Add some type hints

freqtrade/optimize/backtesting.py

@@ -9,6 +9,7 @@ from datetime import datetime, timedelta
 from pathlib import Path
 from typing import Any, Dict, List, NamedTuple, Optional
 
+import arrow
 from pandas import DataFrame
 
 from freqtrade.configuration import (TimeRange, remove_credentials,
@@ -24,7 +25,7 @@ from freqtrade.optimize.optimize_reports import (
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.state import RunMode
-from freqtrade.strategy.interface import IStrategy, SellType
+from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
 
 logger = logging.getLogger(__name__)
 
@@ -148,7 +149,7 @@ class Backtesting:
             logger.info(f'Dumping backtest results to {recordfilename}')
             file_dump_json(recordfilename, records)
 
-    def _get_ticker_list(self, processed) -> Dict[str, DataFrame]:
+    def _get_ticker_list(self, processed: Dict) -> Dict[str, DataFrame]:
         """
         Helper function to convert a processed tickerlist into a list for performance reasons.
 
@@ -175,7 +176,8 @@ class Backtesting:
             ticker[pair] = [x for x in ticker_data.itertuples()]
         return ticker
 
-    def _get_close_rate(self, sell_row, trade: Trade, sell, trade_dur) -> float:
+    def _get_close_rate(self, sell_row, trade: Trade, sell: SellCheckTuple,
+                        trade_dur: int) -> float:
         """
         Get close rate for backtesting result
         """
@@ -280,7 +282,7 @@ class Backtesting:
         return None
 
     def backtest(self, processed: Dict, stake_amount: float,
-                 start_date, end_date,
+                 start_date: arrow.Arrow, end_date: arrow.Arrow,
                  max_open_trades: int = 0, position_stacking: bool = False) -> DataFrame:
         """
         Implement backtesting functionality