n_positions is min(len(coins), n_positions)

enarjord · Feb 24, 2025 · 95208f8 · 95208f8
1 parent a64223d
commit 95208f8
Showing 1 changed file with 2 additions and 3 deletions.
diff --git a/src/backtest.py b/src/backtest.py
@@ -245,10 +245,9 @@ def prep_backtest_args(config, mss, exchange, exchange_params=None, backtest_par
     coins = sorted(set(config["backtest"]["coins"][exchange]))  # sort for consistency
     bot_params = {k: config["bot"][k].copy() for k in ["long", "short"]}
     for pside in bot_params:
+        n_positions = max(0, min(bot_params[pside]["n_positions"], len(coins)))
         bot_params[pside]["wallet_exposure_limit"] = (
-            bot_params[pside]["total_wallet_exposure_limit"] / bot_params[pside]["n_positions"]
-            if bot_params[pside]["n_positions"] > 0
-            else 0.0
+            bot_params[pside]["total_wallet_exposure_limit"] / n_positions if n_positions > 0 else 0.0
         )
     if exchange_params is None:
         exchange_params = [