diff --git a/freqtrade/analyze.py b/freqtrade/analyze.py index dcb5376ce..535e5c310 100644 --- a/freqtrade/analyze.py +++ b/freqtrade/analyze.py @@ -14,7 +14,6 @@ from freqtrade.exchange import get_ticker_history from freqtrade.persistence import Trade from freqtrade.strategy.resolver import StrategyResolver - logger = logging.getLogger(__name__) @@ -31,6 +30,7 @@ class Analyze(object): Analyze class contains everything the bot need to determine if the situation is good for buying or selling. """ + def __init__(self, config: dict) -> None: """ Init Analyze @@ -195,10 +195,29 @@ class Analyze(object): :return True if bot should sell at current rate """ current_profit = trade.calc_profit_percent(current_rate) - if self.strategy.stoploss is not None and current_profit < self.strategy.stoploss: + + if trade.stop_loss is None: + # initially adjust the stop loss to the base value + trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss) + + # evaluate if the stoploss was hit + if self.strategy.stoploss is not None and trade.stop_loss >= current_rate: + + # just for debugging + if 'trailing_stop' in self.config and self.config['trailing_stop']: + print( + "HIT STOP: current price at {:.6f}, stop loss is {:.6f}, " + "initial stop loss was at {:.6f}, trade opened at {:.6f}".format( + current_rate, trade.stop_loss, trade.initial_stop_loss, trade.open_rate)) + print("trailing stop saved us: {:.6f}".format(trade.stop_loss - trade.initial_stop_loss)) + logger.debug('Stop loss hit.') return True + # update the stop loss afterwards, after all by definition it's supposed to be hanging + if 'trailing_stop' in self.config and self.config['trailing_stop']: + trade.adjust_stop_loss(current_rate, self.strategy.stoploss) + # Check if time matches and current rate is above threshold time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60 for duration, threshold in self.strategy.minimal_roi.items(): diff --git a/freqtrade/persistence.py b/freqtrade/persistence.py index ed81ad2ec..192052627 100644 --- a/freqtrade/persistence.py +++ b/freqtrade/persistence.py @@ -95,6 +95,9 @@ class Trade(_DECL_BASE): open_date = Column(DateTime, nullable=False, default=datetime.utcnow) close_date = Column(DateTime) open_order_id = Column(String) + stop_loss = Column(Float, nullable=False, default=0.0) # absolute value of the stop loss + initial_stop_loss = Column(Float, nullable=False, default=0.0) # absolute value of the initial stop loss + max_rate = Column(Float, nullable=False, default=0.0) # absolute value of the highest reached price def __repr__(self): return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format( @@ -105,6 +108,50 @@ class Trade(_DECL_BASE): arrow.get(self.open_date).humanize() if self.is_open else 'closed' ) + def adjust_stop_loss(self, current_price, stoploss): + """ + + this adjusts the stop loss to it's most recently observed + setting + :param current_price: + :param stoploss: + :return: + """ + + new_loss = Decimal(current_price * (1 - abs(stoploss))) + + # keeping track of the highest observed rate for this trade + if self.max_rate is None: + self.max_rate = current_price + else: + if current_price > self.max_rate: + self.max_rate = current_price + + # no stop loss assigned yet + if self.stop_loss is None: + logger.debug("assigning new stop loss") + self.stop_loss = new_loss + self.initial_stop_loss = new_loss + + # 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 + logger.debug("adjusted stop loss") + else: + logger.debug("keeping current stop loss") + + print( + "{} - current price {:.6f}, bought at {:.6f} and calculated " + "stop loss is at: {:.6f} initial stop at {:.6f}. trailing stop loss saved us: {:.6f} " + "and max observed rate was {:.6f}".format( + self.pair, current_price, self.open_rate, + self.initial_stop_loss, + self.stop_loss, self.stop_loss - self.initial_stop_loss, + self.max_rate + + )) + def update(self, order: Dict) -> None: """ Updates this entity with amount and actual open/close rates.