diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 9766f5acb..edf73fcf3 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -23,7 +23,7 @@ from skopt.space import Categorical, Dimension, Integer, Real
 import freqtrade.vendor.qtpylib.indicators as qtpylib
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
-from freqtrade.optimize import load_data
+from freqtrade.optimize import load_data, get_timeframe
 from freqtrade.optimize.backtesting import Backtesting
 
 logger = logging.getLogger(__name__)
@@ -276,7 +276,7 @@ class Hyperopt(Backtesting):
             self.strategy.stoploss = params['stoploss']
 
         processed = load(TICKERDATA_PICKLE)
-        min_date, max_date = Backtesting.get_timeframe(processed)
+        min_date, max_date = get_timeframe(processed)
         results = self.backtest(
             {
                 'stake_amount': self.config['stake_amount'],
diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py
index 3ea374bf4..703b88fc1 100644
--- a/freqtrade/tests/optimize/test_hyperopt.py
+++ b/freqtrade/tests/optimize/test_hyperopt.py
@@ -6,7 +6,7 @@ from unittest.mock import MagicMock
 import pandas as pd
 import pytest
 
-from freqtrade.optimize.__init__ import load_tickerdata_file
+from freqtrade.optimize import load_tickerdata_file
 from freqtrade.optimize.hyperopt import Hyperopt, start
 from freqtrade.strategy.resolver import StrategyResolver
 from freqtrade.tests.conftest import log_has, patch_exchange
@@ -293,7 +293,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
         MagicMock(return_value=backtest_result)
     )
     mocker.patch(
-        'freqtrade.optimize.backtesting.Backtesting.get_timeframe',
+        'freqtrade.optimize.hyperopt.get_timeframe',
         MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
     )
     patch_exchange(mocker)