From 95208f8cbc8e314ce47e4de68d0d4ef683e0264e Mon Sep 17 00:00:00 2001 From: Eirik Narjord Date: Sun, 23 Feb 2025 19:30:13 -0500 Subject: [PATCH] n_positions is min(len(coins), n_positions) --- src/backtest.py | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/src/backtest.py b/src/backtest.py index e8e9ef03e..052c68d63 100644 --- 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 = [