_date,
-                                               timeframe_to_prev_date, timeframe_to_seconds,
+                                               timeframe_to_resample_freq, timeframe_to_seconds,
                                                validate_exchange)
 from freqtrade.exchange.gate import Gate
 from freqtrade.exchange.hitbtc import Hitbtc

freqtrade/exchange/exchange_utils.py

@@ -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

tests/exchange/test_exchange_utils.py

@@ -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,
+                                date_minus_candles, price_to_precision, timeframe_to_minutes,
-                                timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
+                                timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date,
-                                timeframe_to_prev_date, timeframe_to_seconds)
+                                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):
+def test_timeframe_to_resample_freq(timeframe, expected):
-    assert timeframe_as_resample_freq(timeframe) == expected
+    assert timeframe_to_resample_freq(timeframe) == expected
 
 
 def test_timeframe_to_prev_date():