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stoploss should also use trimmed prices

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This commit is contained in:
Matthias 2022-08-17 09:51:28 +02:00
parent 24690c1918
commit 8d182768f9
3 changed files with 23 additions and 25 deletions
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10
freqtrade/persistence/trade_model.py
View File

@ -14,7 +14,7 @@ from freqtrade.constants import (DATETIME_PRINT_FORMAT, MATH_CLOSE_PREC, NON_OPE
BuySell, LongShort)
from freqtrade.enums import ExitType, TradingMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import amount_to_precision
from freqtrade.exchange import amount_to_precision, price_to_precision
from freqtrade.leverage import interest
from freqtrade.persistence.base import _DECL_BASE
from freqtrade.util import FtPrecise
@ -527,9 +527,10 @@ class LocalTrade():
"""
Method used internally to set self.stop_loss.
"""
stop_loss_norm = price_to_precision(stop_loss, self.price_precision, self.precision_mode)
if not self.stop_loss:
self.initial_stop_loss = stop_loss
self.stop_loss = stop_loss
self.initial_stop_loss = stop_loss_norm
self.stop_loss = stop_loss_norm
self.stop_loss_pct = -1 * abs(percent)
self.stoploss_last_update = datetime.utcnow()
@ -557,7 +558,8 @@ class LocalTrade():
# no stop loss assigned yet
if self.initial_stop_loss_pct is None or refresh:
self.__set_stop_loss(new_loss, stoploss)
self.initial_stop_loss = new_loss
self.initial_stop_loss = price_to_precision(
new_loss, self.price_precision, self.precision_mode)
self.initial_stop_loss_pct = -1 * abs(stoploss)
# evaluate if the stop loss needs to be updated

22
tests/rpc/test_rpc.py
View File

@ -96,20 +96,20 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'profit_pct': -0.41,
'profit_abs': -4.09e-06,
'profit_fiat': ANY,
'stop_loss_abs': 9.882e-06,
'stop_loss_abs': 9.89e-06,
'stop_loss_pct': -10.0,
'stop_loss_ratio': -0.1,
'stoploss_order_id': None,
'stoploss_last_update': ANY,
'stoploss_last_update_timestamp': ANY,
'initial_stop_loss_abs': 9.882e-06,
'initial_stop_loss_abs': 9.89e-06,
'initial_stop_loss_pct': -10.0,
'initial_stop_loss_ratio': -0.1,
'stoploss_current_dist': -1.1080000000000002e-06,
'stoploss_current_dist_ratio': -0.10081893,
'stoploss_current_dist_pct': -10.08,
'stoploss_entry_dist': -0.00010475,
'stoploss_entry_dist_ratio': -0.10448878,
'stoploss_current_dist': pytest.approx(-1.0999999e-06),
'stoploss_current_dist_ratio': -0.10009099,
'stoploss_current_dist_pct': -10.01,
'stoploss_entry_dist': -0.00010402,
'stoploss_entry_dist_ratio': -0.10376381,
'open_order': None,
'realized_profit': 0.0,
'exchange': 'binance',
@ -181,20 +181,20 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'profit_pct': ANY,
'profit_abs': ANY,
'profit_fiat': ANY,
'stop_loss_abs': 9.882e-06,
'stop_loss_abs': 9.89e-06,
'stop_loss_pct': -10.0,
'stop_loss_ratio': -0.1,
'stoploss_order_id': None,
'stoploss_last_update': ANY,
'stoploss_last_update_timestamp': ANY,
'initial_stop_loss_abs': 9.882e-06,
'initial_stop_loss_abs': 9.89e-06,
'initial_stop_loss_pct': -10.0,
'initial_stop_loss_ratio': -0.1,
'stoploss_current_dist': ANY,
'stoploss_current_dist_ratio': ANY,
'stoploss_current_dist_pct': ANY,
'stoploss_entry_dist': -0.00010475,
'stoploss_entry_dist_ratio': -0.10448878,
'stoploss_entry_dist': -0.00010402,
'stoploss_entry_dist_ratio': -0.10376381,
'open_order': None,
'exchange': 'binance',
'realized_profit': 0.0,

16
tests/test_freqtradebot.py
View File

@ -4,7 +4,6 @@
import logging
import time
from copy import deepcopy
from math import isclose
from typing import List
from unittest.mock import ANY, MagicMock, PropertyMock, patch
@ -12,7 +11,7 @@ import arrow
import pytest
from pandas import DataFrame
from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
from freqtrade.constants import CANCEL_REASON, UNLIMITED_STAKE_AMOUNT
from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RPCMessageType, RunMode,
SignalDirection, State)
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
@ -569,7 +568,7 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim
assert trade.open_date is not None
assert trade.exchange == 'binance'
assert trade.open_rate == ticker_usdt.return_value[ticker_side]
assert isclose(trade.amount, 60 / ticker_usdt.return_value[ticker_side])
assert pytest.approx(trade.amount) == 60 / ticker_usdt.return_value[ticker_side]
assert log_has(
f'{"Short" if is_short else "Long"} signal found: about create a new trade for ETH/USDT '
@ -1801,7 +1800,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
# stoploss initially at 20% as edge dictated it.
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert isclose(trade.stop_loss, 1.76)
assert pytest.approx(trade.stop_loss) == 1.76
cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock()
@ -1818,7 +1817,7 @@ def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# stoploss should remain the same
assert isclose(trade.stop_loss, 1.76)
assert pytest.approx(trade.stop_loss) == 1.76
# stoploss on exchange should not be canceled
cancel_order_mock.assert_not_called()
@ -4524,11 +4523,8 @@ def test_get_real_amount_wrong_amount_rounding(default_conf_usdt, trades_for_ord
order_obj = Order.parse_from_ccxt_object(buy_order_fee, 'LTC/ETH', 'buy')
# Amount changes by fee amount.
assert isclose(
freqtrade.get_real_amount(trade, limit_buy_order_usdt, order_obj),
amount - (amount * 0.001),
abs_tol=MATH_CLOSE_PREC,
)
assert pytest.approx(freqtrade.get_real_amount(
trade, limit_buy_order_usdt, order_obj)) == amount - (amount * 0.001)
def test_get_real_amount_open_trade_usdt(default_conf_usdt, fee, mocker):