Fixed max_open_trades update from hyperopt

Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring

tests/optimize/test_hyperopt.py

@@ -1,5 +1,6 @@
 # pragma pylint: disable=missing-docstring,W0212,C0103
 from datetime import datetime, timedelta
+from functools import wraps
 from pathlib import Path
 from unittest.mock import ANY, MagicMock, PropertyMock
 
@@ -336,8 +337,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
     assert dumper2.call_count == 1
     assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
-    assert hasattr(hyperopt, "max_open_trades")
-    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
+    assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
@@ -708,8 +708,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
 
     assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
-    assert hasattr(hyperopt, "max_open_trades")
-    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
+    assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
@@ -782,8 +781,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
     assert dumper2.call_count == 1
     assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
-    assert hasattr(hyperopt, "max_open_trades")
-    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
+    assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
@@ -825,8 +823,7 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
     assert dumper2.call_count == 1
     assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
     assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
-    assert hasattr(hyperopt, "max_open_trades")
-    assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
+    assert hyperopt.backtesting.strategy.max_open_trades == hyperopt_conf['max_open_trades']
     assert hasattr(hyperopt.backtesting, "_position_stacking")
 
 
@@ -880,7 +877,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
     assert hyperopt.backtesting.strategy.sell_rsi.value == 74
     assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value == 30
-    assert hyperopt.max_open_trades == 1
+    assert hyperopt.backtesting.strategy.max_open_trades == 1
     buy_rsi_range = hyperopt.backtesting.strategy.buy_rsi.range
     assert isinstance(buy_rsi_range, range)
     # Range from 0 - 50 (inclusive)
@@ -891,7 +888,7 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     assert hyperopt.backtesting.strategy.protection_cooldown_lookback.value != 30
     assert hyperopt.backtesting.strategy.buy_rsi.value != 35
     assert hyperopt.backtesting.strategy.sell_rsi.value != 74
-    assert hyperopt.max_open_trades != 1
+    assert hyperopt.backtesting.strategy.max_open_trades != 1
 
     hyperopt.custom_hyperopt.generate_estimator = lambda *args, **kwargs: 'ET1'
     with pytest.raises(OperationalException, match="Estimator ET1 not supported."):
@@ -992,3 +989,75 @@ def test_SKDecimal():
     assert space.transform([2.0]) == [200]
     assert space.transform([1.0]) == [100]
     assert space.transform([1.5, 1.6]) == [150, 160]
+
+
+def test_stake_amount_unlimited_max_open_trades(mocker, hyperopt_conf, tmpdir, fee) -> None:
+    # This test is to ensure that unlimited max_open_trades are ignored for the backtesting
+    # if we have an unlimited stake amount
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    hyperopt_conf.update({
+        'strategy': 'HyperoptableStrategy',
+        'user_data_dir': Path(tmpdir),
+        'hyperopt_random_state': 42,
+        'spaces': ['trades'],
+        'stake_amount': 'unlimited'
+    })
+    hyperopt = Hyperopt(hyperopt_conf)
+    mocker.patch('freqtrade.optimize.hyperopt.Hyperopt._get_params_dict',
+                 return_value={
+                     'max_open_trades': -1
+                     })
+
+    assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
+
+    assert hyperopt.backtesting.strategy.max_open_trades == 1
+
+    hyperopt.start()
+
+    assert hyperopt.backtesting.strategy.max_open_trades == 1
+
+
+def test_max_open_trades_consistency(mocker, hyperopt_conf, tmpdir, fee) -> None:
+    # This test is to ensure that max_open_trades is the same across all functions needing it
+    # after it has been changed from the hyperopt
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', return_value=0)
+
+    (Path(tmpdir) / 'hyperopt_results').mkdir(parents=True)
+    hyperopt_conf.update({
+        'strategy': 'HyperoptableStrategy',
+        'user_data_dir': Path(tmpdir),
+        'hyperopt_random_state': 42,
+        'spaces': ['trades'],
+        'stake_amount': 'unlimited',
+        'dry_run_wallet': 8,
+        'available_capital': 8,
+        'dry_run': True,
+        'epochs': 1
+    })
+    hyperopt = Hyperopt(hyperopt_conf)
+
+    assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
+
+    first_time_evaluated = False
+
+    def stake_amount_interceptor(func):
+        @wraps(func)
+        def wrapper(*args, **kwargs):
+            nonlocal first_time_evaluated
+            stake_amount = func(*args, **kwargs)
+            if first_time_evaluated is False:
+                assert stake_amount == 1
+                first_time_evaluated = True
+            return stake_amount
+        return wrapper
+
+    hyperopt.backtesting.wallets._calculate_unlimited_stake_amount = stake_amount_interceptor(
+        hyperopt.backtesting.wallets._calculate_unlimited_stake_amount)
+
+    hyperopt.start()
+
+    assert hyperopt.backtesting.strategy.max_open_trades == 8
+    assert hyperopt.config['max_open_trades'] == 8