Allow dynamic stake for backtesting and hyperopt

freqtrade/commands/optimize_commands.py

@@ -3,7 +3,7 @@ from typing import Any, Dict
 
 from freqtrade import constants
 from freqtrade.configuration import setup_utils_configuration
-from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.state import RunMode
 
 
@@ -23,10 +23,14 @@ def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[
         RunMode.HYPEROPT: 'hyperoptimization',
     }
     if (method in no_unlimited_runmodes.keys() and
-            config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT):
-        raise DependencyException(
-            f'The value of `stake_amount` cannot be set as "{constants.UNLIMITED_STAKE_AMOUNT}" '
-            f'for {no_unlimited_runmodes[method]}')
+            config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT and
+            config['max_open_trades'] != float('inf')):
+        pass
+        # config['dry_run_wallet'] = config['stake_amount'] * \
+        #     config['max_open_trades'] * (2 - config['tradable_balance_ratio'])
+
+        # logger.warning(f"Changing dry-run-wallet to {config['dry_run_wallet']} "
+        #                "(max_open_trades * stake_amount).")
 
     return config
 

freqtrade/optimize/backtesting.py

@@ -445,11 +445,11 @@ class Backtesting:
             enable_protections=self.config.get('enable_protections', False),
         )
         backtest_end_time = datetime.now(timezone.utc)
-        print(self.wallets.get_all_balances())
         self.all_results[self.strategy.get_strategy_name()] = {
             'results': results,
             'config': self.strategy.config,
             'locks': PairLocks.get_all_locks(),
+            'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
             'backtest_start_time': int(backtest_start_time.timestamp()),
             'backtest_end_time': int(backtest_end_time.timestamp()),
         }

tests/optimize/test_backtesting.py

@@ -17,7 +17,7 @@ from freqtrade.data.btanalysis import BT_DATA_COLUMNS, evaluate_result_multi
 from freqtrade.data.converter import clean_ohlcv_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.data.history import get_timerange
-from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.state import RunMode
@@ -242,8 +242,9 @@ def test_setup_optimize_configuration_unlimited_stake_amount(mocker, default_con
         '--strategy', 'DefaultStrategy',
     ]
 
-    with pytest.raises(DependencyException, match=r'.`stake_amount`.*'):
-        setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
+    # TODO: does this test still make sense?
+    conf = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
+    assert isinstance(conf, dict)
 
 
 def test_start(mocker, fee, default_conf, caplog) -> None:

tests/optimize/test_hyperopt.py

@@ -15,7 +15,7 @@ from filelock import Timeout
 from freqtrade import constants
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
 from freqtrade.data.history import load_data
-from freqtrade.exceptions import DependencyException, OperationalException
+from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.hyperopt import Hyperopt
 from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
 from freqtrade.state import RunMode
@@ -140,9 +140,9 @@ def test_setup_hyperopt_configuration_unlimited_stake_amount(mocker, default_con
         '--config', 'config.json',
         '--hyperopt', 'DefaultHyperOpt',
     ]
-
-    with pytest.raises(DependencyException, match=r'.`stake_amount`.*'):
-        setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
+    # TODO: does this test still make sense?
+    conf = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
+    assert isinstance(conf, dict)
 
 
 def test_hyperoptresolver(mocker, default_conf, caplog) -> None: