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Fix missleading variable naming

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Matthias 2022-03-16 21:31:34 +01:00
parent 20f02eb773
commit 9b2ec5e653
2 changed files with 9 additions and 7 deletions
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12
freqtrade/strategy/interface.py
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@ -961,9 +961,9 @@ class IStrategy(ABC, HyperStrategyMixin):
else: else:
logger.warning("CustomStoploss function did not return valid stoploss") logger.warning("CustomStoploss function did not return valid stoploss")
sl_lower_long = (trade.stop_loss < (low or current_rate) and not trade.is_short) sl_lower_short = (trade.stop_loss < (low or current_rate) and not trade.is_short)
sl_higher_short = (trade.stop_loss > (high or current_rate) and trade.is_short) sl_higher_long = (trade.stop_loss > (high or current_rate) and trade.is_short)
if self.trailing_stop and (sl_lower_long or sl_higher_short): if self.trailing_stop and (sl_lower_short or sl_higher_long):
# trailing stoploss handling # trailing stoploss handling
sl_offset = self.trailing_stop_positive_offset sl_offset = self.trailing_stop_positive_offset
@ -981,12 +981,12 @@ class IStrategy(ABC, HyperStrategyMixin):
trade.adjust_stop_loss(bound or current_rate, stop_loss_value) trade.adjust_stop_loss(bound or current_rate, stop_loss_value)
sl_higher_short = (trade.stop_loss >= (low or current_rate) and not trade.is_short) sl_higher_long = (trade.stop_loss >= (low or current_rate) and not trade.is_short)
sl_lower_long = ((trade.stop_loss <= (high or current_rate) and trade.is_short)) sl_lower_short = (trade.stop_loss <= (high or current_rate) and trade.is_short)
# evaluate if the stoploss was hit if stoploss is not on exchange # evaluate if the stoploss was hit if stoploss is not on exchange
# in Dry-Run, this handles stoploss logic as well, as the logic will not be different to # in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
# regular stoploss handling. # regular stoploss handling.
if ((sl_higher_short or sl_lower_long) and if ((sl_higher_long or sl_lower_short) and
(not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])): (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
sell_type = SellType.STOP_LOSS sell_type = SellType.STOP_LOSS

4
tests/optimize/test_backtest_detail.py
View File

@ -520,7 +520,9 @@ tc28s = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03, trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)] trades=[
BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
]
) )
# Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using # Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using