add --disable-max-market-positions

freqtrade/arguments.py

@@ -184,6 +184,16 @@ class Arguments(object):
             dest='position_stacking',
             default=False
         )
+
+        parser.add_argument(
+            '--disable-max-market-positions',
+            help='Disable applying `max_open_trades` during backtest '
+                  '(same as setting `max_open_trades` to a very high number)',
+            action='store_false',
+            dest='use_max_market_positions',
+            default=True
+        )
+
         parser.add_argument(
             '--timerange',
             help='specify what timerange of data to use.',

freqtrade/configuration.py

@@ -147,7 +147,13 @@ class Configuration(object):
             config.update({'position_stacking': True})
             logger.info('Parameter --enable-position-stacking detected ...')
 
-        logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
+        # If --disable-max-market-positions is used we add it to the configuration
+        if 'use_max_market_positions' in self.args and not self.args.use_max_market_positions:
+            config.update({'use_max_market_positions': False})
+            logger.info('Parameter --disable-max-market-positions detected ...')
+            logger.info('max_open_trades set to unlimited ...')
+        else:
+            logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
 
         # If --timerange is used we add it to the configuration
         if 'timerange' in self.args and self.args.timerange:

freqtrade/optimize/backtesting.py

@@ -282,12 +282,11 @@ class Backtesting(object):
         if not data:
             logger.critical("No data found. Terminating.")
             return
-        # Ignore max_open_trades in backtesting, except realistic flag was passed
-        # TODO: this is not position stacking!!
-        if self.config.get('position_stacking', False):
+        # Use max_open_trades in backtesting, except --disable-max-market-positions is set
+        if self.config.get('use_max_market_positions', True):
             max_open_trades = self.config['max_open_trades']
         else:
-            logger.info('Ignoring max_open_trades (position_stacking not set) ...')
+            logger.info('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
             max_open_trades = 0
 
         preprocessed = self.tickerdata_to_dataframe(data)

freqtrade/tests/optimize/test_backtesting.py

@@ -219,6 +219,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
         '--ticker-interval', '1m',
         '--live',
         '--enable-position-stacking',
+        '--disable-max-market-positions',
         '--refresh-pairs-cached',
         '--timerange', ':100',
         '--export', '/bar/foo',
@@ -248,7 +249,10 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
 
     assert 'position_stacking' in config
     assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
-    assert log_has('Using max_open_trades: 1 ...', caplog.record_tuples)
+
+    assert 'use_max_market_positions' in config
+    assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples)
+    assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples)
 
     assert 'refresh_pairs' in config
     assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
@@ -718,7 +722,8 @@ def test_backtest_start_live(default_conf, mocker, caplog):
         '--ticker-interval', '1m',
         '--live',
         '--timerange', '-100',
-        '--enable-position-stacking'
+        '--enable-position-stacking',
+        '--disable-max-market-positions'
     ]
     args = get_args(args)
     start(args)
@@ -727,7 +732,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
         'Parameter -i/--ticker-interval detected ...',
         'Using ticker_interval: 1m ...',
         'Parameter -l/--live detected ...',
-        'Using max_open_trades: 1 ...',
+        'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
         'Parameter --timerange detected: -100 ...',
         'Using data folder: freqtrade/tests/testdata ...',
         'Using stake_currency: BTC ...',

freqtrade/tests/test_configuration.py

@@ -301,6 +301,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
         '--ticker-interval', '1m',
         '--live',
         '--enable-position-stacking',
+        '--disable-max-market-positions',
         '--refresh-pairs-cached',
         '--timerange', ':100',
         '--export', '/bar/foo'
@@ -332,7 +333,10 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
 
     assert 'position_stacking'in config
     assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
-    assert log_has('Using max_open_trades: 1 ...', caplog.record_tuples)
+
+    assert 'use_max_market_positions' in config
+    assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples)
+    assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples)
 
     assert 'refresh_pairs'in config
     assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)