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Move stoploss-adjustment to the top

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Matthias 2019-03-23 16:21:58 +01:00
parent 8afce7e651
commit 7307084dfd
2 changed files with 26 additions and 30 deletions
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47
freqtrade/strategy/interface.py
View File

@ -302,6 +302,29 @@ class IStrategy(ABC):
trade.adjust_stop_loss(trade.open_rate, force_stoploss if force_stoploss trade.adjust_stop_loss(trade.open_rate, force_stoploss if force_stoploss
else self.stoploss, initial=True) else self.stoploss, initial=True)
# update the stop loss afterwards, after all by definition it's supposed to be hanging
# TODO: Maybe this needs to be moved to the start of this function. check #1575 for details
if trailing_stop:
# check if we have a special stop loss for positive condition
# and if profit is positive
stop_loss_value = force_stoploss if force_stoploss else self.stoploss
sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0
if 'trailing_stop_positive' in self.config and current_profit > sl_offset:
# Ignore mypy error check in configuration that this is a float
stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore
logger.debug(f"using positive stop loss: {stop_loss_value} "
f"offset: {sl_offset:.4g} profit: {current_profit:.4f}%")
# if trailing_only_offset_is_reached is true,
# we update trailing stoploss only if offset is reached.
tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False)
if not (tsl_only_offset and current_profit < sl_offset):
trade.adjust_stop_loss(high or current_rate, stop_loss_value)
# evaluate if the stoploss was hit if stoploss is not on exchange # evaluate if the stoploss was hit if stoploss is not on exchange
if ((self.stoploss is not None) and if ((self.stoploss is not None) and
(trade.stop_loss >= current_rate) and (trade.stop_loss >= current_rate) and
@ -321,30 +344,6 @@ class IStrategy(ABC):
logger.debug('Stop loss hit.') logger.debug('Stop loss hit.')
return SellCheckTuple(sell_flag=True, sell_type=selltype) return SellCheckTuple(sell_flag=True, sell_type=selltype)
# update the stop loss afterwards, after all by definition it's supposed to be hanging
# TODO: Maybe this needs to be moved to the start of this function. check #1575 for details
if trailing_stop:
# check if we have a special stop loss for positive condition
# and if profit is positive
stop_loss_value = force_stoploss if force_stoploss else self.stoploss
sl_offset = self.config.get('trailing_stop_positive_offset') or 0.0
if 'trailing_stop_positive' in self.config and current_profit > sl_offset:
# Ignore mypy error check in configuration that this is a float
stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore
logger.debug(f"using positive stop loss mode: {stop_loss_value} "
f"with offset {sl_offset:.4g} "
f"since we have profit {current_profit:.4f}%")
# if trailing_only_offset_is_reached is true,
# we update trailing stoploss only if offset is reached.
tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False)
if not (tsl_only_offset and current_profit < sl_offset):
trade.adjust_stop_loss(high or current_rate, stop_loss_value)
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE) return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool: def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:

9
freqtrade/tests/test_freqtradebot.py
View File

@ -2406,8 +2406,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets
})) }))
# stop-loss not reached, adjusted stoploss # stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.01 with offset 0 ' assert log_has(f'using positive stop loss: 0.01 offset: 0 profit: 0.2666%',
f'since we have profit 0.2666%',
caplog.record_tuples) caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples) assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000138501 assert trade.stop_loss == 0.0000138501
@ -2466,8 +2465,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
})) }))
# stop-loss not reached, adjusted stoploss # stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.01 with offset 0.011 ' assert log_has(f'using positive stop loss: 0.01 offset: 0.011 profit: 0.2666%',
f'since we have profit 0.2666%',
caplog.record_tuples) caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples) assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000138501 assert trade.stop_loss == 0.0000138501
@ -2546,8 +2544,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
})) }))
assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.05 with offset 0.055 ' assert log_has(f'using positive stop loss: 0.05 offset: 0.055 profit: 0.1218%',
f'since we have profit 0.1218%',
caplog.record_tuples) caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples) assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000117705 assert trade.stop_loss == 0.0000117705