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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@ -332,7 +332,7 @@ def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataF
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def evaluate_result_multi(results: pd.DataFrame, timeframe: str,
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max_open_trades: int | float) -> pd.DataFrame:
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max_open_trades: int) -> pd.DataFrame:
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"""
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Find overlapping trades by expanding each trade once per period it was open
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and then counting overlaps
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@ -521,7 +521,7 @@ class FreqtradeBot(LoggingMixin):
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self.log_once(f"Pair {pair} is currently locked.", logger.info)
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return False
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stake_amount = self.wallets.get_trade_stake_amount(
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pair, self.edge, self.config['max_open_trades'])
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pair, self.edge)
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bid_check_dom = self.config.get('entry_pricing', {}).get('check_depth_of_market', {})
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if ((bid_check_dom.get('enabled', False)) and
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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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@ -104,14 +104,22 @@ class StrategyResolver(IResolver):
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if (attribute in config
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and not isinstance(getattr(type(strategy), attribute, None), property)):
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# Ensure Properties are not overwritten
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setattr(strategy, attribute, config[attribute])
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val = config[attribute]
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# max_open_trades set to float('inf') in the config will be copied as -1 in the strategy
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if attribute == 'max_open_trades' and val == float('inf'):
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val = -1
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setattr(strategy, attribute, val)
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logger.info("Override strategy '%s' with value in config file: %s.",
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attribute, config[attribute])
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elif hasattr(strategy, attribute):
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val = getattr(strategy, attribute)
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# None's cannot exist in the config, so do not copy them
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if val is not None:
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config[attribute] = val
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# max_open_trades set to -1 in the strategy will be copied as infinity in the config
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if attribute == 'max_open_trades' and val == -1:
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config[attribute] = float('inf')
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else:
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config[attribute] = val
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# Explicitly check for None here as other "falsy" values are possible
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elif default is not None:
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setattr(strategy, attribute, default)
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@ -129,8 +137,6 @@ class StrategyResolver(IResolver):
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key=lambda t: t[0]))
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if hasattr(strategy, 'stoploss'):
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strategy.stoploss = float(strategy.stoploss)
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if hasattr(strategy, 'max_open_trades') and strategy.max_open_trades == -1:
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strategy.max_open_trades = float('inf')
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return strategy
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@staticmethod
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@ -55,7 +55,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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stoploss: float
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# max open trades for the strategy
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max_open_trades: int | float
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max_open_trades: int
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# trailing stoploss
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trailing_stop: bool = False
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@ -371,19 +371,20 @@ def test_strategy_max_open_trades_infinity_from_strategy(caplog, default_conf):
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strategy = StrategyResolver.load_strategy(default_conf)
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# this test assumes -1 set to 'max_open_trades' in CURRENT_TEST_STRATEGY
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assert strategy.max_open_trades == float('inf')
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assert strategy.max_open_trades == -1
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assert default_conf['max_open_trades'] == float('inf')
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def test_strategy_max_open_trades_infinity_from_config(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'max_open_trades': -1
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'max_open_trades': float('inf')
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.max_open_trades == float('inf')
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assert strategy.max_open_trades == -1
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@ pytest.mark.filterwarnings("ignore:deprecated")
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