Merge pull request #2009 from hroff-1902/fix-2008

fix #2008

freqtrade/optimize/backtesting.py

@@ -319,6 +319,9 @@ class Backtesting(object):
             position_stacking: do we allow position stacking? (default: False)
         :return: DataFrame
         """
+        # Arguments are long and noisy, so this is commented out.
+        # Uncomment if you need to debug the backtest() method.
+#        logger.debug(f"Start backtest, args: {args}")
         processed = args['processed']
         stake_amount = args['stake_amount']
         max_open_trades = args.get('max_open_trades', 0)

freqtrade/optimize/hyperopt.py

@@ -190,12 +190,22 @@ class Hyperopt(Backtesting):
             self.strategy.stoploss = params['stoploss']
 
         processed = load(TICKERDATA_PICKLE)
+
+        # Use max_open_trades for hyperopt as well, 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.debug('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
+            max_open_trades = 0
+
         min_date, max_date = get_timeframe(processed)
+
         results = self.backtest(
             {
                 'stake_amount': self.config['stake_amount'],
                 'processed': processed,
-                'position_stacking': self.config.get('position_stacking', True),
+                'max_open_trades': max_open_trades,
+                'position_stacking': self.config.get('position_stacking', False),
                 'start_date': min_date,
                 'end_date': max_date,
             }