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isolated conditionals in interface stoploss method

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This commit is contained in:
Sam Germain 2021-10-14 05:10:28 -06:00
parent 0afd76c183
commit 5fbe76cd7e
2 changed files with 10 additions and 11 deletions
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15
freqtrade/strategy/interface.py
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@ -840,10 +840,9 @@ 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 ( sl_lower_short = (trade.stop_loss < (low or current_rate) and not trade.is_short)
(trade.stop_loss < (low or current_rate) and not trade.is_short) or sl_higher_long = (trade.stop_loss > (high or current_rate) and trade.is_short)
(trade.stop_loss > (high or current_rate) and trade.is_short) if self.trailing_stop and (sl_lower_short or sl_higher_long):
):
# trailing stoploss handling # trailing stoploss handling
sl_offset = self.trailing_stop_positive_offset sl_offset = self.trailing_stop_positive_offset
@ -867,13 +866,13 @@ class IStrategy(ABC, HyperStrategyMixin):
trade.adjust_stop_loss(bound or current_rate, stop_loss_value) trade.adjust_stop_loss(bound or current_rate, stop_loss_value)
sl_higher_short = (trade.stop_loss >= (low or current_rate) and not trade.is_short)
sl_lower_long = ((trade.stop_loss <= (high or current_rate) and trade.is_short))
# 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 (( if ((sl_higher_short or sl_lower_long) and
(trade.stop_loss >= (low or current_rate) and not trade.is_short) or (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
((trade.stop_loss <= (high or current_rate) and trade.is_short))
) and (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
sell_type = SellType.STOP_LOSS sell_type = SellType.STOP_LOSS

6
tests/test_freqtradebot.py
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@ -3238,11 +3238,11 @@ def test_execute_trade_exit_market_order(
""" """
amount amount
long: 60 / 2.0 = 30 long: 60 / 2.0 = 30
short: 60 / 2.02 = 29.70297029 short: 60 / 2.02 = 29.70297029
open_value open_value
long: (30 * 2.0) + (30 * 2.0 * 0.0025) = 60.15 long: (30 * 2.0) + (30 * 2.0 * 0.0025) = 60.15
short: (29.702970297029704 * 2.02) - (29.702970297029704 * 2.02 * 0.0025) = 59.85 short: (29.702970297029704 * 2.02) - (29.702970297029704 * 2.02 * 0.0025) = 59.85
close_value close_value
long: (30 * 2.2) - (30 * 2.2 * 0.0025) = 65.835 long: (30 * 2.2) - (30 * 2.2 * 0.0025) = 65.835
short: (29.702970297029704 * 2.3) + (29.702970297029704 * 2.3 * 0.0025) = 68.48762376237624 short: (29.702970297029704 * 2.3) + (29.702970297029704 * 2.3 * 0.0025) = 68.48762376237624
profit profit