Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen

fix backtesting not respecting max_open_trades
This commit is contained in:
Matthias
2018-11-30 19:17:09 +01:00
committed by GitHub
6 changed files with 159 additions and 49 deletions

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@@ -20,7 +20,7 @@ from skopt.space import Dimension
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
from freqtrade.optimize import load_data
from freqtrade.optimize import load_data, get_timeframe
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.resolvers import HyperOptResolver
@@ -167,11 +167,14 @@ class Hyperopt(Backtesting):
self.strategy.stoploss = params['stoploss']
processed = load(TICKERDATA_PICKLE)
min_date, max_date = get_timeframe(processed)
results = self.backtest(
{
'stake_amount': self.config['stake_amount'],
'processed': processed,
'position_stacking': self.config.get('position_stacking', True),
'start_date': min_date,
'end_date': max_date,
}
)
result_explanation = self.format_results(results)