refactor: Type backtest results

freqtrade/ft_types/__init__.py

@@ -1,5 +1,7 @@
 # flake8: noqa: F401
 from freqtrade.ft_types.backtest_result_type import (
+    BacktestContentType,
+    BacktestContentTypeIcomplete,
     BacktestHistoryEntryType,
     BacktestMetadataType,
     BacktestResultType,

freqtrade/ft_types/backtest_result_type.py

@@ -1,8 +1,11 @@
 from copy import deepcopy
 from typing import Any, cast
 
+from pandas import DataFrame
 from typing_extensions import TypedDict
 
+from freqtrade.constants import Config
+
 
 class BacktestMetadataType(TypedDict):
     run_id: str
@@ -36,3 +39,22 @@ class BacktestHistoryEntryType(BacktestMetadataType):
     backtest_end_ts: int | None
     timeframe: str | None
     timeframe_detail: str | None
+
+
+class BacktestContentTypeIcomplete(TypedDict, total=False):
+    results: DataFrame
+    config: Config
+    locks: Any
+    rejected_signals: int
+    timedout_entry_orders: int
+    timedout_exit_orders: int
+    canceled_trade_entries: int
+    canceled_entry_orders: int
+    replaced_entry_orders: int
+    final_balance: float
+    backtest_start_time: int
+    backtest_end_time: int
+    run_id: str
+
+
+class BacktestContentType(BacktestContentTypeIcomplete, total=True): ...

freqtrade/optimize/backtesting.py

@@ -8,7 +8,6 @@ import logging
 from collections import defaultdict
 from copy import deepcopy
 from datetime import datetime, timedelta
-from typing import Any
 
 from numpy import nan
 from pandas import DataFrame
@@ -37,7 +36,12 @@ from freqtrade.exchange import (
     timeframe_to_seconds,
 )
 from freqtrade.exchange.exchange import Exchange
-from freqtrade.ft_types import BacktestResultType, get_BacktestResultType_default
+from freqtrade.ft_types import (
+    BacktestContentType,
+    BacktestContentTypeIcomplete,
+    BacktestResultType,
+    get_BacktestResultType_default,
+)
 from freqtrade.leverage.liquidation_price import update_liquidation_prices
 from freqtrade.mixins import LoggingMixin
 from freqtrade.optimize.backtest_caching import get_strategy_run_id
@@ -119,7 +123,7 @@ class Backtesting:
         config["dry_run"] = True
         self.run_ids: dict[str, str] = {}
         self.strategylist: list[IStrategy] = []
-        self.all_results: dict[str, dict] = {}
+        self.all_results: dict[str, BacktestContentType] = {}
         self.analysis_results: dict[str, dict[str, DataFrame]] = {
             "signals": {},
             "rejected": {},
@@ -1611,7 +1615,9 @@ class Backtesting:
                 yield current_time_det, pair, row, is_last_row, trade_dir
             self.progress.increment()
 
-    def backtest(self, processed: dict, start_date: datetime, end_date: datetime) -> dict[str, Any]:
+    def backtest(
+        self, processed: dict, start_date: datetime, end_date: datetime
+    ) -> BacktestContentTypeIcomplete:
         """
         Implement backtesting functionality
 

freqtrade/optimize/hyperopt/hyperopt_optimizer.py

@@ -19,6 +19,7 @@ from freqtrade.data.history import get_timerange
 from freqtrade.data.metrics import calculate_market_change
 from freqtrade.enums import HyperoptState
 from freqtrade.exceptions import OperationalException
+from freqtrade.ft_types import BacktestContentType
 from freqtrade.misc import deep_merge_dicts
 from freqtrade.optimize.backtesting import Backtesting
 
@@ -324,7 +325,7 @@ class HyperOptimizer:
 
     def _get_results_dict(
         self,
-        backtesting_results: dict[str, Any],
+        backtesting_results: BacktestContentType,
         min_date: datetime,
         max_date: datetime,
         params_dict: dict[str, Any],

freqtrade/optimize/optimize_reports/optimize_reports.py

@@ -18,7 +18,11 @@ from freqtrade.data.metrics import (
     calculate_sortino,
     calculate_sqn,
 )
-from freqtrade.ft_types import BacktestResultType, get_BacktestResultType_default
+from freqtrade.ft_types import (
+    BacktestContentType,
+    BacktestResultType,
+    get_BacktestResultType_default,
+)
 from freqtrade.util import decimals_per_coin, fmt_coin, get_dry_run_wallet
 
 
@@ -26,7 +30,7 @@ logger = logging.getLogger(__name__)
 
 
 def generate_trade_signal_candles(
-    preprocessed_df: dict[str, DataFrame], bt_results: dict[str, Any], date_col: str
+    preprocessed_df: dict[str, DataFrame], bt_results: BacktestContentType, date_col: str
 ) -> dict[str, DataFrame]:
     signal_candles_only = {}
     for pair in preprocessed_df.keys():
@@ -407,7 +411,7 @@ def generate_daily_stats(results: DataFrame) -> dict[str, Any]:
 def generate_strategy_stats(
     pairlist: list[str],
     strategy: str,
-    content: dict[str, Any],
+    content: BacktestContentType,
     min_date: datetime,
     max_date: datetime,
     market_change: float,
@@ -632,7 +636,7 @@ def generate_strategy_stats(
 
 def generate_backtest_stats(
     btdata: dict[str, DataFrame],
-    all_results: dict[str, dict[str, DataFrame | dict]],
+    all_results: dict[str, BacktestContentType],
     min_date: datetime,
     max_date: datetime,
 ) -> BacktestResultType: