refactor get_timeframe out of backtesting class

freqtrade/optimize/__init__.py

@@ -11,7 +11,10 @@ except ImportError:
 import logging
 import os
 from typing import Optional, List, Dict, Tuple, Any
+import operator
+
 import arrow
+from pandas import DataFrame
 
 from freqtrade import misc, constants, OperationalException
 from freqtrade.exchange import Exchange
@@ -59,6 +62,20 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
     return tickerlist[start_index:stop_index]
 
 
+def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
+    """
+    Get the maximum timeframe for the given backtest data
+    :param data: dictionary with preprocessed backtesting data
+    :return: tuple containing min_date, max_date
+    """
+    timeframe = [
+        (arrow.get(frame['date'].min()), arrow.get(frame['date'].max()))
+        for frame in data.values()
+    ]
+    return min(timeframe, key=operator.itemgetter(0))[0], \
+        max(timeframe, key=operator.itemgetter(1))[1]
+
+
 def load_tickerdata_file(
         datadir: str, pair: str,
         ticker_interval: str,

freqtrade/optimize/backtesting.py

@@ -4,14 +4,12 @@
 This module contains the backtesting logic
 """
 import logging
-import operator
 from argparse import Namespace
 from copy import deepcopy
 from datetime import datetime, timedelta
 from pathlib import Path
-from typing import Any, Dict, List, NamedTuple, Optional, Tuple
+from typing import Any, Dict, List, NamedTuple, Optional
 
-import arrow
 from pandas import DataFrame
 from tabulate import tabulate
 
@@ -91,20 +89,6 @@ class Backtesting(object):
         self.advise_buy = strategy.advise_buy
         self.advise_sell = strategy.advise_sell
 
-    @staticmethod
-    def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
-        """
-        Get the maximum timeframe for the given backtest data
-        :param data: dictionary with preprocessed backtesting data
-        :return: tuple containing min_date, max_date
-        """
-        timeframe = [
-            (arrow.get(frame['date'].min()), arrow.get(frame['date'].max()))
-            for frame in data.values()
-        ]
-        return min(timeframe, key=operator.itemgetter(0))[0], \
-            max(timeframe, key=operator.itemgetter(1))[1]
-
     def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame,
                              skip_nan: bool = False) -> str:
         """
@@ -373,7 +357,7 @@ class Backtesting(object):
             preprocessed = self.strategy.tickerdata_to_dataframe(data)
 
             # Print timeframe
-            min_date, max_date = self.get_timeframe(preprocessed)
+            min_date, max_date = optimize.get_timeframe(preprocessed)
             logger.info(
                 'Measuring data from %s up to %s (%s days)..',
                 min_date.isoformat(),