Simplify backtest storage

freqtrade/optimize/backtesting.py

@@ -34,7 +34,6 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats, genera
                                                  show_backtest_results,
                                                  store_backtest_analysis_results,
                                                  store_backtest_stats)
-from freqtrade.optimize.optimize_reports.bt_storage import store_backtest_market_change
 from freqtrade.persistence import (CustomDataWrapper, LocalTrade, Order, PairLocks, Trade,
                                    disable_database_use, enable_database_use)
 from freqtrade.plugins.pairlistmanager import PairListManager
@@ -1423,9 +1422,9 @@ class Backtesting:
                 self.results = results
             dt_appendix = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
             if self.config.get('export', 'none') in ('trades', 'signals'):
-                store_backtest_stats(self.config['exportfilename'], self.results, dt_appendix)
                 combined_res = combined_dataframes_with_rel_mean(data, min_date, max_date)
-                store_backtest_market_change(self.config['exportfilename'], combined_res, dt_appendix)
+                store_backtest_stats(self.config['exportfilename'], self.results, dt_appendix,
+                                     market_change_data=combined_res)
 
             if (self.config.get('export', 'none') == 'signals' and
                     self.dataprovider.runmode == RunMode.BACKTEST):

freqtrade/optimize/optimize_reports/bt_storage.py

@@ -1,6 +1,6 @@
 import logging
 from pathlib import Path
-from typing import Dict
+from typing import Dict, Optional
 
 from pandas import DataFrame
 
@@ -31,7 +31,8 @@ def _generate_filename(recordfilename: Path, appendix: str, suffix: str) -> Path
 
 
 def store_backtest_stats(
-        recordfilename: Path, stats: BacktestResultType, dtappendix: str) -> Path:
+        recordfilename: Path, stats: BacktestResultType, dtappendix: str, *,
+        market_change_data: Optional[DataFrame] = None) -> Path:
     """
     Stores backtest results
     :param recordfilename: Path object, which can either be a filename or a directory.
@@ -55,6 +56,10 @@ def store_backtest_stats(
     latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
     file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})
 
+    if market_change_data is not None:
+        filename_market_change = _generate_filename(recordfilename, f"{dtappendix}_market_change", '.feather')
+        market_change_data.reset_index().to_feather(filename_market_change, compression_level=9, compression='lz4')
+
     return filename
 
 
@@ -83,20 +88,3 @@ def store_backtest_analysis_results(
         dtappendix: str) -> None:
     _store_backtest_analysis_data(recordfilename, candles, dtappendix, "signals")
     _store_backtest_analysis_data(recordfilename, trades, dtappendix, "rejected")
-
-
-def store_backtest_market_change(
-        recordfilename: Path, data: DataFrame, dtappendix: str) -> Path:
-    """
-    Stores backtest market change average
-    :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
-    """
-    filename = _generate_filename(recordfilename, f"{dtappendix}_market_change", '.feather')
-    data.reset_index().to_feather(filename, compression_level=9, compression='lz4')
-
-    return filename