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
This commit is contained in:
Antonio Della Fortuna 2023-01-04 16:09:27 +01:00
parent 1c5e172683
commit f2fa476dc6
8 changed files with 27 additions and 16 deletions

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@ -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

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@ -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

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@ -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) ...')

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@ -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

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@ -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

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@ -104,14 +104,22 @@ 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:
config[attribute] = val
# 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:
setattr(strategy, attribute, default)
@ -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

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@ -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

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@ -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")