Fix stoploss_pct set wrongly for short trades

This commit is contained in:
Matthias 2022-03-06 15:01:25 +01:00
parent cc38f0656d
commit 46e17c9762
2 changed files with 20 additions and 27 deletions

View File

@ -422,10 +422,7 @@ class LocalTrade():
self.initial_stop_loss = sl
self.stop_loss = sl
if self.is_short:
self.stop_loss_pct = abs(percent)
else:
self.stop_loss_pct = -1 * abs(percent)
self.stop_loss_pct = -1 * abs(percent)
self.stoploss_last_update = datetime.utcnow()
def set_isolated_liq(self, isolated_liq: Optional[float]):
@ -576,15 +573,11 @@ class LocalTrade():
new_loss = max(self.isolated_liq, new_loss)
# no stop loss assigned yet
# if not self.stop_loss:
if self.initial_stop_loss_pct is None:
logger.debug(f"{self.pair} - Assigning new stoploss...")
self._set_stop_loss(new_loss, stoploss)
self.initial_stop_loss = new_loss
if self.is_short:
self.initial_stop_loss_pct = abs(stoploss)
else:
self.initial_stop_loss_pct = -1 * abs(stoploss)
self.initial_stop_loss_pct = -1 * abs(stoploss)
# evaluate if the stop loss needs to be updated
else:

View File

@ -1434,39 +1434,39 @@ def test_adjust_stop_loss_short(fee):
)
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 1.05
assert trade.stop_loss_pct == 0.05
assert trade.stop_loss_pct == -0.05
assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
assert trade.initial_stop_loss_pct == -0.05
# Get percent of profit with a lower rate
trade.adjust_stop_loss(1.04, 0.05)
assert trade.stop_loss == 1.05
assert trade.stop_loss_pct == 0.05
assert trade.stop_loss_pct == -0.05
assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
assert trade.initial_stop_loss_pct == -0.05
# Get percent of profit with a custom rate (Higher than open rate)
trade.adjust_stop_loss(0.7, 0.1)
# If the price goes down to 0.7, with a trailing stop of 0.1,
# the new stoploss at 0.1 above 0.7 would be 0.7*0.1 higher
assert round(trade.stop_loss, 8) == 0.77
assert trade.stop_loss_pct == 0.1
assert trade.stop_loss_pct == -0.1
assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
assert trade.initial_stop_loss_pct == -0.05
# current rate lower again ... should not change
trade.adjust_stop_loss(0.8, -0.1)
assert round(trade.stop_loss, 8) == 0.77
assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
assert trade.initial_stop_loss_pct == -0.05
# current rate higher... should raise stoploss
trade.adjust_stop_loss(0.6, -0.1)
assert round(trade.stop_loss, 8) == 0.66
assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
assert trade.initial_stop_loss_pct == -0.05
# Initial is true but stop_loss set - so doesn't do anything
trade.adjust_stop_loss(0.3, -0.1, True)
assert round(trade.stop_loss, 8) == 0.66
assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
assert trade.stop_loss_pct == 0.1
assert trade.initial_stop_loss_pct == -0.05
assert trade.stop_loss_pct == -0.1
trade.set_isolated_liq(0.63)
trade.adjust_stop_loss(0.59, -0.1)
assert trade.stop_loss == 0.63
@ -1825,9 +1825,9 @@ def test_stoploss_reinitialization_short(default_conf, fee):
)
trade.adjust_stop_loss(trade.open_rate, -0.1, True)
assert trade.stop_loss == 1.02
assert trade.stop_loss_pct == 0.1
assert trade.stop_loss_pct == -0.1
assert trade.initial_stop_loss == 1.02
assert trade.initial_stop_loss_pct == 0.1
assert trade.initial_stop_loss_pct == -0.1
Trade.query.session.add(trade)
# Lower stoploss
Trade.stoploss_reinitialization(-0.15)
@ -1835,18 +1835,18 @@ def test_stoploss_reinitialization_short(default_conf, fee):
assert len(trades) == 1
trade_adj = trades[0]
assert trade_adj.stop_loss == 1.03
assert trade_adj.stop_loss_pct == 0.15
assert trade_adj.stop_loss_pct == -0.15
assert trade_adj.initial_stop_loss == 1.03
assert trade_adj.initial_stop_loss_pct == 0.15
assert trade_adj.initial_stop_loss_pct == -0.15
# Raise stoploss
Trade.stoploss_reinitialization(-0.05)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
assert trade_adj.stop_loss == 1.01
assert trade_adj.stop_loss_pct == 0.05
assert trade_adj.stop_loss_pct == -0.05
assert trade_adj.initial_stop_loss == 1.01
assert trade_adj.initial_stop_loss_pct == 0.05
assert trade_adj.initial_stop_loss_pct == -0.05
# Trailing stoploss
trade.adjust_stop_loss(0.98, -0.05)
assert trade_adj.stop_loss == 0.9898
@ -1857,9 +1857,9 @@ def test_stoploss_reinitialization_short(default_conf, fee):
trade_adj = trades[0]
# Stoploss should not change in this case.
assert trade_adj.stop_loss == 0.9898
assert trade_adj.stop_loss_pct == 0.05
assert trade_adj.stop_loss_pct == -0.05
assert trade_adj.initial_stop_loss == 1.01
assert trade_adj.initial_stop_loss_pct == 0.05
assert trade_adj.initial_stop_loss_pct == -0.05
# Stoploss can't go above liquidation price
trade_adj.set_isolated_liq(0.985)
trade.adjust_stop_loss(0.9799, -0.05)