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

conflict resolved => new backtest low and high params

Browse Source
This commit is contained in:
misagh
2018-11-07 17:56:21 +01:00
parent 23d3a7f31e a96112f631
commit 6838ae0591
7 changed files with 287 additions and 35 deletions
Download Patch File Download Diff File Expand all files Collapse all files

19
freqtrade/strategy/interface.py
View File

@@ -203,23 +203,24 @@ class IStrategy(ABC):
return buy, sell
def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
sell: bool, force_stoploss: float=0) -> SellCheckTuple:
sell: bool, low: float = None, high: float = None, force_stoploss: float = 0) -> SellCheckTuple:
"""
This function evaluate if on the condition required to trigger a sell has been reached
if the threshold is reached and updates the trade record.
:return: True if trade should be sold, False otherwise
"""
current_profit = trade.calc_profit_percent(rate)
stoplossflag = self.stop_loss_reached(
current_rate=rate,
trade=trade,
current_time=date,
current_profit=current_profit,
force_stoploss=force_stoploss)
# Set current rate to low for backtesting sell
current_rate = low or rate
current_profit = trade.calc_profit_percent(current_rate)
stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
current_time=date, current_profit=current_profit,
force_stoploss=force_stoploss)
if stoplossflag.sell_flag:
return stoplossflag
# Set current rate to low for backtesting sell
current_rate = high or rate
current_profit = trade.calc_profit_percent(current_rate)
experimental = self.config.get('experimental', {})
if buy and experimental.get('ignore_roi_if_buy_signal', False):