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Added support for max_open_trades hyperopting

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This commit is contained in:
Antonio Della Fortuna
2023-01-04 10:34:44 +01:00
parent cd4faa9c59
commit 5fd85368a9
20 changed files with 155 additions and 36 deletions
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7
freqtrade/optimize/backtesting.py
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@@ -920,7 +920,7 @@ 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, max_open_trades: int | float, open_trade_count: int) -> bool:
# Always allow trades when max_open_trades is enabled.
if max_open_trades <= 0 or open_trade_count < max_open_trades:
return True
@@ -1051,7 +1051,8 @@ 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:
max_open_trades: int | float,
open_trade_count_start: int, is_first: bool = True) -> int:
"""
NOTE: This method is used by Hyperopt at each iteration. Please keep it optimized.
@@ -1122,7 +1123,7 @@ class Backtesting:
def backtest(self, processed: Dict,
start_date: datetime, end_date: datetime,
max_open_trades: int = 0) -> Dict[str, Any]:
max_open_trades: int | float = 0) -> Dict[str, Any]:
"""
Implement backtesting functionality