Have trade_converter use timeframe_as_resample_freq

freqtrade/data/converter/trade_converter.py

@@ -70,14 +70,13 @@ def trades_to_ohlcv(trades: DataFrame, timeframe: str) -> DataFrame:
     :return: OHLCV Dataframe.
     :raises: ValueError if no trades are provided
     """
-    from freqtrade.exchange import timeframe_to_minutes
-    timeframe_minutes = timeframe_to_minutes(timeframe)
+    from freqtrade.exchange import timeframe_as_resample_freq
     if trades.empty:
         raise ValueError('Trade-list empty.')
     df = trades.set_index('date', drop=True)
-
-    df_new = df['price'].resample(f'{timeframe_minutes}min').ohlc()
-    df_new['volume'] = df['amount'].resample(f'{timeframe_minutes}min').sum()
+    resample_interval = timeframe_as_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
     # Drop 0 volume rows
     df_new = df_new.dropna()

tests/data/test_converter.py

@@ -52,6 +52,20 @@ def test_trades_to_ohlcv(trades_history_df, caplog):
     assert 'close' in df.columns
     assert df.iloc[0, :]['high'] == 0.019627
     assert df.iloc[0, :]['low'] == 0.019626
+    assert df.iloc[0, :]['date'] == pd.Timestamp('2019-08-14 15:59:00+0000')
+
+    df_1h = trades_to_ohlcv(trades_history_df, '1h')
+    assert len(df_1h) == 1
+    assert df_1h.iloc[0, :]['high'] == 0.019627
+    assert df_1h.iloc[0, :]['low'] == 0.019626
+    assert df_1h.iloc[0, :]['date'] == pd.Timestamp('2019-08-14 15:00:00+0000')
+
+    df_1s = trades_to_ohlcv(trades_history_df, '1s')
+    assert len(df_1s) == 2
+    assert df_1s.iloc[0, :]['high'] == 0.019627
+    assert df_1s.iloc[0, :]['low'] == 0.019627
+    assert df_1s.iloc[0, :]['date'] == pd.Timestamp('2019-08-14 15:59:49+0000')
+    assert df_1s.iloc[-1, :]['date'] == pd.Timestamp('2019-08-14 15:59:59+0000')
 
 
 def test_ohlcv_fill_up_missing_data(testdatadir, caplog):