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

freqtrade/data/btanalysis.py

@@ -332,7 +332,7 @@ def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataF
 
 
 def evaluate_result_multi(results: pd.DataFrame, timeframe: str,
-                          max_open_trades: int | float) -> pd.DataFrame:
+                          max_open_trades: int) -> pd.DataFrame:
     """
     Find overlapping trades by expanding each trade once per period it was open
     and then counting overlaps

freqtrade/freqtradebot.py

@@ -521,7 +521,7 @@ class FreqtradeBot(LoggingMixin):
                     self.log_once(f"Pair {pair} is currently locked.", logger.info)
                 return False
             stake_amount = self.wallets.get_trade_stake_amount(
-                pair, self.edge, self.config['max_open_trades'])
+                pair, self.edge)
 
             bid_check_dom = self.config.get('entry_pricing', {}).get('check_depth_of_market', {})
             if ((bid_check_dom.get('enabled', False)) and

freqtrade/optimize/backtesting.py

@@ -920,7 +920,7 @@ class Backtesting:
                 trade.close(exit_row[OPEN_IDX], show_msg=False)
                 LocalTrade.close_bt_trade(trade)
 
-    def trade_slot_available(self, max_open_trades: int | float, open_trade_count: int) -> bool:
+    def trade_slot_available(self, max_open_trades: int, open_trade_count: int) -> bool:
         # Always allow trades when max_open_trades is enabled.
         if max_open_trades <= 0 or open_trade_count < max_open_trades:
             return True
@@ -1051,7 +1051,7 @@ class Backtesting:
 
     def backtest_loop(
             self, row: Tuple, pair: str, current_time: datetime, end_date: datetime,
-            max_open_trades: int | float,
+            max_open_trades: int,
             open_trade_count_start: int, is_first: bool = True) -> int:
         """
         NOTE: This method is used by Hyperopt at each iteration. Please keep it optimized.
@@ -1123,7 +1123,7 @@ class Backtesting:
 
     def backtest(self, processed: Dict,
                  start_date: datetime, end_date: datetime,
-                 max_open_trades: int | float = 0) -> Dict[str, Any]:
+                 max_open_trades: int = 0) -> Dict[str, Any]:
         """
         Implement backtesting functionality
 
@@ -1228,7 +1228,8 @@ class Backtesting:
         # Use max_open_trades in backtesting, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):
             # Must come from strategy config, as the strategy may modify this setting.
-            max_open_trades = self.strategy.config['max_open_trades']
+            max_open_trades = self.strategy.config['max_open_trades'] \
+                if self.strategy.config['max_open_trades'] != float('inf') else -1
         else:
             logger.info(
                 'Ignoring max_open_trades (--disable-max-market-positions was used) ...')

freqtrade/optimize/hyperopt.py

@@ -119,11 +119,14 @@ class Hyperopt:
 
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):
-            self.max_open_trades = self.config['max_open_trades']
+            self.max_open_trades = self.config['max_open_trades'] \
+                if self.config['max_open_trades'] != float('inf') else -1
         else:
             logger.debug('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
             self.max_open_trades = 0
 
+        print("Strategy max open trades", self.max_open_trades)
+
         if HyperoptTools.has_space(self.config, 'sell'):
             # Make sure use_exit_signal is enabled
             self.config['use_exit_signal'] = True

freqtrade/optimize/optimize_reports.py

@@ -191,7 +191,7 @@ def generate_tag_metrics(tag_type: str,
         return []
 
 
-def generate_exit_reason_stats(max_open_trades: int | float, results: DataFrame) -> List[Dict]:
+def generate_exit_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
     """
     Generate small table outlining Backtest results
     :param max_open_trades: Max_open_trades parameter

freqtrade/resolvers/strategy_resolver.py

@@ -104,13 +104,21 @@ class StrategyResolver(IResolver):
         if (attribute in config
                 and not isinstance(getattr(type(strategy), attribute, None), property)):
             # Ensure Properties are not overwritten
-            setattr(strategy, attribute, config[attribute])
+            val = config[attribute]
+            # max_open_trades set to float('inf') in the config will be copied as -1 in the strategy
+            if attribute == 'max_open_trades' and val == float('inf'):
+                val = -1
+            setattr(strategy, attribute, val)
             logger.info("Override strategy '%s' with value in config file: %s.",
                         attribute, config[attribute])
         elif hasattr(strategy, attribute):
             val = getattr(strategy, attribute)
             # None's cannot exist in the config, so do not copy them
             if val is not None:
+                # max_open_trades set to -1 in the strategy will be copied as infinity in the config
+                if attribute == 'max_open_trades' and val == -1:
+                    config[attribute] = float('inf')
+                else:
                     config[attribute] = val
         # Explicitly check for None here as other "falsy" values are possible
         elif default is not None:
@@ -129,8 +137,6 @@ class StrategyResolver(IResolver):
                 key=lambda t: t[0]))
         if hasattr(strategy, 'stoploss'):
             strategy.stoploss = float(strategy.stoploss)
-        if hasattr(strategy, 'max_open_trades') and strategy.max_open_trades == -1:
-            strategy.max_open_trades = float('inf')
         return strategy
 
     @staticmethod

freqtrade/strategy/interface.py

@@ -55,7 +55,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     stoploss: float
 
     # max open trades for the strategy
-    max_open_trades:  int | float
+    max_open_trades:  int
 
     # trailing stoploss
     trailing_stop: bool = False

tests/strategy/test_strategy_loading.py

@@ -371,19 +371,20 @@ def test_strategy_max_open_trades_infinity_from_strategy(caplog, default_conf):
     strategy = StrategyResolver.load_strategy(default_conf)
 
     # this test assumes -1 set to 'max_open_trades' in CURRENT_TEST_STRATEGY
-    assert strategy.max_open_trades == float('inf')
+    assert strategy.max_open_trades == -1
+    assert default_conf['max_open_trades'] == float('inf')
 
 
 def test_strategy_max_open_trades_infinity_from_config(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
         'strategy': CURRENT_TEST_STRATEGY,
-        'max_open_trades': -1
+        'max_open_trades': float('inf')
     })
 
     strategy = StrategyResolver.load_strategy(default_conf)
 
-    assert strategy.max_open_trades == float('inf')
+    assert strategy.max_open_trades == -1
 
 
 @ pytest.mark.filterwarnings("ignore:deprecated")