Skip to content

Commit fc24dc1

Browse files
committed
set WEL per coin to -1 when not overridden
1 parent ba826bf commit fc24dc1

File tree

1 file changed

+3
-7
lines changed

1 file changed

+3
-7
lines changed

src/backtest.py

Lines changed: 3 additions & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -297,13 +297,6 @@ def prep_backtest_args(config, mss, exchange, exchange_params=None, backtest_par
297297
coins = sorted(set(config["backtest"]["coins"][exchange]))
298298
bot_params_list = []
299299
bot_params_template = deepcopy(config["bot"])
300-
for pside in bot_params_template:
301-
n_positions = max(0, min(int(round(bot_params_template[pside]["n_positions"])), len(coins)))
302-
bot_params_template[pside]["wallet_exposure_limit"] = (
303-
bot_params_template[pside]["total_wallet_exposure_limit"] / n_positions
304-
if n_positions > 0
305-
else 0.0
306-
)
307300
for coin in coins:
308301
coin_specific_bot_params = deepcopy(bot_params_template)
309302
if coin in config.get("coin_overrides", {}):
@@ -316,6 +309,9 @@ def prep_backtest_args(config, mss, exchange, exchange_params=None, backtest_par
316309
config["coin_overrides"].get("live", {}).get(f"forced_mode_{pside}", "")
317310
== "normal"
318311
)
312+
for pside in ['long', 'short']:
313+
if 'wallet_exposure_limit' not in config["coin_overrides"].get(coin, {}).get("bot", {}).get(pside, {}):
314+
coin_specific_bot_params[pside]['wallet_exposure_limit'] = -1.0
319315
bot_params_list.append(coin_specific_bot_params)
320316
if exchange_params is None:
321317
exchange_params = [

0 commit comments

Comments
 (0)