Fixed max_open_trades update from hyperopt

Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring

freqtrade/commands/cli_options.py

@@ -252,7 +252,7 @@ AVAILABLE_CLI_OPTIONS = {
         '--spaces',
         help='Specify which parameters to hyperopt. Space-separated list.',
         choices=['all', 'buy', 'sell', 'roi', 'stoploss',
-                 'trailing', 'protection', 'default', 'trades'],
+                 'trailing', 'protection', 'trades', 'default'],
         nargs='+',
         default='default',
     ),

freqtrade/optimize/backtesting.py

@@ -920,8 +920,9 @@ class Backtesting:
                 trade.close(exit_row[OPEN_IDX], show_msg=False)
                 LocalTrade.close_bt_trade(trade)
 
-    def trade_slot_available(self, max_open_trades: int, open_trade_count: int) -> bool:
+    def trade_slot_available(self, open_trade_count: int) -> bool:
         # Always allow trades when max_open_trades is enabled.
+        max_open_trades = self.config['max_open_trades']
         if max_open_trades <= 0 or open_trade_count < max_open_trades:
             return True
         # Rejected trade
@@ -1051,7 +1052,6 @@ class Backtesting:
 
     def backtest_loop(
             self, row: Tuple, pair: str, current_time: datetime, end_date: datetime,
-            max_open_trades: int,
             open_trade_count_start: int, is_first: bool = True) -> int:
         """
         NOTE: This method is used by Hyperopt at each iteration. Please keep it optimized.
@@ -1075,7 +1075,7 @@ class Backtesting:
         if (
             (self._position_stacking or len(LocalTrade.bt_trades_open_pp[pair]) == 0)
             and is_first
-            and self.trade_slot_available(max_open_trades, open_trade_count_start)
+            and self.trade_slot_available(open_trade_count_start)
             and current_time != end_date
             and trade_dir is not None
             and not PairLocks.is_pair_locked(pair, row[DATE_IDX], trade_dir)
@@ -1122,8 +1122,7 @@ class Backtesting:
         return open_trade_count_start
 
     def backtest(self, processed: Dict,
-                 start_date: datetime, end_date: datetime,
+                 start_date: datetime, end_date: datetime) -> Dict[str, Any]:
-                 max_open_trades: int = 0) -> Dict[str, Any]:
         """
         Implement backtesting functionality
 
@@ -1135,7 +1134,6 @@ class Backtesting:
         optimize memory usage!
         :param start_date: backtesting timerange start datetime
         :param end_date: backtesting timerange end datetime
-        :param max_open_trades: maximum number of concurrent trades, <= 0 means unlimited
         :return: DataFrame with trades (results of backtesting)
         """
         self.prepare_backtest(self.enable_protections)
@@ -1176,7 +1174,7 @@ class Backtesting:
                     if len(detail_data) == 0:
                         # Fall back to "regular" data if no detail data was found for this candle
                         open_trade_count_start = self.backtest_loop(
-                            row, pair, current_time, end_date, max_open_trades,
+                            row, pair, current_time, end_date,
                             open_trade_count_start)
                         continue
                     detail_data.loc[:, 'enter_long'] = row[LONG_IDX]
@@ -1189,13 +1187,13 @@ class Backtesting:
                     current_time_det = current_time
                     for det_row in detail_data[HEADERS].values.tolist():
                         open_trade_count_start = self.backtest_loop(
-                            det_row, pair, current_time_det, end_date, max_open_trades,
+                            det_row, pair, current_time_det, end_date,
                             open_trade_count_start, is_first)
                         current_time_det += timedelta(minutes=self.timeframe_detail_min)
                         is_first = False
                 else:
                     open_trade_count_start = self.backtest_loop(
-                        row, pair, current_time, end_date, max_open_trades, open_trade_count_start)
+                        row, pair, current_time, end_date, open_trade_count_start)
 
             # Move time one configured time_interval ahead.
             self.progress.increment()
@@ -1227,14 +1225,11 @@ class Backtesting:
         self._set_strategy(strat)
 
         # Use max_open_trades in backtesting, except --disable-max-market-positions is set
-        if self.config.get('use_max_market_positions', True):
+        if not self.config.get('use_max_market_positions', True):
-            # Must come from strategy config, as the strategy may modify this setting.
-            max_open_trades = self.strategy.config['max_open_trades'] \
-                if self.strategy.config['max_open_trades'] != float('inf') else -1
-        else:
             logger.info(
                 'Ignoring max_open_trades (--disable-max-market-positions was used) ...')
-            max_open_trades = 0
+            self.strategy.max_open_trades = -1
+            self.config.update({'max_open_trades': float('inf')})
 
         # need to reprocess data every time to populate signals
         preprocessed = self.strategy.advise_all_indicators(data)
@@ -1257,7 +1252,6 @@ class Backtesting:
             processed=preprocessed,
             start_date=min_date,
             end_date=max_date,
-            max_open_trades=max_open_trades,
         )
         backtest_end_time = datetime.now(timezone.utc)
         results.update({

freqtrade/optimize/hyperopt.py

@@ -118,14 +118,10 @@ class Hyperopt:
         self.current_best_epoch: Optional[Dict[str, Any]] = None
 
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
-        if self.config.get('use_max_market_positions', True):
+        if not self.config.get('use_max_market_positions', True):
-            self.max_open_trades = self.config['max_open_trades'] \
-                if self.config['max_open_trades'] != float('inf') else -1
-        else:
             logger.debug('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
-            self.max_open_trades = 0
+            self.backtesting.strategy.max_open_trades = -1
-
+            config.update({'max_open_trades': float('inf')})
-        print("Strategy max open trades", self.max_open_trades)
 
         if HyperoptTools.has_space(self.config, 'sell'):
             # Make sure use_exit_signal is enabled
@@ -214,7 +210,8 @@ class Hyperopt:
         if HyperoptTools.has_space(self.config, 'trailing'):
             result['trailing'] = self.custom_hyperopt.generate_trailing_params(params)
         if HyperoptTools.has_space(self.config, 'trades'):
-            result['max_open_trades'] = {p.name: params.get(p.name) for p in self.trades_space}
+            result['max_open_trades'] = {
+                'max_open_trades': self.backtesting.strategy.max_open_trades}
 
         return result
 
@@ -342,7 +339,21 @@ class Hyperopt:
                 d['trailing_only_offset_is_reached']
 
         if HyperoptTools.has_space(self.config, 'trades'):
-            self.max_open_trades = params_dict['max_open_trades']
+            if self.config["stake_amount"] == "unlimited" and \
+                    (params_dict['max_open_trades'] == -1 or params_dict['max_open_trades'] == 0):
+                # Ignore unlimited max open trades if stake amount is unlimited
+                params_dict.update({'max_open_trades': self.config['max_open_trades']})
+
+            updated_config_max_open_trades = int(params_dict['max_open_trades']) \
+                if (params_dict['max_open_trades'] != -1
+                    and params_dict['max_open_trades'] != 0) else float('inf')
+
+            updated_strategy_max_open_trades = int(updated_config_max_open_trades) \
+                if updated_config_max_open_trades != float('inf') else -1
+
+            self.config.update({'max_open_trades': updated_config_max_open_trades})
+
+            self.backtesting.strategy.max_open_trades = updated_strategy_max_open_trades
 
         with self.data_pickle_file.open('rb') as f:
             processed = load(f, mmap_mode='r')
@@ -353,8 +364,7 @@ class Hyperopt:
         bt_results = self.backtesting.backtest(
             processed=processed,
             start_date=self.min_date,
-            end_date=self.max_date,
+            end_date=self.max_date
-            max_open_trades=self.max_open_trades,
         )
         backtest_end_time = datetime.now(timezone.utc)
         bt_results.update({

tests/optimize/test_backtest_detail.py

@@ -919,6 +919,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
         default_conf["trailing_stop_positive"] = data.trailing_stop_positive
     default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
     default_conf["use_exit_signal"] = data.use_exit_signal
+    default_conf["max_open_trades"] = 10
 
     mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
@@ -951,7 +952,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
         processed=data_processed,
         start_date=min_date,
         end_date=max_date,
-        max_open_trades=10,
     )
 
     results = result['results']

tests/optimize/test_backtesting.py

@@ -96,7 +96,6 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
         'processed': processed,
         'start_date': min_date,
         'end_date': max_date,
-        'max_open_trades': 10,
     }
 
 
@@ -684,6 +683,8 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
 
 def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_exit_signal'] = False
+    default_conf['max_open_trades'] = 10
+
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -701,7 +702,6 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
         processed=deepcopy(processed),
         start_date=min_date,
         end_date=max_date,
-        max_open_trades=10,
     )
     results = result['results']
     assert not results.empty
@@ -785,6 +785,8 @@ def test_backtest_one_detail(default_conf_usdt, fee, mocker, testdatadir, use_de
     def custom_entry_price(proposed_rate, **kwargs):
         return proposed_rate * 0.997
 
+    default_conf_usdt['max_open_trades'] = 10
+
     backtesting = Backtesting(default_conf_usdt)
     backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.populate_entry_trend = advise_entry
@@ -805,7 +807,6 @@ def test_backtest_one_detail(default_conf_usdt, fee, mocker, testdatadir, use_de
         processed=deepcopy(processed),
         start_date=min_date,
         end_date=max_date,
-        max_open_trades=10,
     )
     results = result['results']
     assert not results.empty
@@ -859,6 +860,7 @@ def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     patch_exchange(mocker)
+    default_conf['max_open_trades'] = 1
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
     # Testing dataframe contains 11 candles. Expecting 10 timed out orders.
@@ -871,7 +873,6 @@ def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir)
         processed=deepcopy(data),
         start_date=min_date,
         end_date=max_date,
-        max_open_trades=1,
     )
 
     assert result['timedout_entry_orders'] == 10
@@ -879,6 +880,7 @@ def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir)
 
 def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_exit_signal'] = False
+    default_conf['max_open_trades'] = 1
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -896,7 +898,6 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
         processed=processed,
         start_date=min_date,
         end_date=max_date,
-        max_open_trades=1,
     )
     assert not results['results'].empty
     assert len(results['results']) == 1
@@ -904,6 +905,8 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
 
 def test_backtest_trim_no_data_left(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_exit_signal'] = False
+    default_conf['max_open_trades'] = 10
+
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -927,7 +930,6 @@ def test_backtest_trim_no_data_left(default_conf, fee, mocker, testdatadir) -> N
         processed=deepcopy(processed),
         start_date=min_date,
         end_date=max_date,
-        max_open_trades=10,
     )
 
 
@@ -948,6 +950,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
 
 def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_exit_signal'] = False
+    default_conf['max_open_trades'] = 10
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=100000)
@@ -981,7 +984,6 @@ def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadi
         processed=deepcopy(processed),
         start_date=min_date,
         end_date=max_date,
-        max_open_trades=10,
     )
     assert count == 5
 
@@ -998,6 +1000,7 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
 
     default_conf['enable_protections'] = True
     default_conf['timeframe'] = '1m'
+    default_conf['max_open_trades'] = 1
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
@@ -1024,7 +1027,6 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
             processed=processed,
             start_date=min_date,
             end_date=max_date,
-            max_open_trades=1,
         )
         assert len(results['results']) == numres
 
@@ -1062,11 +1064,12 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
     processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     assert isinstance(processed, dict)
+    backtesting.strategy.max_open_trades = 1
+    backtesting.config.update({'max_open_trades': 1})
     results = backtesting.backtest(
         processed=processed,
         start_date=min_date,
         end_date=max_date,
-        max_open_trades=1,
     )
     assert len(results['results']) == expected
 
@@ -1077,7 +1080,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
         buy_value = 1
         sell_value = 1
         return _trend(dataframe, buy_value, sell_value)
-
+    default_conf['max_open_trades'] = 10
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
@@ -1094,6 +1097,7 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
         sell_value = 1
         return _trend(dataframe, buy_value, sell_value)
 
+    default_conf['max_open_trades'] = 10
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
@@ -1107,6 +1111,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    default_conf['max_open_trades'] = 10
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf,
                                         pair='UNITTEST/BTC', datadir=testdatadir)
     default_conf['timeframe'] = '1m'
@@ -1165,6 +1170,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     if tres > 0:
         data[pair] = data[pair][tres:].reset_index()
     default_conf['timeframe'] = '5m'
+    default_conf['max_open_trades'] = 3
 
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
@@ -1173,11 +1179,11 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
 
     processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
+
     backtest_conf = {
         'processed': deepcopy(processed),
         'start_date': min_date,
         'end_date': max_date,
-        'max_open_trades': 3,
     }
 
     results = backtesting.backtest(**backtest_conf)
@@ -1195,11 +1201,12 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
         backtesting.dataprovider.get_analyzed_dataframe('NXT/BTC', '5m')[0]
     ) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
 
+    backtesting.strategy.max_open_trades = 1
+    backtesting.config.update({'max_open_trades': 1})
     backtest_conf = {
         'processed': deepcopy(processed),
         'start_date': min_date,
         'end_date': max_date,
-        'max_open_trades': 1,
     }
     results = backtesting.backtest(**backtest_conf)
     assert len(evaluate_result_multi(results['results'], '5m', 1)) == 0

tests/optimize/test_backtesting_adjust_position.py

@@ -17,6 +17,7 @@ from tests.conftest import patch_exchange
 
 def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['use_exit_signal'] = False
+    default_conf['max_open_trades'] = 10
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch('freqtrade.optimize.backtesting.amount_to_contract_precision',
                  lambda x, *args, **kwargs: round(x, 8))
@@ -41,7 +42,6 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
         processed=deepcopy(processed),
         start_date=min_date,
         end_date=max_date,
-        max_open_trades=10,
     )
     results = result['results']
     assert not results.empty

tests/optimize/test_hyperopt.py

@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring,W0212,C0103
 from datetime import datetime, timedelta
+from functools import wraps
 from pathlib import Path
 from unittest.mock import ANY, MagicMock, PropertyMock
 
@@ -336,8 +337,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
     assert dumper2.call_count == 1
     assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
-    assert hasattr(hyperopt, "max_open_trades")
+    assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf['max_open_trades']
-    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
@@ -708,8 +708,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
 
     assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
-    assert hasattr(hyperopt, "max_open_trades")
+    assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf['max_open_trades']
-    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
@@ -782,8 +781,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     assert dumper2.call_count == 1
     assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
-    assert hasattr(hyperopt, "max_open_trades")
+    assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf['max_open_trades']
-    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
@@ -825,8 +823,7 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     assert dumper2.call_count == 1
     assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
-    assert hasattr(hyperopt, "max_open_trades")
+    assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf['max_open_trades']
-    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
@@ -880,7 +877,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
     assert hyperopt.backtesting.strategy.sell_rsi.value == 74
     assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
-    assert hyperopt.max_open_trades == 1
+    assert hyperopt.backtesting.strategy.max_open_trades == 1
     buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
     assert isinstance(buy_rsi_range, range)
     # Range from 0 - 50 (inclusive)
@@ -891,7 +888,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value != 30
     assert hyperopt.backtesting.strategy.buy_rsi.value != 35
     assert hyperopt.backtesting.strategy.sell_rsi.value != 74
-    assert hyperopt.max_open_trades != 1
+    assert hyperopt.backtesting.strategy.max_open_trades != 1
 
     hyperopt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: 'ET1'
     with pytest.raises(OperationalException, match="Estimator ET1 not supported."):
@@ -992,3 +989,75 @@ def test_SKDecimal():
     assert space.transform([2.0]) == [200]
     assert space.transform([1.0]) == [100]
     assert space.transform([1.5, 1.6]) == [150, 160]
+
+
+def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmpdir, fee) -> None:
+    # This test is to ensure that unlimited max_open_trades are ignored for the backtesting
+    # if we have an unlimited stake amount
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    hyperopt_conf.update({
+        'strategy': 'HyperoptableStrategy',
+        'user_data_dir': Path(tmpdir),
+        'hyperopt_random_state': 42,
+        'spaces': ['trades'],
+        'stake_amount': 'unlimited'
+    })
+    hyperopt = Hyperopt(hyperopt_conf)
+    mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._get_params_dict',
+                 return_value={
+                     'max_open_trades': -1
+                     })
+
+    assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
+
+    assert hyperopt.backtesting.strategy.max_open_trades == 1
+
+    hyperopt.start()
+
+    assert hyperopt.backtesting.strategy.max_open_trades == 1
+
+
+def test_max_open_trades_consistency(mocker, hyperopt_conf, tmpdir, fee) -> None:
+    # This test is to ensure that max_open_trades is the same across all functions needing it
+    # after it has been changed from the hyperopt
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', return_value=0)
+
+    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    hyperopt_conf.update({
+        'strategy': 'HyperoptableStrategy',
+        'user_data_dir': Path(tmpdir),
+        'hyperopt_random_state': 42,
+        'spaces': ['trades'],
+        'stake_amount': 'unlimited',
+        'dry_run_wallet': 8,
+        'available_capital': 8,
+        'dry_run': True,
+        'epochs': 1
+    })
+    hyperopt = Hyperopt(hyperopt_conf)
+
+    assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
+
+    first_time_evaluated = False
+
+    def stake_amount_interceptor(func):
+        @wraps(func)
+        def wrapper(*args, **kwargs):
+            nonlocal first_time_evaluated
+            stake_amount = func(*args, **kwargs)
+            if first_time_evaluated is False:
+                assert stake_amount == 1
+                first_time_evaluated = True
+            return stake_amount
+        return wrapper
+
+    hyperopt.backtesting.wallets._calculate_unlimited_stake_amount = stake_amount_interceptor(
+        hyperopt.backtesting.wallets._calculate_unlimited_stake_amount)
+
+    hyperopt.start()
+
+    assert hyperopt.backtesting.strategy.max_open_trades == 8
+    assert hyperopt.config['max_open_trades'] == 8