get persistence.py for stop_loss

This commit is contained in:
xmatthias 2018-06-26 20:49:07 +02:00
parent 9ac3c559b6
commit 243c36b39b

View File

@ -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.