don't copy tickerdata_to_dataframe into backtesting

it's used only once, so this does not make sense and hides the origin of
the function

freqtrade/optimize/backtesting.py

@@ -88,7 +88,6 @@ class Backtesting(object):
         """
         self.strategy = strategy
         self.ticker_interval = self.config.get('ticker_interval')
-        self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe
         self.advise_buy = strategy.advise_buy
         self.advise_sell = strategy.advise_sell
 
@@ -371,7 +370,7 @@ class Backtesting(object):
             self._set_strategy(strat)
 
             # need to reprocess data every time to populate signals
-            preprocessed = self.tickerdata_to_dataframe(data)
+            preprocessed = self.strategy.tickerdata_to_dataframe(data)
 
             # Print timeframe
             min_date, max_date = self.get_timeframe(preprocessed)

freqtrade/optimize/hyperopt.py

@@ -352,7 +352,7 @@ class Hyperopt(Backtesting):
 
         if self.has_space('buy'):
             self.strategy.advise_indicators = Hyperopt.populate_indicators  # type: ignore
-        dump(self.tickerdata_to_dataframe(data), TICKERDATA_PICKLE)
+        dump(self.strategy.tickerdata_to_dataframe(data), TICKERDATA_PICKLE)
         self.exchange = None  # type: ignore
         self.load_previous_results()