Move backtest result dataclass to its own file

backtesting/__init__.py

@@ -1,5 +1,6 @@
 from .available_entry_times import available_entry_times
 from .backtest_iron_condor import backtest_iron_condor
+from .backtest_result import BacktestResult
 from .best_entry_times import best_entry_times
 from .credit_targeting import CreditTargetStrategy
 from .delta_targeting import DeltaTargetStrategy

backtesting/backtest_iron_condor.py

@@ -3,10 +3,10 @@ import os
 import pandas as pd
 
 from concurrent.futures import ProcessPoolExecutor
-from dataclasses import dataclass
 from datetime import datetime
 from dotenv import load_dotenv
 
+from .backtest_result import BacktestResult
 from .credit_targeting import CreditTargetStrategy
 from .delta_targeting import DeltaTargetStrategy
 from .option_spread_strategy import OptionSpreadStrategy
@@ -22,19 +22,6 @@ MARKET_OPEN = '09:35:00'
 OPTION_DATA_DIRECTORY = os.getenv('OPTION_DATA_DIRECTORY')
 STRIKE_MULTIPLE = 5.0
 
-@dataclass
-class BacktestResult:
-    date: str
-    entry_time: str
-    exit_time: str
-    spreads: list
-    trade_entered: bool
-    trade_pnl: float
-    profit: float
-    credit: float
-    mfe: float
-    mae: float
-
 # Metrics
 dates = []
 max_drawdowns = []

backtesting/backtest_result.py

@@ -0,0 +1,14 @@
+from dataclasses import dataclass
+
+@dataclass
+class BacktestResult:
+    date: str
+    entry_time: str
+    exit_time: str
+    spreads: list
+    trade_entered: bool
+    trade_pnl: float
+    profit: float
+    credit: float
+    mfe: float
+    mae: float