diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py
index fb120e521..e1ddd1638 100644
--- a/freqtrade/data/btanalysis.py
+++ b/freqtrade/data/btanalysis.py
@@ -108,3 +108,13 @@ def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame:
             trades = load_backtest_data(file)
 
     return trades
+
+
+def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame:
+    """
+    Compare trades and backtested pair DataFrames to get trades performed on backtested period
+    :return: the DataFrame of a trades of period
+    """
+    trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) &
+                        (trades['close_time'] <= dataframe.iloc[-1]['date'])]
+    return trades
diff --git a/freqtrade/tests/data/test_btanalysis.py b/freqtrade/tests/data/test_btanalysis.py
index 4a8babf1d..aa066557b 100644
--- a/freqtrade/tests/data/test_btanalysis.py
+++ b/freqtrade/tests/data/test_btanalysis.py
@@ -1,11 +1,18 @@
-import pytest
 from unittest.mock import MagicMock
-from pandas import DataFrame
 
-from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data, load_trades
-from freqtrade.data.history import make_testdata_path
-from freqtrade.persistence import init, Trade
-from freqtrade.tests.test_persistence import init_persistence, create_mock_trades
+from arrow import Arrow
+import pytest
+from pandas import DataFrame, to_datetime
+
+from freqtrade.arguments import Arguments, TimeRange
+from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
+                                       extract_trades_of_period,
+                                       load_backtest_data, load_trades)
+from freqtrade.data.history import load_pair_history, make_testdata_path
+from freqtrade.persistence import Trade, init
+from freqtrade.strategy.interface import SellType
+from freqtrade.tests.test_persistence import (create_mock_trades,
+                                              init_persistence)
 
 
 def test_load_backtest_data():
@@ -45,3 +52,37 @@ def test_load_trades_db(default_conf, fee, mocker):
     assert isinstance(trades, DataFrame)
     assert "pair" in trades.columns
     assert "open_time" in trades.columns
+
+
+def test_extract_trades_of_period():
+    pair = "UNITTEST/BTC"
+    timerange = TimeRange(None, 'line', 0, -1000)
+
+    data = load_pair_history(pair=pair, ticker_interval='1m',
+                             datadir=None, timerange=timerange)
+
+    # timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00
+    trades = DataFrame(
+        {'pair': [pair, pair, pair, pair],
+         'profit_percent': [0.0, 0.1, -0.2, -0.5],
+         'profit_abs': [0.0, 1, -2, -5],
+         'open_time': to_datetime([Arrow(2017, 11, 13, 15, 40, 0).datetime,
+                                   Arrow(2017, 11, 14, 9, 41, 0).datetime,
+                                   Arrow(2017, 11, 14, 14, 20, 0).datetime,
+                                   Arrow(2017, 11, 15, 3, 40, 0).datetime,
+                                   ], utc=True
+                                  ),
+         'close_time': to_datetime([Arrow(2017, 11, 13, 16, 40, 0).datetime,
+                                    Arrow(2017, 11, 14, 10, 41, 0).datetime,
+                                    Arrow(2017, 11, 14, 15, 25, 0).datetime,
+                                    Arrow(2017, 11, 15, 3, 55, 0).datetime,
+                                    ], utc=True)
+         })
+    trades1 = extract_trades_of_period(data, trades)
+    # First and last trade are dropped as they are out of range
+    assert len(trades1) == 2
+    assert trades1.iloc[0].open_time == Arrow(2017, 11, 14, 9, 41, 0).datetime
+    assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime
+    assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime
+    assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime
+
diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py
index 005148d3b..6d2e545ce 100755
--- a/scripts/plot_dataframe.py
+++ b/scripts/plot_dataframe.py
@@ -35,9 +35,10 @@ import pandas as pd
 from freqtrade.arguments import Arguments, TimeRange
 from freqtrade.data import history
 from freqtrade.data.btanalysis import load_trades
-from freqtrade.plot.plotting import generate_graph, generate_plot_file
 from freqtrade.exchange import Exchange
 from freqtrade.optimize import setup_configuration
+from freqtrade.plot.plotting import (extract_trades_of_period, generate_graph,
+                                     generate_plot_file)
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.state import RunMode
 
@@ -119,17 +120,6 @@ def generate_dataframe(strategy, tickers, pair) -> pd.DataFrame:
     return dataframe
 
 
-def extract_trades_of_period(dataframe, trades) -> pd.DataFrame:
-    """
-    Compare trades and backtested pair DataFrames to get trades performed on backtested period
-    :return: the DataFrame of a trades of period
-    """
-    # TODO: Document and move to btanalysis (?)
-    trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) &
-                        (trades['close_time'] <= dataframe.iloc[-1]['date'])]
-    return trades
-
-
 def analyse_and_plot_pairs(args: Namespace):
     """
     From arguments provided in cli: