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

move low to stoploss_reached

Browse Source 
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

18
freqtrade/strategy/interface.py
View File

@ -524,15 +524,14 @@ class IStrategy(ABC, HyperStrategyMixin):
:param force_stoploss: Externally provided stoploss :param force_stoploss: Externally provided stoploss
:return: True if trade should be sold, False otherwise :return: True if trade should be sold, False otherwise
""" """
# Set current rate to low for backtesting sell current_rate = rate
current_rate = low or rate
current_profit = trade.calc_profit_ratio(current_rate) current_profit = trade.calc_profit_ratio(current_rate)
trade.adjust_min_max_rates(high or current_rate) trade.adjust_min_max_rates(high or current_rate)
stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade, stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
current_time=date, current_profit=current_profit, 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 # Set current rate to high for backtesting sell
current_rate = high or rate current_rate = high or rate
@ -599,18 +598,21 @@ class IStrategy(ABC, HyperStrategyMixin):
def stop_loss_reached(self, current_rate: float, trade: Trade, def stop_loss_reached(self, current_rate: float, trade: Trade,
current_time: datetime, current_profit: float, 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, Based on current profit of the trade and configured (trailing) stoploss,
decides to sell or not decides to sell or not
:param current_profit: current profit as ratio :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 stop_loss_value = force_stoploss if force_stoploss else self.stoploss
# Initiate stoploss with open_rate. Does nothing if stoploss is already set. # Initiate stoploss with open_rate. Does nothing if stoploss is already set.
trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True) 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 stop_loss_value = strategy_safe_wrapper(self.custom_stoploss, default_retval=None
)(pair=trade.pair, trade=trade, )(pair=trade.pair, trade=trade,
current_time=current_time, current_time=current_time,
@ -623,7 +625,7 @@ class IStrategy(ABC, HyperStrategyMixin):
else: else:
logger.warning("CustomStoploss function did not return valid stoploss") 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 # trailing stoploss handling
sl_offset = self.trailing_stop_positive_offset 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 # 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 # in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
# regular stoploss handling. # 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'])): (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
sell_type = SellType.STOP_LOSS sell_type = SellType.STOP_LOSS
@ -652,7 +654,7 @@ class IStrategy(ABC, HyperStrategyMixin):
if trade.initial_stop_loss != trade.stop_loss: if trade.initial_stop_loss != trade.stop_loss:
sell_type = SellType.TRAILING_STOP_LOSS sell_type = SellType.TRAILING_STOP_LOSS
logger.debug( 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"stoploss is {trade.stop_loss:.6f}, "
f"initial stoploss was at {trade.initial_stop_loss:.6f}, " f"initial stoploss was at {trade.initial_stop_loss:.6f}, "
f"trade opened at {trade.open_rate:.6f}") f"trade opened at {trade.open_rate:.6f}")