Convert position_stacking to attribute of backtest

freqtrade/optimize/backtesting.py

@@ -151,6 +151,7 @@ class Backtesting:
         self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
         # strategies which define "can_short=True" will fail to load in Spot mode.
         self._can_short = self.trading_mode != TradingMode.SPOT
+        self._position_stacking: bool = self.config.get('position_stacking', False)
 
         self.init_backtest()
 
@@ -1069,12 +1070,12 @@ class Backtesting:
 
     def backtest_loop(
             self, row: Tuple, pair: str, current_time: datetime, end_date: datetime,
-            max_open_trades: int, position_stacking: bool, enable_protections: bool,
+            max_open_trades: int, enable_protections: bool,
             open_trade_count_start: int) -> int:
         """
         NOTE: This method is used by Hyperopt at each iteration. Please keep it optimized.
 
-        Backtesting processing for one candle.
+        Backtesting processing for one candle/pair.
         """
         for t in list(LocalTrade.bt_trades_open_pp[pair]):
             # 1. Manage currently open orders of active trades
@@ -1090,7 +1091,7 @@ class Backtesting:
         # don't open on the last row
         trade_dir = self.check_for_trade_entry(row)
         if (
-            (position_stacking or len(LocalTrade.bt_trades_open_pp[pair]) == 0)
+            (self._position_stacking or len(LocalTrade.bt_trades_open_pp[pair]) == 0)
             and self.trade_slot_available(max_open_trades, open_trade_count_start)
             and current_time != end_date
             and trade_dir is not None
@@ -1137,9 +1138,9 @@ class Backtesting:
                 self.run_protections(enable_protections, pair, current_time, trade.trade_direction)
         return open_trade_count_start
 
-    def backtest(self, processed: Dict,  # noqa: max-complexity: 13
+    def backtest(self, processed: Dict,
                  start_date: datetime, end_date: datetime,
-                 max_open_trades: int = 0, position_stacking: bool = False,
+                 max_open_trades: int = 0,
                  enable_protections: bool = False) -> Dict[str, Any]:
         """
         Implement backtesting functionality
@@ -1153,7 +1154,6 @@ class Backtesting:
         :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
-        :param position_stacking: do we allow position stacking?
         :param enable_protections: Should protections be enabled?
         :return: DataFrame with trades (results of backtesting)
         """
@@ -1187,7 +1187,7 @@ class Backtesting:
 
                 open_trade_count_start = self.backtest_loop(
                     row, pair, current_time, end_date, max_open_trades,
-                    position_stacking, enable_protections, open_trade_count_start)
+                    enable_protections, open_trade_count_start)
 
             # Move time one configured time_interval ahead.
             self.progress.increment()
@@ -1249,7 +1249,6 @@ class Backtesting:
             start_date=min_date,
             end_date=max_date,
             max_open_trades=max_open_trades,
-            position_stacking=self.config.get('position_stacking', False),
             enable_protections=self.config.get('enable_protections', False),
         )
         backtest_end_time = datetime.now(timezone.utc)

freqtrade/optimize/hyperopt.py

@@ -122,7 +122,6 @@ class Hyperopt:
         else:
             logger.debug('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
             self.max_open_trades = 0
-        self.position_stacking = self.config.get('position_stacking', False)
 
         if HyperoptTools.has_space(self.config, 'sell'):
             # Make sure use_exit_signal is enabled
@@ -339,7 +338,6 @@ class Hyperopt:
             start_date=self.min_date,
             end_date=self.max_date,
             max_open_trades=self.max_open_trades,
-            position_stacking=self.position_stacking,
             enable_protections=self.config.get('enable_protections', False),
         )
         backtest_end_time = datetime.now(timezone.utc)

tests/optimize/test_backtesting.py

@@ -97,7 +97,6 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
         'start_date': min_date,
         'end_date': max_date,
         'max_open_trades': 10,
-        'position_stacking': False,
     }
 
 
@@ -735,7 +734,6 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
         start_date=min_date,
         end_date=max_date,
         max_open_trades=10,
-        position_stacking=False,
     )
     results = result['results']
     assert not results.empty
@@ -822,7 +820,6 @@ def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir)
         start_date=min_date,
         end_date=max_date,
         max_open_trades=1,
-        position_stacking=False,
     )
 
     assert result['timedout_entry_orders'] == 10
@@ -848,7 +845,6 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
         start_date=min_date,
         end_date=max_date,
         max_open_trades=1,
-        position_stacking=False,
     )
     assert not results['results'].empty
     assert len(results['results']) == 1
@@ -880,7 +876,6 @@ def test_backtest_trim_no_data_left(default_conf, fee, mocker, testdatadir) -> N
         start_date=min_date,
         end_date=max_date,
         max_open_trades=10,
-        position_stacking=False,
     )
 
 
@@ -935,7 +930,6 @@ def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadi
         start_date=min_date,
         end_date=max_date,
         max_open_trades=10,
-        position_stacking=False,
     )
     assert count == 5
 
@@ -979,7 +973,6 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
             start_date=min_date,
             end_date=max_date,
             max_open_trades=1,
-            position_stacking=False,
             enable_protections=default_conf.get('enable_protections', False),
         )
         assert len(results['results']) == numres
@@ -1023,7 +1016,6 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
         start_date=min_date,
         end_date=max_date,
         max_open_trades=1,
-        position_stacking=False,
         enable_protections=default_conf.get('enable_protections', False),
     )
     assert len(results['results']) == expected
@@ -1136,7 +1128,6 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
         'start_date': min_date,
         'end_date': max_date,
         'max_open_trades': 3,
-        'position_stacking': False,
     }
 
     results = backtesting.backtest(**backtest_conf)
@@ -1159,7 +1150,6 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
         'start_date': min_date,
         'end_date': max_date,
         'max_open_trades': 1,
-        'position_stacking': False,
     }
     results = backtesting.backtest(**backtest_conf)
     assert len(evaluate_result_multi(results['results'], '5m', 1)) == 0

tests/optimize/test_backtesting_adjust_position.py

@@ -42,7 +42,6 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
         start_date=min_date,
         end_date=max_date,
         max_open_trades=10,
-        position_stacking=False,
     )
     results = result['results']
     assert not results.empty

tests/optimize/test_hyperopt.py

@@ -336,7 +336,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
-    assert hasattr(hyperopt, "position_stacking")
+    assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
 def test_hyperopt_format_results(hyperopt):
@@ -704,7 +704,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
-    assert hasattr(hyperopt, "position_stacking")
+    assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
 def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None:
@@ -778,7 +778,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
-    assert hasattr(hyperopt, "position_stacking")
+    assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
 def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
@@ -821,7 +821,7 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
-    assert hasattr(hyperopt, "position_stacking")
+    assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
 @pytest.mark.parametrize("space", [