Fix "Too many open Files" exception

freqtrade/optimize/hyperopt.py

@@ -271,8 +271,8 @@ class Hyperopt:
             self.backtesting.strategy.trailing_only_offset_is_reached = \
                 d['trailing_only_offset_is_reached']
 
-        processed = load(self.data_pickle_file, mmap_mode='r')
-
+        with self.data_pickle_file.open('rb') as f:
+            processed = load(f, mmap_mode='r')
         bt_results = self.backtesting.backtest(
             processed=processed,
             start_date=self.min_date,

tests/optimize/test_hyperopt.py

@@ -600,6 +600,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     mocker.patch('freqtrade.optimize.hyperopt.get_timerange',
                  return_value=(Arrow(2017, 12, 10), Arrow(2017, 12, 13)))
     patch_exchange(mocker)
+    mocker.patch.object(Path, 'open')
     mocker.patch('freqtrade.optimize.hyperopt.load', return_value={'XRP/BTC': None})
 
     optimizer_param = {