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move low to stoploss_reached 

to clarify where which rate is used
This commit is contained in:
Matthias 2021-06-13 16:37:11 +02:00 committed by Rokas Kupstys
parent 6d5fc96714
commit 38ed49cef5
1 changed files with 10 additions and 8 deletions
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18
freqtrade/strategy/interface.py
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@ -524,15 +524,14 @@ class IStrategy(ABC, HyperStrategyMixin):
:param force_stoploss: Externally provided stoploss
:return: True if trade should be sold, False otherwise
"""
# Set current rate to low for backtesting sell
current_rate = low or rate
current_rate = rate
current_profit = trade.calc_profit_ratio(current_rate)
trade.adjust_min_max_rates(high or current_rate)
stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
current_time=date, current_profit=current_profit,
force_stoploss=force_stoploss, high=high)
force_stoploss=force_stoploss, low=low, high=high)
# Set current rate to high for backtesting sell
current_rate = high or rate
@ -599,18 +598,21 @@ class IStrategy(ABC, HyperStrategyMixin):
def stop_loss_reached(self, current_rate: float, trade: Trade,
current_time: datetime, current_profit: float,
force_stoploss: float, high: float = None) -> SellCheckTuple:
force_stoploss: float, low: float = None,
high: float = None) -> SellCheckTuple:
"""
Based on current profit of the trade and configured (trailing) stoploss,
decides to sell or not
:param current_profit: current profit as ratio
:param low: Low value of this candle, only set in backtesting
:param high: High value of this candle, only set in backtesting
"""
stop_loss_value = force_stoploss if force_stoploss else self.stoploss
# Initiate stoploss with open_rate. Does nothing if stoploss is already set.
trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
if self.use_custom_stoploss and trade.stop_loss < current_rate:
if self.use_custom_stoploss and trade.stop_loss < (low or current_rate):
stop_loss_value = strategy_safe_wrapper(self.custom_stoploss, default_retval=None
)(pair=trade.pair, trade=trade,
current_time=current_time,
@ -623,7 +625,7 @@ class IStrategy(ABC, HyperStrategyMixin):
else:
logger.warning("CustomStoploss function did not return valid stoploss")
if self.trailing_stop and trade.stop_loss < current_rate:
if self.trailing_stop and trade.stop_loss < (low or current_rate):
# trailing stoploss handling
sl_offset = self.trailing_stop_positive_offset
@ -643,7 +645,7 @@ class IStrategy(ABC, HyperStrategyMixin):
# evaluate if the stoploss was hit if stoploss is not on exchange
# in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
# regular stoploss handling.
if ((trade.stop_loss >= current_rate) and
if ((trade.stop_loss >= (low or current_rate)) and
(not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
sell_type = SellType.STOP_LOSS
@ -652,7 +654,7 @@ class IStrategy(ABC, HyperStrategyMixin):
if trade.initial_stop_loss != trade.stop_loss:
sell_type = SellType.TRAILING_STOP_LOSS
logger.debug(
f"{trade.pair} - HIT STOP: current price at {current_rate:.6f}, "
f"{trade.pair} - HIT STOP: current price at {(low or current_rate):.6f}, "
f"stoploss is {trade.stop_loss:.6f}, "
f"initial stoploss was at {trade.initial_stop_loss:.6f}, "
f"trade opened at {trade.open_rate:.6f}")