get persistence.py for stop_loss

freqtrade/persistence.py

@@ -151,6 +151,12 @@ class Trade(_DECL_BASE):
     open_date = Column(DateTime, nullable=False, default=datetime.utcnow)
     close_date = Column(DateTime)
     open_order_id = Column(String)
+    # absolute value of the stop loss
+    stop_loss = Column(Float, nullable=True, default=0.0)
+    # absolute value of the initial stop loss
+    initial_stop_loss = Column(Float, nullable=True, default=0.0)
+    # absolute value of the highest reached price
+    max_rate = Column(Float, nullable=True, default=0.0)
 
     def __repr__(self):
         return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format(
@@ -161,6 +167,49 @@ class Trade(_DECL_BASE):
             arrow.get(self.open_date).humanize() if self.is_open else 'closed'
         )
 
+    def adjust_stop_loss(self, current_price, stoploss):
+        """
+        this adjusts the stop loss to it's most recently observed
+        setting
+        :param current_price:
+        :param stoploss:
+        :return:
+        """
+
+        new_loss = Decimal(current_price * (1 - abs(stoploss)))
+
+        # keeping track of the highest observed rate for this trade
+        if self.max_rate is None:
+            self.max_rate = current_price
+        else:
+            if current_price > self.max_rate:
+                self.max_rate = current_price
+
+        # no stop loss assigned yet
+        if self.stop_loss is None or self.stop_loss == 0:
+            logger.debug("assigning new stop loss")
+            self.stop_loss = new_loss
+            self.initial_stop_loss = new_loss
+
+        # evaluate if the stop loss needs to be updated
+        else:
+            if new_loss > self.stop_loss:  # stop losses only walk up, never down!
+                self.stop_loss = new_loss
+                logger.debug("adjusted stop loss")
+            else:
+                logger.debug("keeping current stop loss")
+
+        logger.debug(
+            "{} - current price {:.8f}, bought at {:.8f} and calculated "
+            "stop loss is at: {:.8f} initial stop at {:.8f}. trailing stop loss saved us: {:.8f} "
+            "and max observed rate was {:.8f}".format(
+                self.pair, current_price, self.open_rate,
+                self.initial_stop_loss,
+                self.stop_loss, float(self.stop_loss) - float(self.initial_stop_loss),
+                self.max_rate
+
+            ))
+
     def update(self, order: Dict) -> None:
         """
         Updates this entity with amount and actual open/close rates.