Extract generation of report for one strategy to it's own method

freqtrade/optimize/optimize_reports.py

@@ -235,26 +235,25 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
     }
 
 
-def generate_backtest_stats(btdata: Dict[str, DataFrame],
-                            all_results: Dict[str, Dict[str, Union[DataFrame, Dict]]],
-                            min_date: Arrow, max_date: Arrow
+def generate_strategy_stats(btdata: Dict[str, DataFrame],
+                            strategy: str,
+                            content: Dict[str, Any],
+                            min_date: Arrow, max_date: Arrow,
+                            market_change: float
                             ) -> Dict[str, Any]:
     """
     :param btdata: Backtest data
-    :param all_results: backtest result - dictionary in the form:
-                     { Strategy: {'results: results, 'config: config}}.
+    :param strategy: Strategy name
+    :param content: Backtest result data in the format:
+                    {'results: results, 'config: config}}.
     :param min_date: Backtest start date
     :param max_date: Backtest end date
-    :return:
-    Dictionary containing results per strategy and a stratgy summary.
+    :param market_change: float indicating the market change
+    :return: Dictionary containing results per strategy and a stratgy summary.
     """
-    result: Dict[str, Any] = {'strategy': {}}
-    market_change = calculate_market_change(btdata, 'close')
-
-    for strategy, content in all_results.items():
     results: Dict[str, DataFrame] = content['results']
     if not isinstance(results, DataFrame):
-            continue
+        return
     config = content['config']
     max_open_trades = min(config['max_open_trades'], len(btdata.keys()))
     starting_balance = config['dry_run_wallet']
@@ -331,7 +330,6 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
         'ignore_roi_if_buy_signal': config['ask_strategy']['ignore_roi_if_buy_signal'],
         **daily_stats,
     }
-        result['strategy'][strategy] = strat_stats
 
     try:
         max_drawdown, _, _, _, _ = calculate_max_drawdown(
@@ -370,6 +368,29 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
             'csum_max': 0
         })
 
+    return strat_stats
+
+
+def generate_backtest_stats(btdata: Dict[str, DataFrame],
+                            all_results: Dict[str, Dict[str, Union[DataFrame, Dict]]],
+                            min_date: Arrow, max_date: Arrow
+                            ) -> Dict[str, Any]:
+    """
+    :param btdata: Backtest data
+    :param all_results: backtest result - dictionary in the form:
+                     { Strategy: {'results: results, 'config: config}}.
+    :param min_date: Backtest start date
+    :param max_date: Backtest end date
+    :return: Dictionary containing results per strategy and a stratgy summary.
+    """
+    result: Dict[str, Any] = {'strategy': {}}
+    market_change = calculate_market_change(btdata, 'close')
+
+    for strategy, content in all_results.items():
+        strat_stats = generate_strategy_stats(btdata, strategy, content,
+                                              min_date, max_date, market_change=market_change)
+        result['strategy'][strategy] = strat_stats
+
     strategy_results = generate_strategy_comparison(all_results=all_results)
 
     result['strategy_comparison'] = strategy_results