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,