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(),

freqtrade/tests/optimize/test_backtesting.py

@@ -336,22 +336,6 @@ def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
     assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
 
 
-def test_get_timeframe(default_conf, mocker) -> None:
-    patch_exchange(mocker)
-    backtesting = Backtesting(default_conf)
-
-    data = backtesting.strategy.tickerdata_to_dataframe(
-        optimize.load_data(
-            None,
-            ticker_interval='1m',
-            pairs=['UNITTEST/BTC']
-        )
-    )
-    min_date, max_date = backtesting.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'
-
-
 def test_generate_text_table(default_conf, mocker):
     patch_exchange(mocker)
     backtesting = Backtesting(default_conf)
@@ -451,17 +435,17 @@ def test_generate_text_table_strategyn(default_conf, mocker):
 
 
 def test_backtesting_start(default_conf, mocker, caplog) -> None:
-    def get_timeframe(input1, input2):
+    def get_timeframe(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
+    mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
     mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.optimize.backtesting.Backtesting',
         backtest=MagicMock(),
         _generate_text_table=MagicMock(return_value='1'),
-        get_timeframe=get_timeframe,
     )
 
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
@@ -486,17 +470,17 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
 
 
 def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
-    def get_timeframe(input1, input2):
+    def get_timeframe(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
     mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
+    mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
     mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
     patch_exchange(mocker)
     mocker.patch.multiple(
         'freqtrade.optimize.backtesting.Backtesting',
         backtest=MagicMock(),
         _generate_text_table=MagicMock(return_value='1'),
-        get_timeframe=get_timeframe,
     )
 
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']

freqtrade/tests/optimize/test_optimize.py

@@ -15,7 +15,8 @@ from freqtrade.optimize.__init__ import (download_backtesting_testdata,
                                          load_cached_data_for_updating,
                                          load_tickerdata_file,
                                          make_testdata_path, trim_tickerlist)
-from freqtrade.tests.conftest import get_patched_exchange, log_has
+from freqtrade.strategy.default_strategy import DefaultStrategy
+from freqtrade.tests.conftest import get_patched_exchange, log_has, patch_exchange
 
 # Change this if modifying UNITTEST/BTC testdatafile
 _BTC_UNITTEST_LENGTH = 13681
@@ -433,3 +434,19 @@ def test_file_dump_json() -> None:
 
     # Remove the file
     _clean_test_file(file)
+
+
+def test_get_timeframe(default_conf, mocker) -> None:
+    patch_exchange(mocker)
+    strategy = DefaultStrategy(default_conf)
+
+    data = strategy.tickerdata_to_dataframe(
+        optimize.load_data(
+            None,
+            ticker_interval='1m',
+            pairs=['UNITTEST/BTC']
+        )
+    )
+    min_date, max_date = optimize.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'