Improve handling of backtesting params

freqtrade/commands/cli_options.py

@@ -111,7 +111,7 @@ AVAILABLE_CLI_OPTIONS = {
         action='store_true',
     ),
     "dry_run_wallet": Arg(
-        '--dry-run-wallet',
+        '--dry-run-wallet', '--starting-balance',
         help='Starting balance, used for backtesting / hyperopt and dry-runs.',
         type=float,
     ),

freqtrade/commands/optimize_commands.py

@@ -4,6 +4,7 @@ from typing import Any, Dict
 from freqtrade import constants
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.exceptions import OperationalException
+from freqtrade.misc import round_coin_value
 from freqtrade.state import RunMode
 
 
@@ -22,9 +23,13 @@ def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[
         RunMode.BACKTEST: 'backtesting',
         RunMode.HYPEROPT: 'hyperoptimization',
     }
-    if (method in no_unlimited_runmodes.keys() and
+    if method in no_unlimited_runmodes.keys():
-            config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT and
+        if (config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT
-            config['max_open_trades'] != float('inf')):
+                and config['stake_amount'] > config['dry_run_wallet']):
+            wallet = round_coin_value(config['dry_run_wallet'], config['stake_currency'])
+            stake = round_coin_value(config['stake_amount'], config['stake_currency'])
+            raise OperationalException(f"Starting balance ({wallet}) "
+                                       f"is smaller than stake_amount {stake}.")
         pass
         # config['dry_run_wallet'] = config['stake_amount'] * \
         #     config['max_open_trades'] * (2 - config['tradable_balance_ratio'])

freqtrade/configuration/configuration.py

@@ -214,9 +214,6 @@ class Configuration:
         self._args_to_config(
             config, argname='enable_protections',
             logstring='Parameter --enable-protections detected, enabling Protections. ...')
-        # Setting max_open_trades to infinite if -1
-        if config.get('max_open_trades') == -1:
-            config['max_open_trades'] = float('inf')
 
         if 'use_max_market_positions' in self.args and not self.args["use_max_market_positions"]:
             config.update({'use_max_market_positions': False})
@@ -228,6 +225,9 @@ class Configuration:
                         'overriding max_open_trades to: %s ...', config.get('max_open_trades'))
         elif config['runmode'] in NON_UTIL_MODES:
             logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
+        # Setting max_open_trades to infinite if -1
+        if config.get('max_open_trades') == -1:
+            config['max_open_trades'] = float('inf')
 
         if self.args.get('stake_amount', None):
             # Convert explicitly to float to support CLI argument for both unlimited and value

freqtrade/optimize/backtesting.py

@@ -128,7 +128,7 @@ class Backtesting:
         PairLocks.use_db = True
         Trade.use_db = True
 
-    def _set_strategy(self, strategy):
+    def _set_strategy(self, strategy: IStrategy):
         """
         Load strategy into backtesting
         """

tests/optimize/test_backtesting.py

@@ -9,7 +9,6 @@ import pandas as pd
 import pytest
 from arrow import Arrow
 
-from freqtrade import constants
 from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_backtesting
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
@@ -232,8 +231,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert log_has('Parameter --fee detected, setting fee to: {} ...'.format(config['fee']), caplog)
 
 
-def test_setup_optimize_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
+def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog) -> None:
-    default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
 
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -241,12 +239,23 @@ def test_setup_optimize_configuration_unlimited_stake_amount(mocker, default_con
         'backtesting',
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
+        '--stake-amount', '1',
+        '--starting-balance', '2'
     ]
 
-    # TODO: does this test still make sense?
     conf = setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
     assert isinstance(conf, dict)
 
+    args = [
+        'backtesting',
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        '--stake-amount', '1',
+        '--starting-balance', '0.5'
+    ]
+    with pytest.raises(OperationalException, match=r"Starting balance .* smaller .*"):
+        setup_optimize_configuration(get_args(args), RunMode.BACKTEST)
+
 
 def test_start(mocker, fee, default_conf, caplog) -> None:
     start_mock = MagicMock()

tests/optimize/test_hyperopt.py

@@ -12,7 +12,6 @@ import pytest
 from arrow import Arrow
 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 OperationalException
@@ -130,8 +129,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
     assert log_has('Parameter --print-all detected ...', caplog)
 
 
-def test_setup_hyperopt_configuration_unlimited_stake_amount(mocker, default_conf) -> None:
+def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None:
-    default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
 
     patched_configuration_load_config_file(mocker, default_conf)
 
@@ -139,11 +137,22 @@ def test_setup_hyperopt_configuration_unlimited_stake_amount(mocker, default_con
         'hyperopt',
         '--config', 'config.json',
         '--hyperopt', 'DefaultHyperOpt',
+        '--stake-amount', '1',
+        '--starting-balance', '2'
     ]
-    # TODO: does this test still make sense?
     conf = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
     assert isinstance(conf, dict)
 
+    args = [
+        'hyperopt',
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        '--stake-amount', '1',
+        '--starting-balance', '0.5'
+    ]
+    with pytest.raises(OperationalException, match=r"Starting balance .* smaller .*"):
+        setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
+
 
 def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     patched_configuration_load_config_file(mocker, default_conf)