Adjust imports to new location

freqtrade/optimize/backtesting.py

@@ -13,7 +13,6 @@ from typing import Any, Dict, List, NamedTuple, Optional
 from pandas import DataFrame
 from tabulate import tabulate
 
-from freqtrade import optimize
 from freqtrade import DependencyException, constants
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
@@ -440,10 +439,10 @@ class Backtesting(object):
             logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
             self._set_strategy(strat)
 
-            min_date, max_date = optimize.get_timeframe(data)
+            min_date, max_date = history.get_timeframe(data)
             # Validate dataframe for missing values (mainly at start and end, as fillup is called)
-            optimize.validate_backtest_data(data, min_date, max_date,
+            history.validate_backtest_data(data, min_date, max_date,
-                                            timeframe_to_minutes(self.ticker_interval))
+                                           timeframe_to_minutes(self.ticker_interval))
             logger.info(
                 'Backtesting with data from %s up to %s (%s days)..',
                 min_date.isoformat(),

freqtrade/optimize/hyperopt.py

@@ -23,9 +23,8 @@ from skopt.space import Dimension
 from freqtrade import DependencyException
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
-from freqtrade.data.history import load_data
+from freqtrade.data.history import load_data, get_timeframe, validate_backtest_data
 from freqtrade.exchange import timeframe_to_minutes
-from freqtrade.optimize import get_timeframe, validate_backtest_data
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.state import RunMode
 from freqtrade.resolvers import HyperOptResolver

freqtrade/tests/data/test_converter.py

@@ -2,8 +2,7 @@
 import logging
 
 from freqtrade.data.converter import parse_ticker_dataframe, ohlcv_fill_up_missing_data
-from freqtrade.data.history import load_pair_history
+from freqtrade.data.history import load_pair_history, validate_backtest_data, get_timeframe
-from freqtrade.optimize import validate_backtest_data, get_timeframe
 from freqtrade.tests.conftest import log_has
 
 

freqtrade/tests/optimize/test_backtest_detail.py

@@ -2,17 +2,17 @@
 import logging
 from unittest.mock import MagicMock
 
-from pandas import DataFrame
 import pytest
+from pandas import DataFrame
 
-
+from freqtrade.data.history import get_timeframe
-from freqtrade.optimize import get_timeframe
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.strategy.interface import SellType
-from freqtrade.tests.optimize import (BTrade, BTContainer, _build_backtest_dataframe,
-                                      _get_frame_time_from_offset, tests_ticker_interval)
 from freqtrade.tests.conftest import patch_exchange
-
+from freqtrade.tests.optimize import (BTContainer, BTrade,
+                                      _build_backtest_dataframe,
+                                      _get_frame_time_from_offset,
+                                      tests_ticker_interval)
 
 # Test 1 Minus 8% Close
 # Test with Stop-loss at 1%

freqtrade/tests/optimize/test_backtesting.py

@@ -17,7 +17,7 @@ from freqtrade.data import history
 from freqtrade.data.btanalysis import evaluate_result_multi
 from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.optimize import get_timeframe
+from freqtrade.data.history import get_timeframe
 from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
                                             start)
 from freqtrade.state import RunMode
@@ -472,7 +472,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
-    mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
+    mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
     mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
     patch_exchange(mocker)
     mocker.patch.multiple(
@@ -507,7 +507,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={}))
-    mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
+    mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
     mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
     patch_exchange(mocker)
     mocker.patch.multiple(

freqtrade/tests/optimize/test_hyperopt.py

@@ -12,7 +12,7 @@ from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.data.history import load_tickerdata_file
 from freqtrade.optimize.default_hyperopt import DefaultHyperOpts
 from freqtrade.optimize.hyperopt import Hyperopt, setup_configuration, start
-from freqtrade.resolvers import HyperOptResolver
+from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
 from freqtrade.state import RunMode
 from freqtrade.tests.conftest import log_has, log_has_re, patch_exchange
 from freqtrade.tests.optimize.test_backtesting import get_args

freqtrade/tests/optimize/test_optimize.py

@@ -1,5 +1,4 @@
 # pragma pylint: disable=missing-docstring, protected-access, C0103
-from freqtrade import optimize
 from freqtrade.arguments import TimeRange
 from freqtrade.data import history
 from freqtrade.exchange import timeframe_to_minutes
@@ -18,7 +17,7 @@ def test_get_timeframe(default_conf, mocker) -> None:
             pairs=['UNITTEST/BTC']
         )
     )
-    min_date, max_date = optimize.get_timeframe(data)
+    min_date, max_date = history.get_timeframe(data)
     assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
     assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
 
@@ -35,10 +34,10 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
             fill_up_missing=False
         )
     )
-    min_date, max_date = optimize.get_timeframe(data)
+    min_date, max_date = history.get_timeframe(data)
     caplog.clear()
-    assert optimize.validate_backtest_data(data, min_date, max_date,
+    assert history.validate_backtest_data(data, min_date, max_date,
-                                           timeframe_to_minutes('1m'))
+                                          timeframe_to_minutes('1m'))
     assert len(caplog.record_tuples) == 1
     assert log_has(
         "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
@@ -59,8 +58,8 @@ def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
         )
     )
 
-    min_date, max_date = optimize.get_timeframe(data)
+    min_date, max_date = history.get_timeframe(data)
     caplog.clear()
-    assert not optimize.validate_backtest_data(data, min_date, max_date,
+    assert not history.validate_backtest_data(data, min_date, max_date,
-                                               timeframe_to_minutes('5m'))
+                                              timeframe_to_minutes('5m'))
     assert len(caplog.record_tuples) == 0