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Merge pull request #1902 from freqtrade/fix_tsl_offset_on_reason

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Trailing stoploss sell reason fixed.
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Matthias 2019-06-08 20:21:51 +02:00 committed by GitHub
commit 9967df8f45
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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'))): (not self.order_types.get('stoploss_on_exchange'))):
selltype = SellType.STOP_LOSS 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 selltype = SellType.TRAILING_STOP_LOSS
logger.debug( logger.debug(
f"HIT STOP: current price at {current_rate:.6f}, " 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( mocker.patch.multiple(
'freqtrade.exchange.Exchange', 'freqtrade.exchange.Exchange',
get_ticker=MagicMock(return_value={ get_ticker=MagicMock(return_value={
'bid': 0.00000102, 'bid': 0.00001099,
'ask': 0.00000103, 'ask': 0.00001099,
'last': 0.00000102 'last': 0.00001099
}), }),
buy=MagicMock(return_value={'id': limit_buy_order['id']}), buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee, 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.strategy.min_roi_reached = MagicMock(return_value=False)
freqtrade.create_trade() freqtrade.create_trade()
trade = Trade.query.first() trade = Trade.query.first()
trade.update(limit_buy_order) assert freqtrade.handle_trade(trade) is False
trade.max_rate = trade.open_rate * 1.003
# 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) caplog.set_level(logging.DEBUG)
# Sell as trailing-stop is reached # Sell as trailing-stop is reached
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert log_has( 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) 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 assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value