refactor: move backtest "storage" logic to storage file

freqtrade/optimize/backtesting.py

@@ -47,8 +47,7 @@ from freqtrade.optimize.optimize_reports import (
     generate_rejected_signals,
     generate_trade_signal_candles,
     show_backtest_results,
-    store_backtest_analysis_results,
+    store_backtest_results,
-    store_backtest_stats,
 )
 from freqtrade.persistence import (
     CustomDataWrapper,
@@ -1662,21 +1661,12 @@ class Backtesting:
             dt_appendix = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
             if self.config.get("export", "none") in ("trades", "signals"):
                 combined_res = combined_dataframes_with_rel_mean(data, min_date, max_date)
-                store_backtest_stats(
+                store_backtest_results(
-                    self.config["exportfilename"],
+                    self.config,
                     self.results,
                     dt_appendix,
                     market_change_data=combined_res,
-                )
+                    analysis_results=self.analysis_results,
-
-            if (
-                self.config.get("export", "none") == "signals"
-                and self.dataprovider.runmode == RunMode.BACKTEST
-            ):
-                store_backtest_analysis_results(
-                    self.config["exportfilename"],
-                    self.analysis_results,
-                    dt_appendix,
                 )
 
         # Results may be mixed up now. Sort them so they follow --strategy-list order.

freqtrade/optimize/optimize_reports/__init__.py

@@ -11,10 +11,7 @@ from freqtrade.optimize.optimize_reports.bt_output import (
     text_table_strategy,
     text_table_tags,
 )
-from freqtrade.optimize.optimize_reports.bt_storage import (
+from freqtrade.optimize.optimize_reports.bt_storage import store_backtest_results
-    store_backtest_analysis_results,
-    store_backtest_stats,
-)
 from freqtrade.optimize.optimize_reports.optimize_reports import (
     generate_all_periodic_breakdown_stats,
     generate_backtest_stats,

freqtrade/optimize/optimize_reports/bt_storage.py

@@ -4,6 +4,7 @@ from pathlib import Path
 from pandas import DataFrame
 
 from freqtrade.constants import LAST_BT_RESULT_FN
+from freqtrade.enums.runmode import RunMode
 from freqtrade.ft_types import BacktestResultType
 from freqtrade.misc import file_dump_joblib, file_dump_json
 from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
@@ -29,21 +30,27 @@ def _generate_filename(recordfilename: Path, appendix: str, suffix: str) -> Path
     return filename
 
 
-def store_backtest_stats(
+def store_backtest_results(
-    recordfilename: Path,
+    config: dict,
     stats: BacktestResultType,
     dtappendix: str,
     *,
     market_change_data: DataFrame | None = None,
+    analysis_results: dict[str, dict[str, DataFrame]] | None = None,
 ) -> Path:
     """
-    Stores backtest results
+    Stores backtest results and analysis data
-    :param recordfilename: Path object, which can either be a filename or a directory.
+    :param config: Configuration dictionary
-        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
+    :param market_change_data: Dataframe containing market change data
+    :param analysis_results: Dictionary containing analysis results
     """
+
+    # 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
+    recordfilename: Path = config["exportfilename"]
     filename = _generate_filename(recordfilename, dtappendix, ".json")
 
     # Store metadata separately.
@@ -65,6 +72,21 @@ def store_backtest_stats(
             filename_mc, compression_level=9, compression="lz4"
         )
 
+    if (
+        config.get("export", "none") == "signals"
+        and analysis_results is not None
+        and config.get("runmode", RunMode.OTHER) == RunMode.BACKTEST
+    ):
+        _store_backtest_analysis_data(
+            recordfilename, analysis_results["signals"], dtappendix, "signals"
+        )
+        _store_backtest_analysis_data(
+            recordfilename, analysis_results["rejected"], dtappendix, "rejected"
+        )
+        _store_backtest_analysis_data(
+            recordfilename, analysis_results["exited"], dtappendix, "exited"
+        )
+
     return filename
 
 
@@ -86,13 +108,3 @@ def _store_backtest_analysis_data(
     file_dump_joblib(filename, data)
 
     return filename
-
-
-def store_backtest_analysis_results(
-    recordfilename: Path,
-    candles: dict[str, dict[str, DataFrame]],
-    dtappendix: str,
-) -> None:
-    _store_backtest_analysis_data(recordfilename, candles["signals"], dtappendix, "signals")
-    _store_backtest_analysis_data(recordfilename, candles["rejected"], dtappendix, "rejected")
-    _store_backtest_analysis_data(recordfilename, candles["exited"], dtappendix, "exited")