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rename custom price max distance option in config, update formula and test associated

This commit is contained in:
axel 2021-08-18 05:07:37 -04:00
parent 6ab99369f2
commit 2fb9f6e2f4
4 changed files with 7 additions and 7 deletions
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4
docs/strategy-advanced.md
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@ -398,10 +398,10 @@ class AwesomeStrategy(IStrategy):
```
!!! Warning
Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_percent` parameter.
Modifying entry and exit prices will only work for limit orders. Depending on the price chosen, this can result in a lot of unfilled orders. By default the maximum allowed distance between the current price and the custom price is 2%, this value can be changed in config with the `custom_price_max_distance_ratio` parameter.
_Exemple_
If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_percent` is set to 2%, The retained valid custom entry price will be 98.
If the new_entryprice is 97, the proposed_rate is 100 and the `custom_price_max_distance_ratio` is set to 2%, The retained valid custom entry price will be 98.
!!! Warning "No backtesting support"
Custom entry-prices are currently not supported during backtesting.

2
freqtrade/constants.py
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@ -191,7 +191,7 @@ CONF_SCHEMA = {
},
'required': ['price_side']
},
'custom_price_max_distance_percent': {
'custom_price_max_distance_ratio': {
'type': 'number', 'minimum': 0.0
},
'order_types': {

6
freqtrade/freqtradebot.py
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@ -1407,9 +1407,9 @@ class FreqtradeBot(LoggingMixin):
else:
valid_custom_price = proposed_price
cust_p_max_dist_pct = self.config.get('custom_price_max_distance_percent', 2.0)
min_custom_price_allowed = proposed_price - ((proposed_price * cust_p_max_dist_pct) / 100)
max_custom_price_allowed = proposed_price + ((proposed_price * cust_p_max_dist_pct) / 100)
cust_p_max_dist_r = self.config.get('custom_price_max_distance_ratio', 0.02)
min_custom_price_allowed = proposed_price - (proposed_price * cust_p_max_dist_r)
max_custom_price_allowed = proposed_price + (proposed_price * cust_p_max_dist_r)
if valid_custom_price > max_custom_price_allowed:
valid_price = max_custom_price_allowed

2
tests/test_freqtradebot.py
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@ -4595,7 +4595,7 @@ def test_get_valid_price(mocker, default_conf) -> None:
patch_RPCManager(mocker)
patch_exchange(mocker)
freqtrade = FreqtradeBot(default_conf)
freqtrade.config['custom_price_max_distance_percent'] = 2.0
freqtrade.config['custom_price_max_distance_ratio'] = 0.02
custom_price_string = "10"
custom_price_badstring = "10abc"