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fix: Don't allow backtesting to exceed max_open_trades in odd edge-cases

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closes #10853
This commit is contained in:
Matthias
2024-10-29 07:13:02 +01:00
parent 56df7ad9fc
commit 26a59e2cc5
2 changed files with 17 additions and 1 deletions
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7
freqtrade/optimize/backtesting.py
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@@ -1102,6 +1102,7 @@ class Backtesting:
fee_close=self.fee,
is_open=True,
enter_tag=entry_tag,
timeframe=self.timeframe_min,
exchange=self._exchange_name,
is_short=is_short,
trading_mode=self.trading_mode,
@@ -1357,7 +1358,7 @@ class Backtesting:
and (self._position_stacking or len(LocalTrade.bt_trades_open_pp[pair]) == 0)
and not PairLocks.is_pair_locked(pair, row[DATE_IDX], trade_dir)
):
if self.trade_slot_available(LocalTrade.bt_open_open_trade_count):
if self.trade_slot_available(LocalTrade.bt_open_open_trade_count_candle):
trade = self._enter_trade(pair, row, trade_dir)
if trade:
self.wallets.update()
@@ -1431,6 +1432,10 @@ class Backtesting:
):
if is_first_call:
self.check_abort()
# Reset open trade count for this candle
# Critical to avoid exceeding max_open_trades in backtesting
# when timeframe-detail is used and trades close within the opening candle.
LocalTrade.bt_open_open_trade_count_candle = LocalTrade.bt_open_open_trade_count
strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)(
current_time=current_time
)