Extract resample_interval generation

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_to_seconds
+    from freqtrade.exchange import timeframe_as_resample_freq
 
     ohlcv_dict = {
         'open': 'first',
@@ -93,14 +93,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
         'close': 'last',
         'volume': 'sum'
     }
-    timeframe_seconds = timeframe_to_seconds(timeframe)
+    resample_interval = timeframe_as_resample_freq(timeframe)
-    timeframe_minutes = timeframe_seconds // 60
-    resample_interval = f'{timeframe_seconds}s'
-    if 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:
-        resample_interval = timeframe
     # Resample to create "NAN" values
     df = dataframe.resample(resample_interval, on='date').agg(ohlcv_dict)
 

freqtrade/exchange/__init__.py

@@ -15,9 +15,10 @@ 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_to_minutes, timeframe_to_msecs,
+                                               timeframe_as_resample_freq, timeframe_to_minutes,
-                                               timeframe_to_next_date, timeframe_to_prev_date,
+                                               timeframe_to_msecs, timeframe_to_next_date,
-                                               timeframe_to_seconds, validate_exchange)
+                                               timeframe_to_prev_date, timeframe_to_seconds,
+                                               validate_exchange)
 from freqtrade.exchange.gate import Gate
 from freqtrade.exchange.hitbtc import Hitbtc
 from freqtrade.exchange.htx import Htx

freqtrade/exchange/exchange_utils.py

@@ -118,6 +118,23 @@ def timeframe_to_msecs(timeframe: str) -> int:
     return ccxt.Exchange.parse_timeframe(timeframe) * 1000
 
 
+def timeframe_as_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
+    used by pandas ('1T', '5T', '1H', '1D', '1W', etc.)
+    """
+    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:
+        # Monthly candles need special treatment to stick to the 1st of the month
+        resample_interval = f'{timeframe}S'
+    elif timeframe_minutes > 43200:
+        resample_interval = timeframe
+    return resample_interval
+
+
 def timeframe_to_prev_date(timeframe: str, date: Optional[datetime] = None) -> datetime:
     """
     Use Timeframe and determine the candle start date for this date.

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_to_minutes,
+                                date_minus_candles, price_to_precision, timeframe_as_resample_freq,
-                                timeframe_to_msecs, timeframe_to_next_date, timeframe_to_prev_date,
+                                timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
-                                timeframe_to_seconds)
+                                timeframe_to_prev_date, timeframe_to_seconds)
 from freqtrade.exchange.check_exchange import check_exchange
 from tests.conftest import log_has_re
 
@@ -124,6 +124,20 @@ def test_timeframe_to_msecs():
     assert timeframe_to_msecs("1d") == 86400000
 
 
+@pytest.mark.parametrize("timeframe,expected", [
+    ("1s", '1s'),
+    ("15s", '15s'),
+    ("5m", '300s'),
+    ("10m", '600s'),
+    ("1h", '3600s'),
+    ("1d", '86400s'),
+    ("1w", '604800s'),
+    ("1M", '1MS'),
+])
+def test_timeframe_as_resample_freq(timeframe, expected):
+    assert timeframe_as_resample_freq(timeframe) == expected
+
+
 def test_timeframe_to_prev_date():
     # 2019-08-12 13:22:08
     date = datetime.fromtimestamp(1565616128, tz=timezone.utc)