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Merge pull request #6276 from clover-es/feat/short

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Add support for shorts in strategy.stoploss_from_absolute()
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Matthias
2022-01-25 19:11:05 +01:00
committed by GitHub
parent f7be93aaa6 325fd8a780
commit 13978e9893
4 changed files with 35 additions and 20 deletions
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21
tests/strategy/test_strategy_helpers.py
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@@ -153,11 +153,22 @@ def test_stoploss_from_open():
def test_stoploss_from_absolute():
assert stoploss_from_absolute(90, 100) == 1 - (90 / 100)
assert stoploss_from_absolute(100, 100) == 0
assert stoploss_from_absolute(110, 100) == 0
assert stoploss_from_absolute(100, 0) == 1
assert stoploss_from_absolute(0, 100) == 1
assert pytest.approx(stoploss_from_absolute(90, 100)) == 1 - (90 / 100)
assert pytest.approx(stoploss_from_absolute(90, 100)) == 0.1
assert pytest.approx(stoploss_from_absolute(95, 100)) == 0.05
assert pytest.approx(stoploss_from_absolute(100, 100)) == 0
assert pytest.approx(stoploss_from_absolute(110, 100)) == 0
assert pytest.approx(stoploss_from_absolute(100, 0)) == 1
assert pytest.approx(stoploss_from_absolute(0, 100)) == 1
assert pytest.approx(stoploss_from_absolute(90, 100, True)) == 0
assert pytest.approx(stoploss_from_absolute(100, 100, True)) == 0
assert pytest.approx(stoploss_from_absolute(110, 100, True)) == -(1 - (110/100))
assert pytest.approx(stoploss_from_absolute(110, 100, True)) == 0.1
assert pytest.approx(stoploss_from_absolute(105, 100, True)) == 0.05
assert pytest.approx(stoploss_from_absolute(100, 0, True)) == 1
assert pytest.approx(stoploss_from_absolute(0, 100, True)) == 0
assert pytest.approx(stoploss_from_absolute(100, 1, True)) == 1
# TODO-lev: @pytest.mark.parametrize('candle_type', ['mark', ''])