From 07aa372e2a10b2afe3d899d4da3e63c004513788 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 3 Jul 2022 14:10:08 +0200
Subject: [PATCH] Ensure bot_loop_start is called in hyperopt, too

closes #7001
---
 docs/bot-basics.md                             | 5 ++++-
 freqtrade/optimize/backtesting.py              | 3 +--
 tests/optimize/test_hyperopt.py                | 1 +
 tests/strategy/strats/hyperoptable_strategy.py | 5 +++++
 4 files changed, 11 insertions(+), 3 deletions(-)

diff --git a/docs/bot-basics.md b/docs/bot-basics.md
index 1acbca565..14823722e 100644
--- a/docs/bot-basics.md
+++ b/docs/bot-basics.md
@@ -20,7 +20,9 @@ All profit calculations of Freqtrade include fees. For Backtesting / Hyperopt /
 ## Bot execution logic
 
 Starting freqtrade in dry-run or live mode (using `freqtrade trade`) will start the bot and start the bot iteration loop.
-By default, loop runs every few seconds (`internals.process_throttle_secs`) and does roughly the following in the following sequence:
+This will also run the `bot_start()` callback.
+
+By default, the bot loop runs every few seconds (`internals.process_throttle_secs`) and performs the following actions:
 
 * Fetch open trades from persistence.
 * Calculate current list of tradable pairs.
@@ -54,6 +56,7 @@ This loop will be repeated again and again until the bot is stopped.
 [backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
 
 * Load historic data for configured pairlist.
+* Calls `bot_start()` once.
 * Calls `bot_loop_start()` once.
 * Calculate indicators (calls `populate_indicators()` once per pair).
 * Calculate entry / exit signals (calls `populate_entry_trend()` and `populate_exit_trend()` once per pair).
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index cacb87745..030d7bdf0 100755
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -189,6 +189,7 @@ class Backtesting:
         self.strategy.order_types['stoploss_on_exchange'] = False
 
         self.strategy.ft_bot_start()
+        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
 
     def _load_protections(self, strategy: IStrategy):
         if self.config.get('enable_protections', False):
@@ -1140,8 +1141,6 @@ class Backtesting:
         backtest_start_time = datetime.now(timezone.utc)
         self._set_strategy(strat)
 
-        strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
-
         # Use max_open_trades in backtesting, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):
             # Must come from strategy config, as the strategy may modify this setting.
diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py
index 9f3c5845f..1ad8b33cf 100644
--- a/tests/optimize/test_hyperopt.py
+++ b/tests/optimize/test_hyperopt.py
@@ -861,6 +861,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
     assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
+    assert hyperopt.backtesting.strategy.bot_loop_started is True
 
     assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
diff --git a/tests/strategy/strats/hyperoptable_strategy.py b/tests/strategy/strats/hyperoptable_strategy.py
index 28ecf617a..876b31b14 100644
--- a/tests/strategy/strats/hyperoptable_strategy.py
+++ b/tests/strategy/strats/hyperoptable_strategy.py
@@ -44,6 +44,11 @@ class HyperoptableStrategy(StrategyTestV2):
             })
         return prot
 
+    bot_loop_started = False
+
+    def bot_loop_start(self):
+        self.bot_loop_started = True
+
     def bot_start(self, **kwargs) -> None:
         """
         Parameters can also be defined here ...