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Merge pull request #8273 from freqtrade/stop_from_open_lev

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Stop from open lev
This commit is contained in:
Matthias
2023-03-09 19:44:16 +01:00
committed by GitHub
parent d3a3ddbc61 0318486bee
commit 5b2a291109
4 changed files with 30 additions and 20 deletions
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18
tests/strategy/test_strategy_helpers.py
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@@ -177,26 +177,30 @@ def test_stoploss_from_open(side, profitrange):
("long", 0.1, 0.2, 1, 0.08333333),
("long", 0.1, 0.5, 1, 0.266666666),
("long", 0.1, 5, 1, 0.816666666), # 500% profit, set stoploss to 10% above open price
("long", 0, 5, 10, 3.3333333), # 500% profit, set stoploss break even
("long", 0.1, 5, 10, 3.26666666), # 500% profit, set stoploss to 10% above open price
("long", -0.1, 5, 10, 3.3999999), # 500% profit, set stoploss to 10% belowopen price
("short", 0, 0.1, 1, 0.1111111),
("short", -0.1, 0.1, 1, 0.2222222),
("short", 0.1, 0.2, 1, 0.125),
("short", 0.1, 1, 1, 1),
("short", -0.01, 5, 10, 10.01999999), # 500% profit at 10x
])
def test_stoploss_from_open_leverage(side, rel_stop, curr_profit, leverage, expected):
stoploss = stoploss_from_open(rel_stop, curr_profit, side == 'short')
stoploss = stoploss_from_open(rel_stop, curr_profit, side == 'short', leverage)
assert pytest.approx(stoploss) == expected
open_rate = 100
if stoploss != 1:
if side == 'long':
current_rate = open_rate * (1 + curr_profit)
stop = current_rate * (1 - stoploss)
assert pytest.approx(stop) == open_rate * (1 + rel_stop)
current_rate = open_rate * (1 + curr_profit / leverage)
stop = current_rate * (1 - stoploss / leverage)
assert pytest.approx(stop) == open_rate * (1 + rel_stop / leverage)
else:
current_rate = open_rate * (1 - curr_profit)
stop = current_rate * (1 + stoploss)
assert pytest.approx(stop) == open_rate * (1 - rel_stop)
current_rate = open_rate * (1 - curr_profit / leverage)
stop = current_rate * (1 + stoploss / leverage)
assert pytest.approx(stop) == open_rate * (1 - rel_stop / leverage)
def test_stoploss_from_absolute():