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Experiment with custom stoploss interface

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This commit is contained in:
Matthias 2020-12-12 07:06:16 +01:00
parent 8f6aefb591
commit a414b57d54
1 changed files with 18 additions and 4 deletions
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22
freqtrade/strategy/interface.py
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@ -89,6 +89,7 @@ class IStrategy(ABC):
trailing_stop_positive: Optional[float] = None
trailing_stop_positive_offset: float = 0.0
trailing_only_offset_is_reached = False
custom_stoploss: bool = False
# associated timeframe
ticker_interval: str # DEPRECATED
@ -254,21 +255,22 @@ class IStrategy(ABC):
"""
return True
def stoploss_value(self, pair: str, trade: Trade, rate: float, **kwargs) -> float:
def stoploss_value(self, pair: str, trade: Trade, current_rate: float, current_profit: float,
**kwargs) -> float:
"""
Define custom stoploss logic
The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns the initial stoploss value
:param pair: Pair that's about to be sold.
:param trade: trade object.
:param rate: Rate that's going to be used when using limit orders
:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New stoploss value, relative to the open price
:return float: New stoploss value, relative to the currentrate
"""
return self.stoploss
@ -549,6 +551,18 @@ class IStrategy(ABC):
# Initiate stoploss with open_rate. Does nothing if stoploss is already set.
trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
if self.custom_stoploss:
stop_loss_value = strategy_safe_wrapper(self.stoploss_value, default_retval=None
)(pair=trade.pair, trade=trade,
current_rate=current_rate,
current_profit=current_profit)
# Sanity check - error cases will return None
if stop_loss_value:
# logger.info(f"{trade.pair} {stop_loss_value=} {current_profit=}")
trade.adjust_stop_loss(current_rate, stop_loss_value)
else:
logger.warning("CustomStoploss function did not return valid stoploss")
if self.trailing_stop:
# trailing stoploss handling
sl_offset = self.trailing_stop_positive_offset