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

Merge pull request #2173 from freqtrade/improve/trailing_validation

Browse Source 
improve stoploss validation
This commit is contained in:
Matthias 2019-08-24 09:15:43 +02:00 committed by GitHub
commit 60bc9f4f5e
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 30 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

17
freqtrade/configuration/config_validation.py
View File

@ -68,6 +68,10 @@ def validate_config_consistency(conf: Dict[str, Any]) -> None:
def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None: def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
if conf.get('stoploss') == 0.0:
raise OperationalException(
'The config stoploss needs to be different from 0 to avoid problems with sell orders.'
)
# Skip if trailing stoploss is not activated # Skip if trailing stoploss is not activated
if not conf.get('trailing_stop', False): if not conf.get('trailing_stop', False):
return return
@ -79,12 +83,19 @@ def _validate_trailing_stoploss(conf: Dict[str, Any]) -> None:
if tsl_only_offset: if tsl_only_offset:
if tsl_positive == 0.0: if tsl_positive == 0.0:
raise OperationalException( raise OperationalException(
f'The config trailing_only_offset_is_reached needs ' 'The config trailing_only_offset_is_reached needs '
'trailing_stop_positive_offset to be more than 0 in your config.') 'trailing_stop_positive_offset to be more than 0 in your config.')
if tsl_positive > 0 and 0 < tsl_offset <= tsl_positive: if tsl_positive > 0 and 0 < tsl_offset <= tsl_positive:
raise OperationalException( raise OperationalException(
f'The config trailing_stop_positive_offset needs ' 'The config trailing_stop_positive_offset needs '
'to be greater than trailing_stop_positive_offset in your config.') 'to be greater than trailing_stop_positive in your config.')
# Fetch again without default
if 'trailing_stop_positive' in conf and float(conf['trailing_stop_positive']) == 0.0:
raise OperationalException(
'The config trailing_stop_positive needs to be different from 0 '
'to avoid problems with sell orders.'
)
def _validate_edge(conf: Dict[str, Any]) -> None: def _validate_edge(conf: Dict[str, Any]) -> None:

17
freqtrade/tests/test_configuration.py
View File

@ -648,6 +648,12 @@ def test_create_userdata_dir_exists_exception(mocker, default_conf, caplog) -> N
def test_validate_tsl(default_conf): def test_validate_tsl(default_conf):
default_conf['stoploss'] = 0.0
with pytest.raises(OperationalException, match='The config stoploss needs to be different '
'from 0 to avoid problems with sell orders.'):
validate_config_consistency(default_conf)
default_conf['stoploss'] = -0.10
default_conf['trailing_stop'] = True default_conf['trailing_stop'] = True
default_conf['trailing_stop_positive'] = 0 default_conf['trailing_stop_positive'] = 0
default_conf['trailing_stop_positive_offset'] = 0 default_conf['trailing_stop_positive_offset'] = 0
@ -662,13 +668,22 @@ def test_validate_tsl(default_conf):
default_conf['trailing_stop_positive'] = 0.015 default_conf['trailing_stop_positive'] = 0.015
with pytest.raises(OperationalException, with pytest.raises(OperationalException,
match=r'The config trailing_stop_positive_offset needs ' match=r'The config trailing_stop_positive_offset needs '
'to be greater than trailing_stop_positive_offset in your config.'): 'to be greater than trailing_stop_positive in your config.'):
validate_config_consistency(default_conf) validate_config_consistency(default_conf)
default_conf['trailing_stop_positive'] = 0.01 default_conf['trailing_stop_positive'] = 0.01
default_conf['trailing_stop_positive_offset'] = 0.015 default_conf['trailing_stop_positive_offset'] = 0.015
validate_config_consistency(default_conf) validate_config_consistency(default_conf)
# 0 trailing stop positive - results in "Order would trigger immediately"
default_conf['trailing_stop_positive'] = 0
default_conf['trailing_stop_positive_offset'] = 0.02
default_conf['trailing_only_offset_is_reached'] = False
with pytest.raises(OperationalException,
match='The config trailing_stop_positive needs to be different from 0 '
'to avoid problems with sell orders'):
validate_config_consistency(default_conf)
def test_validate_edge(edge_conf): def test_validate_edge(edge_conf):
edge_conf.update({"pairlist": { edge_conf.update({"pairlist": {