max_open_trades should be an integer
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
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@@ -920,7 +920,7 @@ class Backtesting:
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trade.close(exit_row[OPEN_IDX], show_msg=False)
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LocalTrade.close_bt_trade(trade)
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def trade_slot_available(self, max_open_trades: int | float, open_trade_count: int) -> bool:
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def trade_slot_available(self, max_open_trades: int, open_trade_count: int) -> bool:
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# Always allow trades when max_open_trades is enabled.
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if max_open_trades <= 0 or open_trade_count < max_open_trades:
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return True
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@@ -1051,7 +1051,7 @@ class Backtesting:
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def backtest_loop(
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self, row: Tuple, pair: str, current_time: datetime, end_date: datetime,
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max_open_trades: int | float,
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max_open_trades: int,
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open_trade_count_start: int, is_first: bool = True) -> int:
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"""
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NOTE: This method is used by Hyperopt at each iteration. Please keep it optimized.
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@@ -1123,7 +1123,7 @@ class Backtesting:
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def backtest(self, processed: Dict,
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start_date: datetime, end_date: datetime,
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max_open_trades: int | float = 0) -> Dict[str, Any]:
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max_open_trades: int = 0) -> Dict[str, Any]:
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"""
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Implement backtesting functionality
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@@ -1228,7 +1228,8 @@ class Backtesting:
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# Use max_open_trades in backtesting, except --disable-max-market-positions is set
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if self.config.get('use_max_market_positions', True):
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# Must come from strategy config, as the strategy may modify this setting.
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max_open_trades = self.strategy.config['max_open_trades']
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max_open_trades = self.strategy.config['max_open_trades'] \
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if self.strategy.config['max_open_trades'] != float('inf') else -1
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else:
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logger.info(
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'Ignoring max_open_trades (--disable-max-market-positions was used) ...')
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@@ -119,11 +119,14 @@ class Hyperopt:
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# Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
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if self.config.get('use_max_market_positions', True):
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self.max_open_trades = self.config['max_open_trades']
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self.max_open_trades = self.config['max_open_trades'] \
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if self.config['max_open_trades'] != float('inf') else -1
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else:
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logger.debug('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
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self.max_open_trades = 0
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print("Strategy max open trades", self.max_open_trades)
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if HyperoptTools.has_space(self.config, 'sell'):
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# Make sure use_exit_signal is enabled
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self.config['use_exit_signal'] = True
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@@ -191,7 +191,7 @@ def generate_tag_metrics(tag_type: str,
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return []
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def generate_exit_reason_stats(max_open_trades: int | float, results: DataFrame) -> List[Dict]:
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def generate_exit_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
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"""
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Generate small table outlining Backtest results
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:param max_open_trades: Max_open_trades parameter
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