Extract btstorage methods

freqtrade/optimize/optimize_reports/__init__.py

@@ -7,10 +7,11 @@ from freqtrade.optimize.optimize_reports.bt_output import (show_backtest_result,
                                                            text_table_exit_reason,
                                                            text_table_periodic_breakdown,
                                                            text_table_strategy, text_table_tags)
+from freqtrade.optimize.optimize_reports.bt_storage import (store_backtest_analysis_results,
+                                                            store_backtest_stats)
 from freqtrade.optimize.optimize_reports.optimize_reports import (
     generate_all_periodic_breakdown_stats, generate_backtest_stats, generate_daily_stats,
     generate_edge_table, generate_exit_reason_stats, generate_pair_metrics,
     generate_periodic_breakdown_stats, generate_rejected_signals, generate_strategy_comparison,
     generate_strategy_stats, generate_tag_metrics, generate_trade_signal_candles,
-    generate_trading_stats, generate_wins_draws_losses, store_backtest_analysis_results,
+    generate_trading_stats, generate_wins_draws_losses)
-    store_backtest_stats)

freqtrade/optimize/optimize_reports/bt_storage.py

@@ -0,0 +1,71 @@
+import logging
+from pathlib import Path
+from typing import Dict
+
+from pandas import DataFrame
+
+from freqtrade.constants import LAST_BT_RESULT_FN
+from freqtrade.misc import file_dump_joblib, file_dump_json
+from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
+
+
+logger = logging.getLogger(__name__)
+
+
+def store_backtest_stats(
+        recordfilename: Path, stats: Dict[str, DataFrame], dtappendix: str) -> None:
+    """
+    Stores backtest results
+    :param recordfilename: Path object, which can either be a filename or a directory.
+        Filenames will be appended with a timestamp right before the suffix
+        while for directories, <directory>/backtest-result-<datetime>.json will be used as filename
+    :param stats: Dataframe containing the backtesting statistics
+    :param dtappendix: Datetime to use for the filename
+    """
+    if recordfilename.is_dir():
+        filename = (recordfilename / f'backtest-result-{dtappendix}.json')
+    else:
+        filename = Path.joinpath(
+            recordfilename.parent, f'{recordfilename.stem}-{dtappendix}'
+        ).with_suffix(recordfilename.suffix)
+
+    # Store metadata separately.
+    file_dump_json(get_backtest_metadata_filename(filename), stats['metadata'])
+    del stats['metadata']
+
+    file_dump_json(filename, stats)
+
+    latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
+    file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})
+
+
+def _store_backtest_analysis_data(
+        recordfilename: Path, data: Dict[str, Dict],
+        dtappendix: str, name: str) -> Path:
+    """
+    Stores backtest trade candles for analysis
+    :param recordfilename: Path object, which can either be a filename or a directory.
+        Filenames will be appended with a timestamp right before the suffix
+        while for directories, <directory>/backtest-result-<datetime>_<name>.pkl will be used
+        as filename
+    :param candles: Dict containing the backtesting data for analysis
+    :param dtappendix: Datetime to use for the filename
+    :param name: Name to use for the file, e.g. signals, rejected
+    """
+    if recordfilename.is_dir():
+        filename = (recordfilename / f'backtest-result-{dtappendix}_{name}.pkl')
+    else:
+        filename = Path.joinpath(
+            recordfilename.parent, f'{recordfilename.stem}-{dtappendix}_{name}.pkl'
+        )
+
+    file_dump_joblib(filename, data)
+
+    return filename
+
+
+def store_backtest_analysis_results(
+        recordfilename: Path, candles: Dict[str, Dict], trades: Dict[str, Dict],
+        dtappendix: str) -> None:
+    _store_backtest_analysis_data(recordfilename, candles, dtappendix, "signals")
+    _store_backtest_analysis_data(recordfilename, trades, dtappendix, "rejected")

freqtrade/optimize/optimize_reports/optimize_reports.py

@@ -1,83 +1,21 @@
 import logging
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
-from pathlib import Path
 from typing import Any, Dict, List, Union
 
 from pandas import DataFrame, concat, to_datetime
 from tabulate import tabulate
 
-from freqtrade.constants import (BACKTEST_BREAKDOWNS, DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN,
+from freqtrade.constants import BACKTEST_BREAKDOWNS, DATETIME_PRINT_FORMAT, IntOrInf
-                                 IntOrInf)
 from freqtrade.data.metrics import (calculate_cagr, calculate_calmar, calculate_csum,
                                     calculate_expectancy, calculate_market_change,
                                     calculate_max_drawdown, calculate_sharpe, calculate_sortino)
-from freqtrade.misc import decimals_per_coin, file_dump_joblib, file_dump_json, round_coin_value
+from freqtrade.misc import decimals_per_coin, round_coin_value
-from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
 
 
 logger = logging.getLogger(__name__)
 
 
-def store_backtest_stats(
-        recordfilename: Path, stats: Dict[str, DataFrame], dtappendix: str) -> None:
-    """
-    Stores backtest results
-    :param recordfilename: Path object, which can either be a filename or a directory.
-        Filenames will be appended with a timestamp right before the suffix
-        while for directories, <directory>/backtest-result-<datetime>.json will be used as filename
-    :param stats: Dataframe containing the backtesting statistics
-    :param dtappendix: Datetime to use for the filename
-    """
-    if recordfilename.is_dir():
-        filename = (recordfilename / f'backtest-result-{dtappendix}.json')
-    else:
-        filename = Path.joinpath(
-            recordfilename.parent, f'{recordfilename.stem}-{dtappendix}'
-        ).with_suffix(recordfilename.suffix)
-
-    # Store metadata separately.
-    file_dump_json(get_backtest_metadata_filename(filename), stats['metadata'])
-    del stats['metadata']
-
-    file_dump_json(filename, stats)
-
-    latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
-    file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})
-
-
-def _store_backtest_analysis_data(
-        recordfilename: Path, data: Dict[str, Dict],
-        dtappendix: str, name: str) -> Path:
-    """
-    Stores backtest trade candles for analysis
-    :param recordfilename: Path object, which can either be a filename or a directory.
-        Filenames will be appended with a timestamp right before the suffix
-        while for directories, <directory>/backtest-result-<datetime>_<name>.pkl will be used
-        as filename
-    :param candles: Dict containing the backtesting data for analysis
-    :param dtappendix: Datetime to use for the filename
-    :param name: Name to use for the file, e.g. signals, rejected
-    """
-    if recordfilename.is_dir():
-        filename = (recordfilename / f'backtest-result-{dtappendix}_{name}.pkl')
-    else:
-        filename = Path.joinpath(
-            recordfilename.parent, f'{recordfilename.stem}-{dtappendix}_{name}.pkl'
-        )
-
-    file_dump_joblib(filename, data)
-
-    return filename
-
-
-def store_backtest_analysis_results(
-        recordfilename: Path, candles: Dict[str, Dict], trades: Dict[str, Dict],
-        dtappendix: str) -> None:
-    _store_backtest_analysis_data(recordfilename, candles, dtappendix, "signals")
-    _store_backtest_analysis_data(recordfilename, trades, dtappendix, "rejected")
-
-
 def generate_trade_signal_candles(preprocessed_df: Dict[str, DataFrame],
                                   bt_results: Dict[str, Any]) -> DataFrame:
     signal_candles_only = {}

tests/optimize/test_optimize_reports.py

@@ -210,7 +210,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
 
 def test_store_backtest_stats(testdatadir, mocker):
 
-    dump_mock = mocker.patch('freqtrade.optimize.optimize_reports.optimize_reports.file_dump_json')
+    dump_mock = mocker.patch('freqtrade.optimize.optimize_reports.bt_storage.file_dump_json')
 
     store_backtest_stats(testdatadir, {'metadata': {}}, '2022_01_01_15_05_13')
 
@@ -230,7 +230,7 @@ def test_store_backtest_stats(testdatadir, mocker):
 def test_store_backtest_candles(testdatadir, mocker):
 
     dump_mock = mocker.patch(
-        'freqtrade.optimize.optimize_reports.optimize_reports.file_dump_joblib')
+        'freqtrade.optimize.optimize_reports.bt_storage.file_dump_joblib')
 
     candle_dict = {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}}