adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

isolated conditionals in interface stoploss method

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files

15
freqtrade/strategy/interface.py
View File

@@ -840,10 +840,9 @@ class IStrategy(ABC, HyperStrategyMixin):
else:
logger.warning("CustomStoploss function did not return valid stoploss")
if self.trailing_stop and (
(trade.stop_loss < (low or current_rate) and not trade.is_short) or
(trade.stop_loss > (high or current_rate) and trade.is_short)
):
sl_lower_short = (trade.stop_loss < (low or current_rate) and not trade.is_short)
sl_higher_long = (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
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)
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
# in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
# regular stoploss handling.
if ((
(trade.stop_loss >= (low or current_rate) and not trade.is_short) or
((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'])):
if ((sl_higher_short or sl_lower_long) and
(not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
sell_type = SellType.STOP_LOSS

6
tests/test_freqtradebot.py
View File

@@ -3238,11 +3238,11 @@ def test_execute_trade_exit_market_order(
"""
amount
long: 60 / 2.0 = 30
short: 60 / 2.02 = 29.70297029
open_value
short: 60 / 2.02 = 29.70297029
open_value
long: (30 * 2.0) + (30 * 2.0 * 0.0025) = 60.15
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
short: (29.702970297029704 * 2.3) + (29.702970297029704 * 2.3 * 0.0025) = 68.48762376237624
profit