Merge pull request #1709 from mishaker/sl_pct

Adding stoploss percentage to DB

freqtrade/persistence.py

@@ -83,7 +83,7 @@ def check_migrate(engine) -> None:
         logger.debug(f'trying {table_back_name}')
 
     # Check for latest column
-    if not has_column(cols, 'min_rate'):
+    if not has_column(cols, 'stop_loss_pct'):
         logger.info(f'Running database migration - backup available as {table_back_name}')
 
         fee_open = get_column_def(cols, 'fee_open', 'fee')
@@ -91,7 +91,9 @@ def check_migrate(engine) -> None:
         open_rate_requested = get_column_def(cols, 'open_rate_requested', 'null')
         close_rate_requested = get_column_def(cols, 'close_rate_requested', 'null')
         stop_loss = get_column_def(cols, 'stop_loss', '0.0')
+        stop_loss_pct = get_column_def(cols, 'stop_loss_pct', 'null')
         initial_stop_loss = get_column_def(cols, 'initial_stop_loss', '0.0')
+        initial_stop_loss_pct = get_column_def(cols, 'initial_stop_loss_pct', 'null')
         stoploss_order_id = get_column_def(cols, 'stoploss_order_id', 'null')
         stoploss_last_update = get_column_def(cols, 'stoploss_last_update', 'null')
         max_rate = get_column_def(cols, 'max_rate', '0.0')
@@ -113,7 +115,8 @@ def check_migrate(engine) -> None:
                 (id, exchange, pair, is_open, fee_open, fee_close, open_rate,
                 open_rate_requested, close_rate, close_rate_requested, close_profit,
                 stake_amount, amount, open_date, close_date, open_order_id,
-                stop_loss, initial_stop_loss, stoploss_order_id, stoploss_last_update,
+                stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct,
+                stoploss_order_id, stoploss_last_update,
                 max_rate, min_rate, sell_reason, strategy,
                 ticker_interval
                 )
@@ -129,7 +132,9 @@ def check_migrate(engine) -> None:
                 open_rate, {open_rate_requested} open_rate_requested, close_rate,
                 {close_rate_requested} close_rate_requested, close_profit,
                 stake_amount, amount, open_date, close_date, open_order_id,
-                {stop_loss} stop_loss, {initial_stop_loss} initial_stop_loss,
+                {stop_loss} stop_loss, {stop_loss_pct} stop_loss_pct,
+                {initial_stop_loss} initial_stop_loss,
+                {initial_stop_loss_pct} initial_stop_loss_pct,
                 {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update,
                 {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason,
                 {strategy} strategy, {ticker_interval} ticker_interval
@@ -184,8 +189,12 @@ class Trade(_DECL_BASE):
     open_order_id = Column(String)
     # absolute value of the stop loss
     stop_loss = Column(Float, nullable=True, default=0.0)
+    # percentage value of the stop loss
+    stop_loss_pct = Column(Float, nullable=True)
     # absolute value of the initial stop loss
     initial_stop_loss = Column(Float, nullable=True, default=0.0)
+    # percentage value of the initial stop loss
+    initial_stop_loss_pct = Column(Float, nullable=True)
     # stoploss order id which is on exchange
     stoploss_order_id = Column(String, nullable=True, index=True)
     # last update time of the stoploss order on exchange
@@ -231,13 +240,16 @@ class Trade(_DECL_BASE):
         if not self.stop_loss:
             logger.debug("assigning new stop loss")
             self.stop_loss = new_loss
+            self.stop_loss_pct = -1 * abs(stoploss)
             self.initial_stop_loss = new_loss
+            self.initial_stop_loss_pct = -1 * abs(stoploss)
             self.stoploss_last_update = datetime.utcnow()
 
         # evaluate if the stop loss needs to be updated
         else:
             if new_loss > self.stop_loss:  # stop losses only walk up, never down!
                 self.stop_loss = new_loss
+                self.stop_loss_pct = -1 * abs(stoploss)
                 self.stoploss_last_update = datetime.utcnow()
                 logger.debug("adjusted stop loss")
             else:

freqtrade/tests/test_persistence.py

@@ -599,32 +599,42 @@ def test_adjust_stop_loss(fee):
 
     trade.adjust_stop_loss(trade.open_rate, 0.05, True)
     assert trade.stop_loss == 0.95
+    assert trade.stop_loss_pct == -0.05
     assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
 
     # Get percent of profit with a lower rate
     trade.adjust_stop_loss(0.96, 0.05)
     assert trade.stop_loss == 0.95
+    assert trade.stop_loss_pct == -0.05
     assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
 
     # Get percent of profit with a custom rate (Higher than open rate)
     trade.adjust_stop_loss(1.3, -0.1)
     assert round(trade.stop_loss, 8) == 1.17
+    assert trade.stop_loss_pct == -0.1
     assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
 
     # current rate lower again ... should not change
     trade.adjust_stop_loss(1.2, 0.1)
     assert round(trade.stop_loss, 8) == 1.17
     assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
 
     # current rate higher... should raise stoploss
     trade.adjust_stop_loss(1.4, 0.1)
     assert round(trade.stop_loss, 8) == 1.26
     assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
 
     #  Initial is true but stop_loss set - so doesn't do anything
     trade.adjust_stop_loss(1.7, 0.1, True)
     assert round(trade.stop_loss, 8) == 1.26
     assert trade.initial_stop_loss == 0.95
+    assert trade.initial_stop_loss_pct == -0.05
+    assert trade.stop_loss_pct == -0.1
 
 
 def test_adjust_min_max_rates(fee):