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Limit max_open_trades to maximum available pairs

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closes #4008
This commit is contained in:
Matthias
2021-01-24 10:40:22 +01:00
parent 789a980a30
commit 62e43539c9
2 changed files with 6 additions and 5 deletions
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9
freqtrade/optimize/optimize_reports.py
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@@ -243,7 +243,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
if not isinstance(results, DataFrame):
continue
config = content['config']
max_open_trades = config['max_open_trades']
max_open_trades = min(config['max_open_trades'], len(btdata.keys()))
stake_currency = config['stake_currency']
pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
@@ -274,7 +274,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
'left_open_trades': left_open_results,
'total_trades': len(results),
'profit_mean': results['profit_ratio'].mean() if len(results) > 0 else 0,
'profit_total': results['profit_ratio'].sum(),
'profit_total': results['profit_ratio'].sum() / max_open_trades,
'profit_total_abs': results['profit_abs'].sum(),
'backtest_start': min_date.datetime,
'backtest_start_ts': min_date.int_timestamp * 1000,
@@ -290,8 +290,9 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
'pairlist': list(btdata.keys()),
'stake_amount': config['stake_amount'],
'stake_currency': config['stake_currency'],
'max_open_trades': (config['max_open_trades']
if config['max_open_trades'] != float('inf') else -1),
'max_open_trades': max_open_trades,
'max_open_trades_setting': (config['max_open_trades']
if config['max_open_trades'] != float('inf') else -1),
'timeframe': config['timeframe'],
'timerange': config.get('timerange', ''),
'enable_protections': config.get('enable_protections', False),