Move store_backtest_results to optimize_reports

freqtrade/optimize/backtesting.py

@@ -6,7 +6,6 @@ This module contains the backtesting logic
 import logging
 from copy import deepcopy
 from datetime import datetime, timedelta
-from pathlib import Path
 from typing import Any, Dict, List, NamedTuple, Optional, Tuple
 
 import arrow
@@ -134,23 +133,6 @@ class Backtesting:
 
         return data, timerange
 
-    def _store_backtest_result(self, recordfilename: Path, results: DataFrame,
-                               strategyname: Optional[str] = None) -> None:
-
-        records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
-                    t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
-                    t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
-                   for index, t in results.iterrows()]
-
-        if records:
-            if strategyname:
-                # Inject strategyname to filename
-                recordfilename = Path.joinpath(
-                    recordfilename.parent,
-                    f'{recordfilename.stem}-{strategyname}').with_suffix(recordfilename.suffix)
-            logger.info(f'Dumping backtest results to {recordfilename}')
-            file_dump_json(recordfilename, records)
-
     def _get_ohlcv_as_lists(self, processed: Dict) -> Dict[str, DataFrame]:
         """
         Helper function to convert a processed dataframes into lists for performance reasons.

freqtrade/optimize/optimize_reports.py

@@ -1,9 +1,33 @@
+import logging
 from datetime import timedelta
-from typing import Dict
+from pathlib import Path
+from typing import Dict, Optional
 
 from pandas import DataFrame
 from tabulate import tabulate
 
+from freqtrade.misc import file_dump_json
+
+logger = logging.getLogger(__name__)
+
+
+def store_backtest_result(recordfilename: Path, results: DataFrame,
+                          strategyname: Optional[str] = None) -> None:
+
+    records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
+                t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
+                t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
+               for index, t in results.iterrows()]
+
+    if records:
+        if strategyname:
+            # Inject strategyname to filename
+            recordfilename = Path.joinpath(
+                recordfilename.parent,
+                f'{recordfilename.stem}-{strategyname}').with_suffix(recordfilename.suffix)
+        logger.info(f'Dumping backtest results to {recordfilename}')
+        file_dump_json(recordfilename, records)
+
 
 def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int,
                         results: DataFrame, skip_nan: bool = False) -> str: