refactor General bt-utils out of detailed backtest file

freqtrade/tests/optimize/__init__.py

@@ -0,0 +1,45 @@
+from typing import NamedTuple, List
+
+import arrow
+from pandas import DataFrame
+
+from freqtrade.strategy.interface import SellType
+
+ticker_start_time = arrow.get(2018, 10, 3)
+ticker_interval_in_minute = 60
+
+
+class BTrade(NamedTuple):
+    """
+    Minimalistic Trade result used for functional backtesting
+    """
+    sell_reason: SellType
+    open_tick: int
+    close_tick: int
+
+
+class BTContainer(NamedTuple):
+    """
+    Minimal BacktestContainer defining Backtest inputs and results.
+    """
+    data: List[float]
+    stop_loss: float
+    roi: float
+    trades: List[BTrade]
+    profit_perc: float
+
+
+def _get_frame_time_from_offset(offset):
+    return ticker_start_time.shift(
+        minutes=(offset * ticker_interval_in_minute)).datetime
+
+
+def _build_backtest_dataframe(ticker_with_signals):
+    columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
+
+    frame = DataFrame.from_records(ticker_with_signals, columns=columns)
+    frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
+    # Ensure floats are in place
+    for column in ['open', 'high', 'low', 'close', 'volume']:
+        frame[column] = frame[column].astype('float64')
+    return frame