feat: extract backtest iteration into generator

freqtrade/optimize/backtesting.py

@@ -1388,6 +1388,25 @@ class Backtesting:
                 self._process_exit_order(order, trade, current_time, row, pair)
         return open_trade_count_start
 
+    def time_pair_generator(
+        self, start_date: datetime, end_date: datetime, increment: timedelta, pairs: List[str]
+    ):
+        """
+        Backtest time and pair generator
+        """
+        current_time = start_date + increment
+        self.progress.init_step(
+            BacktestState.BACKTEST, int((end_date - start_date) / self.timeframe_td)
+        )
+        while current_time <= end_date:
+            is_first = True
+            for pair in pairs:
+                yield current_time, pair, is_first
+                is_first = False
+
+            self.progress.increment()
+            current_time += increment
+
     def backtest(self, processed: Dict, start_date: datetime, end_date: datetime) -> Dict[str, Any]:
         """
         Implement backtesting functionality
@@ -1411,19 +1430,17 @@ class Backtesting:
 
         # Indexes per pair, so some pairs are allowed to have a missing start.
         indexes: Dict = defaultdict(int)
-        current_time = start_date + self.timeframe_td
 
-        self.progress.init_step(
-            BacktestState.BACKTEST, int((end_date - start_date) / self.timeframe_td)
-        )
         # Loop timerange and get candle for each pair at that point in time
-        while current_time <= end_date:
+        for current_time, pair, is_first in self.time_pair_generator(
+            start_date, end_date, self.timeframe_td, list(data.keys())
+        ):
+            if is_first:
                 open_trade_count_start = LocalTrade.bt_open_open_trade_count
                 self.check_abort()
                 strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
                     current_time=current_time
                 )
-            for i, pair in enumerate(data):
             row_index = indexes[pair]
             row = self.validate_row(data, pair, row_index, current_time)
             if not row:
@@ -1484,10 +1501,6 @@ class Backtesting:
                     row, pair, current_time, end_date, open_trade_count_start, trade_dir
                 )
 
-            # Move time one configured time_interval ahead.
-            self.progress.increment()
-            current_time += self.timeframe_td
-
         self.handle_left_open(LocalTrade.bt_trades_open_pp, data=data)
         self.wallets.update()