diff --git a/freqtrade/optimize/hyperopt/hyperopt.py b/freqtrade/optimize/hyperopt/hyperopt.py
index 5c906cb9a..afaff8593 100644
--- a/freqtrade/optimize/hyperopt/hyperopt.py
+++ b/freqtrade/optimize/hyperopt/hyperopt.py
@@ -94,8 +94,7 @@ class Hyperopt:
         self.hyperopt_table_header = 0
         self.print_json = self.config.get("print_json", False)
 
-        self.hyperopter = HyperOptimizer(self.config)
-        self.hyperopter.data_pickle_file = self.data_pickle_file
+        self.hyperopter = HyperOptimizer(self.config, self.data_pickle_file)
 
     @staticmethod
     def get_lock_filename(config: Config) -> str:
diff --git a/freqtrade/optimize/hyperopt/hyperopt_optimizer.py b/freqtrade/optimize/hyperopt/hyperopt_optimizer.py
index e3fe1369d..d4af83387 100644
--- a/freqtrade/optimize/hyperopt/hyperopt_optimizer.py
+++ b/freqtrade/optimize/hyperopt/hyperopt_optimizer.py
@@ -70,7 +70,7 @@ class HyperOptimizer:
     This class is sent to the hyperopt worker processes.
     """
 
-    def __init__(self, config: Config) -> None:
+    def __init__(self, config: Config, data_pickle_file: Path) -> None:
         self.buy_space: list[DimensionProtocol] = []
         self.sell_space: list[DimensionProtocol] = []
         self.protection_space: list[DimensionProtocol] = []
@@ -106,8 +106,10 @@ class HyperOptimizer:
             self.config
         )
         self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
+
+        self.data_pickle_file = data_pickle_file
+
         self.market_change = 0.0
-        self.data_pickle_file = ""
 
         if HyperoptTools.has_space(self.config, "sell"):
             # Make sure use_exit_signal is enabled