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Merge pull request #1902 from freqtrade/fix_tsl_offset_on_reason 

Trailing stoploss sell reason fixed.
This commit is contained in:
Matthias 2019-06-08 20:21:51 +02:00 committed by GitHub
parent 71b7b2482f 36dae7cc6c
commit 9967df8f45
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GPG Key ID: 4AEE18F83AFDEB23
2 changed files with 28 additions and 9 deletions
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5
freqtrade/strategy/interface.py
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@ -329,8 +329,9 @@ class IStrategy(ABC):
(not self.order_types.get('stoploss_on_exchange'))):
selltype = SellType.STOP_LOSS
# If Trailing stop (and max-rate did move above open rate)
if trailing_stop and trade.open_rate != trade.max_rate:
# If initial stoploss is not the same as current one then it is trailing.
if trade.initial_stop_loss != trade.stop_loss:
selltype = SellType.TRAILING_STOP_LOSS
logger.debug(
f"HIT STOP: current price at {current_rate:.6f}, "

32
freqtrade/tests/test_freqtradebot.py
View File

@ -2484,9 +2484,9 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog,
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={
'bid': 0.00000102,
'ask': 0.00000103,
'last': 0.00000102
'bid': 0.00001099,
'ask': 0.00001099,
'last': 0.00001099
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
@ -2498,15 +2498,33 @@ def test_trailing_stop_loss(default_conf, limit_buy_order, fee, markets, caplog,
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
trade.max_rate = trade.open_rate * 1.003
assert freqtrade.handle_trade(trade) is False
# Raise ticker above buy price
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(return_value={
'bid': 0.00001099 * 1.5,
'ask': 0.00001099 * 1.5,
'last': 0.00001099 * 1.5
}))
# Stoploss should be adjusted
assert freqtrade.handle_trade(trade) is False
# Price fell
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(return_value={
'bid': 0.00001099 * 1.1,
'ask': 0.00001099 * 1.1,
'last': 0.00001099 * 1.1
}))
caplog.set_level(logging.DEBUG)
# Sell as trailing-stop is reached
assert freqtrade.handle_trade(trade) is True
assert log_has(
f'HIT STOP: current price at 0.000001, stop loss is {trade.stop_loss:.6f}, '
f'HIT STOP: current price at 0.000012, stop loss is 0.000015, '
f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value