adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Adjust backtest so sell uses stop-loss or roi value as closerate

Browse Source
This commit is contained in:
Matthias
2018-08-16 11:31:41 +02:00
parent a0e8bfbd77
commit 233c442af9
3 changed files with 39 additions and 24 deletions
Download Patch File Download Diff File Expand all files Collapse all files

12
freqtrade/strategy/interface.py
View File

@@ -203,18 +203,22 @@ class IStrategy(ABC):
return buy, sell
def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
sell: bool) -> SellCheckTuple:
sell: bool, low: float=None, high: float=None) -> SellCheckTuple:
"""
This function evaluate if on the condition required to trigger a sell has been reached
if the threshold is reached and updates the trade record.
:return: True if trade should be sold, False otherwise
"""
current_profit = trade.calc_profit_percent(rate)
stoplossflag = self.stop_loss_reached(current_rate=rate, trade=trade, current_time=date,
# Set current rate to low for backtesting sell
current_rate = rate if not low else low
current_profit = trade.calc_profit_percent(current_rate)
stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade, current_time=date,
current_profit=current_profit)
if stoplossflag.sell_flag:
return stoplossflag
# Set current rate to low for backtesting sell
current_rate = rate if not high else high
current_profit = trade.calc_profit_percent(current_rate)
experimental = self.config.get('experimental', {})
if buy and experimental.get('ignore_roi_if_buy_signal', False):