Merge pull request #1868 from freqtrade/stoploss_restart

Stoploss restart

freqtrade/freqtradebot.py

@@ -90,6 +90,16 @@ class FreqtradeBot(object):
         self.rpc.cleanup()
         persistence.cleanup()
 
+    def startup(self) -> None:
+        """
+        Called on startup and after reloading the bot - triggers notifications and
+        performs startup tasks
+        """
+        self.rpc.startup_messages(self.config, self.pairlists)
+        if not self.edge:
+            # Adjust stoploss if it was changed
+            Trade.stoploss_reinitialization(self.strategy.stoploss)
+
     def process(self) -> bool:
         """
         Queries the persistence layer for open trades and handles them,

freqtrade/persistence.py

@@ -422,3 +422,22 @@ class Trade(_DECL_BASE):
         Query trades from persistence layer
         """
         return Trade.query.filter(Trade.is_open.is_(True)).all()
+
+    @staticmethod
+    def stoploss_reinitialization(desired_stoploss):
+        """
+        Adjust initial Stoploss to desired stoploss for all open trades.
+        """
+        for trade in Trade.get_open_trades():
+            logger.info("Found open trade: %s", trade)
+
+            # skip case if trailing-stop changed the stoploss already.
+            if (trade.stop_loss == trade.initial_stop_loss
+               and trade.initial_stop_loss_pct != desired_stoploss):
+                # Stoploss value got changed
+
+                logger.info(f"Stoploss for {trade} needs adjustment.")
+                # Force reset of stoploss
+                trade.stop_loss = None
+                trade.adjust_stop_loss(trade.open_rate, desired_stoploss)
+                logger.info(f"new stoploss: {trade.stop_loss}, ")

freqtrade/tests/conftest.py

@@ -2,6 +2,7 @@
 import json
 import logging
 import re
+from copy import deepcopy
 from datetime import datetime
 from functools import reduce
 from unittest.mock import MagicMock, PropertyMock
@@ -952,9 +953,10 @@ def buy_order_fee():
 
 @pytest.fixture(scope="function")
 def edge_conf(default_conf):
-    default_conf['max_open_trades'] = -1
-    default_conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
-    default_conf['edge'] = {
+    conf = deepcopy(default_conf)
+    conf['max_open_trades'] = -1
+    conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
+    conf['edge'] = {
         "enabled": True,
         "process_throttle_secs": 1800,
         "calculate_since_number_of_days": 14,
@@ -970,7 +972,7 @@ def edge_conf(default_conf):
         "remove_pumps": False
     }
 
-    return default_conf
+    return conf
 
 
 @pytest.fixture

freqtrade/tests/test_freqtradebot.py

@@ -105,6 +105,7 @@ def test_cleanup(mocker, default_conf, caplog) -> None:
 def test_worker_running(mocker, default_conf, caplog) -> None:
     mock_throttle = MagicMock()
     mocker.patch('freqtrade.worker.Worker._throttle', mock_throttle)
+    mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', MagicMock())
 
     worker = get_patched_worker(mocker, default_conf)
 
@@ -3144,10 +3145,27 @@ def test_get_sell_rate(default_conf, mocker, ticker, order_book_l2) -> None:
     assert rate == 0.043936
 
 
-def test_startup_messages(default_conf, mocker):
+def test_startup_state(default_conf, mocker):
     default_conf['pairlist'] = {'method': 'VolumePairList',
                                 'config': {'number_assets': 20}
                                 }
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
     worker = get_patched_worker(mocker, default_conf)
     assert worker.state is State.RUNNING
+
+
+def test_startup_trade_reinit(default_conf, edge_conf, mocker):
+
+    mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
+    reinit_mock = MagicMock()
+    mocker.patch('freqtrade.persistence.Trade.stoploss_reinitialization', reinit_mock)
+
+    ftbot = get_patched_freqtradebot(mocker, default_conf)
+    ftbot.startup()
+    assert reinit_mock.call_count == 1
+
+    reinit_mock.reset_mock()
+
+    ftbot = get_patched_freqtradebot(mocker, edge_conf)
+    ftbot.startup()
+    assert reinit_mock.call_count == 0

freqtrade/tests/test_persistence.py

@@ -777,3 +777,63 @@ def test_to_json(default_conf, fee):
                       'stop_loss_pct': None,
                       'initial_stop_loss': None,
                       'initial_stop_loss_pct': None}
+
+
+def test_stoploss_reinitialization(default_conf, fee):
+    init(default_conf['db_url'])
+    trade = Trade(
+        pair='ETH/BTC',
+        stake_amount=0.001,
+        fee_open=fee.return_value,
+        open_date=arrow.utcnow().shift(hours=-2).datetime,
+        amount=10,
+        fee_close=fee.return_value,
+        exchange='bittrex',
+        open_rate=1,
+        max_rate=1,
+    )
+
+    trade.adjust_stop_loss(trade.open_rate, 0.05, True)
+    assert trade.stop_loss == 0.95
+    assert trade.stop_loss_pct == -0.05
+    assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
+    Trade.session.add(trade)
+
+    # Lower stoploss
+    Trade.stoploss_reinitialization(0.06)
+
+    trades = Trade.get_open_trades()
+    assert len(trades) == 1
+    trade_adj = trades[0]
+    assert trade_adj.stop_loss == 0.94
+    assert trade_adj.stop_loss_pct == -0.06
+    assert trade_adj.initial_stop_loss == 0.94
+    assert trade_adj.initial_stop_loss_pct == -0.06
+
+    # Raise stoploss
+    Trade.stoploss_reinitialization(0.04)
+
+    trades = Trade.get_open_trades()
+    assert len(trades) == 1
+    trade_adj = trades[0]
+    assert trade_adj.stop_loss == 0.96
+    assert trade_adj.stop_loss_pct == -0.04
+    assert trade_adj.initial_stop_loss == 0.96
+    assert trade_adj.initial_stop_loss_pct == -0.04
+
+    # Trailing stoploss (move stoplos up a bit)
+    trade.adjust_stop_loss(1.02, 0.04)
+    assert trade_adj.stop_loss == 0.9792
+    assert trade_adj.initial_stop_loss == 0.96
+
+    Trade.stoploss_reinitialization(0.04)
+
+    trades = Trade.get_open_trades()
+    assert len(trades) == 1
+    trade_adj = trades[0]
+    # Stoploss should not change in this case.
+    assert trade_adj.stop_loss == 0.9792
+    assert trade_adj.stop_loss_pct == -0.04
+    assert trade_adj.initial_stop_loss == 0.96
+    assert trade_adj.initial_stop_loss_pct == -0.04

freqtrade/worker.py

@@ -91,7 +91,7 @@ class Worker(object):
             })
             logger.info('Changing state to: %s', state.name)
             if state == State.RUNNING:
-                self.freqtrade.rpc.startup_messages(self._config, self.freqtrade.pairlists)
+                self.freqtrade.startup()
 
         if state == State.STOPPED:
             # Ping systemd watchdog before sleeping in the stopped state