diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index dcb5376ce..e72978e9c 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -14,7 +14,6 @@ from freqtrade.exchange import get_ticker_history from freqtrade.persistence import Trade from freqtrade.strategy.resolver import StrategyResolver - logger = logging.getLogger(__name__) @@ -31,6 +30,7 @@ class Analyze(object): Analyze class contains everything the bot need to determine if the situation is good for buying or selling. """ + def __init__(self, config: dict) -> None: """ Init Analyze @@ -195,10 +195,19 @@ class Analyze(object): :return True if bot should sell at current rate """ current_profit = trade.calc_profit_percent(current_rate) - if self.strategy.stoploss is not None and current_profit < self.strategy.stoploss: + + if trade.stop_loss is None: + # initially adjust the stop loss to it's default value + trade.adjust_stop_loss(current_rate, self.strategy.stoploss) + + # evaluate stop loss, before we continue + if self.strategy.stoploss is not None and trade.stop_loss >= current_rate: logger.debug('Stop loss hit.') return True + # update the stop loss afterwards, after all by definition it's supposed to be hanging + trade.adjust_stop_loss(current_rate, self.strategy.stoploss) + # Check if time matches and current rate is above threshold time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60 for duration, threshold in self.strategy.minimal_roi.items(): diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index ed81ad2ec..f3c16a709 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -95,6 +95,7 @@ class Trade(_DECL_BASE): open_date = Column(DateTime, nullable=False, default=datetime.utcnow) close_date = Column(DateTime) open_order_id = Column(String) + stop_loss = Column(Float, nullable=False, default=0.0) # absolute value of the stop loss def __repr__(self): return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format( @@ -105,6 +106,33 @@ class Trade(_DECL_BASE): arrow.get(self.open_date).humanize() if self.is_open else 'closed' ) + def adjust_stop_loss(self, current_price, stoploss): + """ + + this adjusts the stop loss to it's most recently observed + setting + :param current_price: + :param stoploss: + :return: + """ + + new_loss = Decimal(current_price * (1 - abs(stoploss))) + logger.debug("calculated stop loss at: {:.6f}".format(new_loss)) + if self.stop_loss is None: + logger.debug("assigning new stop loss") + self.stop_loss = new_loss # no stop loss assigned yet + else: + if _CONF.get('trailing_stop', True): + if new_loss > self.stop_loss: # stop losses only walk up, never down! + self.stop_loss = new_loss + logger.debug("adjusted stop loss for {:.6f} and {:.6f} to {:.6f}".format( + current_price, stoploss, self.stop_loss) + ) + else: + logger.debug("keeping current stop loss of {:.6f}".format(self.stop_loss)) + else: + print("utilizing fixed stop") + def update(self, order: Dict) -> None: """ Updates this entity with amount and actual open/close rates.