refactor: Type backtest results

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