Rename method to custom_stoploss

This commit is contained in:
Matthias 2020-12-20 11:17:50 +01:00
parent 277342f167
commit 9d5961e224
5 changed files with 23 additions and 22 deletions

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@ -23,7 +23,7 @@ E.g. `current_profit = 0.05` (5% profit) - stoploss returns `0.02` - then you "l
``` python ``` python
use_custom_stoploss = True use_custom_stoploss = True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float: current_profit: float, **kwargs) -> float:
# TODO: Add full docstring here # TODO: Add full docstring here
return 0.04 return 0.04
@ -47,7 +47,7 @@ Use the initial stoploss for the first 60 minutes, after this change to 10% trai
``` python ``` python
use_custom_stoploss = True use_custom_stoploss = True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float: current_profit: float, **kwargs) -> float:
# TODO: Add full docstring here # TODO: Add full docstring here
@ -67,7 +67,7 @@ In this example, we'll trail the highest price with 10% trailing stoploss for `E
``` python ``` python
use_custom_stoploss = True use_custom_stoploss = True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float: current_profit: float, **kwargs) -> float:
# TODO: Add full docstring here # TODO: Add full docstring here
@ -90,7 +90,7 @@ The below example sets absolute profit levels based on the current profit.
``` python ``` python
use_custom_stoploss = True use_custom_stoploss = True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float: current_profit: float, **kwargs) -> float:
# TODO: Add full docstring here # TODO: Add full docstring here

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@ -255,7 +255,7 @@ class IStrategy(ABC):
""" """
return True return True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float: current_profit: float, **kwargs) -> float:
""" """
Custom stoploss logic, returning the new distance relative to current_rate (as ratio). Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
@ -555,7 +555,7 @@ class IStrategy(ABC):
trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True) trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
if self.use_custom_stoploss: if self.use_custom_stoploss:
stop_loss_value = strategy_safe_wrapper(self.stoploss_value, default_retval=None stop_loss_value = strategy_safe_wrapper(self.custom_stoploss, default_retval=None
)(pair=trade.pair, trade=trade, )(pair=trade.pair, trade=trade,
current_time=current_time, current_time=current_time,
current_rate=current_rate, current_rate=current_rate,

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@ -14,7 +14,7 @@ def bot_loop_start(self, **kwargs) -> None:
use_custom_stoploss = True use_custom_stoploss = True
def stoploss_value(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs) -> float: current_profit: float, **kwargs) -> float:
""" """
Custom stoploss logic, returning the new distance relative to current_rate (as ratio). Custom stoploss logic, returning the new distance relative to current_rate (as ratio).

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@ -1,7 +1,9 @@
from datetime import datetime from datetime import datetime
from freqtrade.persistence.models import Trade
from pandas import DataFrame from pandas import DataFrame
from freqtrade.persistence.models import Trade
from .strats.default_strategy import DefaultStrategy from .strats.default_strategy import DefaultStrategy
@ -38,5 +40,5 @@ def test_default_strategy(result, fee):
assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1, assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc', sell_reason='roi') is True rate=20000, time_in_force='gtc', sell_reason='roi') is True
assert strategy.stoploss_value(pair='ETH/BTC', trade=trade, current_time=datetime.now(), assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
current_rate=20_000, current_profit=0.05) == strategy.stoploss current_rate=20_000, current_profit=0.05) == strategy.stoploss

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@ -1,5 +1,4 @@
# pragma pylint: disable=missing-docstring, C0103 # pragma pylint: disable=missing-docstring, C0103
from freqtrade.strategy.interface import SellCheckTuple, SellType
import logging import logging
from datetime import datetime, timedelta, timezone from datetime import datetime, timedelta, timezone
from unittest.mock import MagicMock from unittest.mock import MagicMock
@ -11,9 +10,10 @@ from pandas import DataFrame
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data from freqtrade.data.history import load_data
from freqtrade.exceptions import OperationalException, StrategyError from freqtrade.exceptions import StrategyError
from freqtrade.persistence import PairLocks, Trade from freqtrade.persistence import PairLocks, Trade
from freqtrade.resolvers import StrategyResolver from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy.interface import SellCheckTuple, SellType
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from tests.conftest import log_has, log_has_re from tests.conftest import log_has, log_has_re
@ -329,9 +329,9 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
strategy.trailing_stop = trailing strategy.trailing_stop = trailing
strategy.trailing_stop_positive = -0.05 strategy.trailing_stop_positive = -0.05
strategy.use_custom_stoploss = custom strategy.use_custom_stoploss = custom
original_stopvalue = strategy.stoploss_value original_stopvalue = strategy.custom_stoploss
if custom_stop: if custom_stop:
strategy.stoploss_value = custom_stop strategy.custom_stoploss = custom_stop
now = arrow.utcnow().datetime now = arrow.utcnow().datetime
sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit), trade=trade, sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit), trade=trade,
@ -355,8 +355,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
assert sl_flag.sell_flag is True assert sl_flag.sell_flag is True
assert round(trade.stop_loss, 2) == adjusted2 assert round(trade.stop_loss, 2) == adjusted2
strategy.stoploss_value = original_stopvalue strategy.custom_stoploss = original_stopvalue
def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None: def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None: