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Add min_rate - always update min/max rates

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This commit is contained in:
Matthias 2019-03-16 19:54:16 +01:00
parent 6666d31ee9
commit 7166a474ae
2 changed files with 15 additions and 10 deletions
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24
freqtrade/persistence.py
View File

@ -83,7 +83,7 @@ def check_migrate(engine) -> None:
logger.debug(f'trying {table_back_name}')
# Check for latest column
if not has_column(cols, 'stoploss_last_update'):
if not has_column(cols, 'min_rate'):
logger.info(f'Running database migration - backup available as {table_back_name}')
fee_open = get_column_def(cols, 'fee_open', 'fee')
@ -95,6 +95,7 @@ def check_migrate(engine) -> None:
stoploss_order_id = get_column_def(cols, 'stoploss_order_id', 'null')
stoploss_last_update = get_column_def(cols, 'stoploss_last_update', 'null')
max_rate = get_column_def(cols, 'max_rate', '0.0')
min_rate = get_column_def(cols, 'min_rate', '0.0')
sell_reason = get_column_def(cols, 'sell_reason', 'null')
strategy = get_column_def(cols, 'strategy', 'null')
ticker_interval = get_column_def(cols, 'ticker_interval', 'null')
@ -113,7 +114,7 @@ def check_migrate(engine) -> None:
open_rate_requested, close_rate, close_rate_requested, close_profit,
stake_amount, amount, open_date, close_date, open_order_id,
stop_loss, initial_stop_loss, stoploss_order_id, stoploss_last_update,
max_rate, sell_reason, strategy,
max_rate, min_rate, sell_reason, strategy,
ticker_interval
)
select id, lower(exchange),
@ -130,7 +131,7 @@ def check_migrate(engine) -> None:
stake_amount, amount, open_date, close_date, open_order_id,
{stop_loss} stop_loss, {initial_stop_loss} initial_stop_loss,
{stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
{max_rate} max_rate, {sell_reason} sell_reason,
{max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
{strategy} strategy, {ticker_interval} ticker_interval
from {table_back_name}
""")
@ -191,6 +192,8 @@ class Trade(_DECL_BASE):
stoploss_last_update = Column(DateTime, nullable=True)
# absolute value of the highest reached price
max_rate = Column(Float, nullable=True, default=0.0)
# Lowest price reached
min_rate = Column(Float, nullable=True, default=0.0)
sell_reason = Column(String, nullable=True)
strategy = Column(String, nullable=True)
ticker_interval = Column(Integer, nullable=True)
@ -201,6 +204,14 @@ class Trade(_DECL_BASE):
return (f'Trade(id={self.id}, pair={self.pair}, amount={self.amount:.8f}, '
f'open_rate={self.open_rate:.8f}, open_since={open_since})')
def adjust_high_low(self, current_price):
"""
Adjust the max_rate and min_rate.
"""
logger.info("Adjusting high/low")
self.max_rate = max(current_price, self.max_rate)
self.min_rate = min(current_price, self.min_rate)
def adjust_stop_loss(self, current_price: float, stoploss: float, initial: bool = False):
"""this adjusts the stop loss to it's most recently observed setting"""
@ -210,13 +221,6 @@ class Trade(_DECL_BASE):
new_loss = float(current_price * (1 - abs(stoploss)))
# keeping track of the highest observed rate for this trade
if self.max_rate is None:
self.max_rate = current_price
else:
if current_price > self.max_rate:
self.max_rate = current_price
# no stop loss assigned yet
if not self.stop_loss:
logger.debug("assigning new stop loss")

1
freqtrade/tests/test_persistence.py
View File

@ -510,6 +510,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.pair == "ETC/BTC"
assert trade.exchange == "binance"
assert trade.max_rate == 0.0
assert trade.min_rate == 0.0
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.sell_reason is None