Merge branch 'master' of https://github.com/gcarq/freqtrade into develop

.gitignore

@@ -80,3 +80,4 @@ preprocessor.py
 .env
 .venv
 .idea
+.vscode

README.md

@@ -33,6 +33,9 @@ See the example below:
 },
 ```
 
+`stoploss` is loss in percentage that should trigger a sale. 
+For example value `-0.10` will cause immediate sell if the
+profit dips below -10% for a given trade. This parameter is optional.
 
 The other values should be self-explanatory,
 if not feel free to raise a github issue.

config.json.example

@@ -8,6 +8,7 @@
         "720":  0.01,
         "0":  0.02
     },
+    "stoploss": -0.10,
     "poloniex": {
         "enabled": false,
         "key": "key",

main.py

@@ -118,6 +118,29 @@ def close_trade_if_fulfilled(trade: Trade) -> bool:
     return False
 
 
+def execute_sell(trade: Trade, current_rate: float) -> None:
+    """
+    Executes a sell for the given trade and current rate
+    :param trade: Trade instance
+    :param current_rate: current rate
+    :return: None
+    """
+    # Get available balance
+    currency = trade.pair.split('_')[1]
+    balance = exchange.get_balance(currency)
+
+    profit = trade.exec_sell_order(current_rate, balance)
+    message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
+        trade.exchange.name,
+        trade.pair.replace('_', '/'),
+        exchange.get_pair_detail_url(trade.pair),
+        trade.close_rate,
+        round(profit, 2)
+    )
+    logger.info(message)
+    telegram.send_msg(message)
+
+
 def handle_trade(trade: Trade) -> None:
     """
     Sells the current pair if the threshold is reached and updates the trade record.
@@ -130,28 +153,19 @@ def handle_trade(trade: Trade) -> None:
         logger.debug('Handling open trade %s ...', trade)
         # Get current rate
         current_rate = exchange.get_ticker(trade.pair)['bid']
-        current_profit = 100 * ((current_rate - trade.open_rate) / trade.open_rate)
+        current_profit = 100.0 * ((current_rate - trade.open_rate) / trade.open_rate)
 
-        # Get available balance
+        if 'stoploss' in _conf and current_profit < float(_conf['stoploss']) * 100.0:
-        currency = trade.pair.split('_')[1]
+            logger.debug('Stop loss hit.')
-        balance = exchange.get_balance(currency)
+            execute_sell(trade, current_rate)
+            return
 
         for duration, threshold in sorted(_conf['minimal_roi'].items()):
             duration, threshold = float(duration), float(threshold)
             # Check if time matches and current rate is above threshold
             time_diff = (datetime.utcnow() - trade.open_date).total_seconds() / 60
             if time_diff > duration and current_rate > (1 + threshold) * trade.open_rate:
-                # Execute sell
+                execute_sell(trade, current_rate)
-                profit = trade.exec_sell_order(current_rate, balance)
-                message = '*{}:* Selling [{}]({}) at rate `{:f} (profit: {}%)`'.format(
-                    trade.exchange.name,
-                    trade.pair.replace('_', '/'),
-                    exchange.get_pair_detail_url(trade.pair),
-                    trade.close_rate,
-                    round(profit, 2)
-                )
-                logger.info(message)
-                telegram.send_msg(message)
                 return
         else:
             logger.debug('Threshold not reached. (cur_profit: %1.2f%%)', current_profit)

misc.py

@@ -3,9 +3,9 @@
 conf_schema = {
     'type': 'object',
     'properties': {
-        'max_open_trades': {'type': 'integer'},
+        'max_open_trades': {'type': 'integer', 'minimum': 1},
-        'stake_currency': {'type': 'string'},
+        'stake_currency': {'type': 'string', 'enum': ['BTC', 'ETH', 'USDT']},
-        'stake_amount': {'type': 'number'},
+        'stake_amount': {'type': 'number', 'minimum': 0.0005},
         'dry_run': {'type': 'boolean'},
         'minimal_roi': {
             'type': 'object',
@@ -14,6 +14,7 @@ conf_schema = {
             },
             'minProperties': 1
         },
+        'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
         'poloniex': {'$ref': '#/definitions/exchange'},
         'bittrex': {'$ref': '#/definitions/exchange'},
         'telegram': {

persistence.py

@@ -2,7 +2,9 @@ from datetime import datetime
 
 from sqlalchemy import Boolean, Column, DateTime, Float, Integer, String, create_engine
 from sqlalchemy.ext.declarative import declarative_base
-from sqlalchemy.orm import scoped_session, sessionmaker
+from sqlalchemy.orm.scoping import scoped_session
+from sqlalchemy.orm.session import sessionmaker
+
 from sqlalchemy.types import Enum
 
 import exchange
@@ -33,7 +35,7 @@ def init(config: dict) -> None:
 
     engine = create_engine(_db_handle, echo=False)
     _session = scoped_session(sessionmaker(bind=engine, autoflush=True, autocommit=True))
-    Trade.session = _session
+    Trade.session = _session()
     Trade.query = _session.query_property()
     Base.metadata.create_all(engine)
 

rpc/telegram.py

@@ -151,7 +151,7 @@ def _profit(bot: Bot, update: Update) -> None:
         profit_amounts.append((profit / 100) * trade.btc_amount)
         profits.append(profit)
 
-    bp_pair, bp_rate = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
+    bp_pair, bp_rate = Trade.session().query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
         .filter(Trade.is_open.is_(False)) \
         .group_by(Trade.pair) \
         .order_by('profit_sum DESC') \
@@ -272,7 +272,7 @@ def _performance(bot: Bot, update: Update) -> None:
         send_msg('`trader is not running`', bot=bot)
         return
 
-    pair_rates = Trade.session.query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
+    pair_rates = Trade.session().query(Trade.pair, func.sum(Trade.close_profit).label('profit_sum')) \
         .filter(Trade.is_open.is_(False)) \
         .group_by(Trade.pair) \
         .order_by('profit_sum DESC') \