Fix stoploss_pct set wrongly for short trades
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@ -422,10 +422,7 @@ class LocalTrade():
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self.initial_stop_loss = sl
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self.stop_loss = sl
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if self.is_short:
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self.stop_loss_pct = abs(percent)
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else:
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self.stop_loss_pct = -1 * abs(percent)
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self.stop_loss_pct = -1 * abs(percent)
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self.stoploss_last_update = datetime.utcnow()
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def set_isolated_liq(self, isolated_liq: Optional[float]):
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@ -576,15 +573,11 @@ class LocalTrade():
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new_loss = max(self.isolated_liq, new_loss)
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# no stop loss assigned yet
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# if not self.stop_loss:
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if self.initial_stop_loss_pct is None:
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logger.debug(f"{self.pair} - Assigning new stoploss...")
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self._set_stop_loss(new_loss, stoploss)
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self.initial_stop_loss = new_loss
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if self.is_short:
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self.initial_stop_loss_pct = abs(stoploss)
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else:
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self.initial_stop_loss_pct = -1 * abs(stoploss)
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self.initial_stop_loss_pct = -1 * abs(stoploss)
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# evaluate if the stop loss needs to be updated
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else:
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@ -1434,39 +1434,39 @@ def test_adjust_stop_loss_short(fee):
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)
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trade.adjust_stop_loss(trade.open_rate, 0.05, True)
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assert trade.stop_loss == 1.05
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assert trade.stop_loss_pct == 0.05
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assert trade.stop_loss_pct == -0.05
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.initial_stop_loss_pct == -0.05
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# Get percent of profit with a lower rate
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trade.adjust_stop_loss(1.04, 0.05)
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assert trade.stop_loss == 1.05
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assert trade.stop_loss_pct == 0.05
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assert trade.stop_loss_pct == -0.05
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.initial_stop_loss_pct == -0.05
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# Get percent of profit with a custom rate (Higher than open rate)
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trade.adjust_stop_loss(0.7, 0.1)
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# If the price goes down to 0.7, with a trailing stop of 0.1,
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# the new stoploss at 0.1 above 0.7 would be 0.7*0.1 higher
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assert round(trade.stop_loss, 8) == 0.77
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assert trade.stop_loss_pct == 0.1
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assert trade.stop_loss_pct == -0.1
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.initial_stop_loss_pct == -0.05
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# current rate lower again ... should not change
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trade.adjust_stop_loss(0.8, -0.1)
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assert round(trade.stop_loss, 8) == 0.77
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.initial_stop_loss_pct == -0.05
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# current rate higher... should raise stoploss
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trade.adjust_stop_loss(0.6, -0.1)
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assert round(trade.stop_loss, 8) == 0.66
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.initial_stop_loss_pct == -0.05
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# Initial is true but stop_loss set - so doesn't do anything
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trade.adjust_stop_loss(0.3, -0.1, True)
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assert round(trade.stop_loss, 8) == 0.66
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.stop_loss_pct == 0.1
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assert trade.initial_stop_loss_pct == -0.05
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assert trade.stop_loss_pct == -0.1
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trade.set_isolated_liq(0.63)
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trade.adjust_stop_loss(0.59, -0.1)
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assert trade.stop_loss == 0.63
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@ -1825,9 +1825,9 @@ def test_stoploss_reinitialization_short(default_conf, fee):
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)
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trade.adjust_stop_loss(trade.open_rate, -0.1, True)
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assert trade.stop_loss == 1.02
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assert trade.stop_loss_pct == 0.1
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assert trade.stop_loss_pct == -0.1
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assert trade.initial_stop_loss == 1.02
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assert trade.initial_stop_loss_pct == 0.1
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assert trade.initial_stop_loss_pct == -0.1
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Trade.query.session.add(trade)
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# Lower stoploss
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Trade.stoploss_reinitialization(-0.15)
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@ -1835,18 +1835,18 @@ def test_stoploss_reinitialization_short(default_conf, fee):
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assert len(trades) == 1
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trade_adj = trades[0]
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assert trade_adj.stop_loss == 1.03
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assert trade_adj.stop_loss_pct == 0.15
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assert trade_adj.stop_loss_pct == -0.15
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assert trade_adj.initial_stop_loss == 1.03
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assert trade_adj.initial_stop_loss_pct == 0.15
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assert trade_adj.initial_stop_loss_pct == -0.15
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# Raise stoploss
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Trade.stoploss_reinitialization(-0.05)
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trades = Trade.get_open_trades()
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assert len(trades) == 1
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trade_adj = trades[0]
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assert trade_adj.stop_loss == 1.01
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assert trade_adj.stop_loss_pct == 0.05
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assert trade_adj.stop_loss_pct == -0.05
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assert trade_adj.initial_stop_loss == 1.01
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assert trade_adj.initial_stop_loss_pct == 0.05
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assert trade_adj.initial_stop_loss_pct == -0.05
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# Trailing stoploss
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trade.adjust_stop_loss(0.98, -0.05)
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assert trade_adj.stop_loss == 0.9898
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@ -1857,9 +1857,9 @@ def test_stoploss_reinitialization_short(default_conf, fee):
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trade_adj = trades[0]
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# Stoploss should not change in this case.
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assert trade_adj.stop_loss == 0.9898
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assert trade_adj.stop_loss_pct == 0.05
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assert trade_adj.stop_loss_pct == -0.05
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assert trade_adj.initial_stop_loss == 1.01
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assert trade_adj.initial_stop_loss_pct == 0.05
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assert trade_adj.initial_stop_loss_pct == -0.05
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# Stoploss can't go above liquidation price
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trade_adj.set_isolated_liq(0.985)
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trade.adjust_stop_loss(0.9799, -0.05)
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