Calculate stoploss_from_absolute for shorts

freqtrade/strategy/strategy_helper.py

@@ -102,9 +102,8 @@ def stoploss_from_open(
     return max(stoploss, 0.0)
 
 
-def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
+def stoploss_from_absolute(stop_rate: float, current_rate: float, is_short: bool = False) -> float:
     """
-    TODO-lev: Update this method with "is_short" formula
     Given current price and desired stop price, return a stop loss value that is relative to current
     price.
 
@@ -115,6 +114,7 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
 
     :param stop_rate: Stop loss price.
     :param current_rate: Current asset price.
+    :param is_short: When true, perform the calculation for short instead of long
     :return: Positive stop loss value relative to current price
     """
 
@@ -123,6 +123,10 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
         return 1
 
     stoploss = 1 - (stop_rate / current_rate)
+    if is_short:
+        stoploss = -stoploss
 
-    # negative stoploss values indicate the requested stop price is higher than the current price
-    return max(stoploss, 0.0)
+    # negative stoploss values indicate the requested stop price is higher/lower
+    # (long/short) than the current price
+    # shorts can yield stoploss values higher than 1, so limit that as well
+    return max(min(stoploss, 1.0), 0.0)

tests/strategy/test_strategy_helpers.py

@@ -159,6 +159,13 @@ def test_stoploss_from_absolute():
     assert stoploss_from_absolute(100, 0) == 1
     assert stoploss_from_absolute(0, 100) == 1
 
+    assert stoploss_from_absolute(90, 100, True) == 0
+    assert stoploss_from_absolute(100, 100, True) == 0
+    assert stoploss_from_absolute(110, 100, True) == -(1 - (110/100))
+    assert stoploss_from_absolute(100, 0, True) == 1
+    assert stoploss_from_absolute(0, 100, True) == 0
+    assert stoploss_from_absolute(100, 1, True) == 1
+
 
 # TODO-lev: @pytest.mark.parametrize('candle_type', ['mark', ''])
 def test_informative_decorator(mocker, default_conf):