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Add stoploss offset

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Matthias
2018-07-16 21:23:35 +02:00
parent 64f933477d
commit c0a7725c1f
3 changed files with 73 additions and 4 deletions
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66
freqtrade/tests/test_freqtradebot.py
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@@ -1805,7 +1805,71 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, caplog,
}))
# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.01 since we have profit 0.26662643',
assert log_has(f'using positive stop loss mode: 0.01 with offset 0 '
f'since we have profit 0.2666%',
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000138501
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(return_value={
'bid': buy_price + 0.000002,
'ask': buy_price + 0.000002,
'last': buy_price + 0.000002
}))
# Lower price again (but still positive)
assert freqtrade.handle_trade(trade) is True
assert log_has(
f'HIT STOP: current price at {buy_price + 0.000002:.6f}, '
f'stop loss is {trade.stop_loss:.6f}, '
f'initial stop loss was at 0.000010, trade opened at 0.000011', caplog.record_tuples)
def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee, caplog, mocker) -> None:
"""
Test sell_profit_only feature when enabled and we have a loss
"""
buy_price = limit_buy_order['price']
patch_get_signal(mocker)
patch_RPCManager(mocker)
patch_coinmarketcap(mocker)
mocker.patch('freqtrade.freqtradebot.Analyze.min_roi_reached', return_value=False)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': buy_price - 0.000001,
'ask': buy_price - 0.000001,
'last': buy_price - 0.000001
}),
buy=MagicMock(return_value={'id': limit_buy_order['id']}),
get_fee=fee,
)
conf = deepcopy(default_conf)
conf['trailing_stop'] = True
conf['trailing_stop_positive'] = 0.01
conf['trailing_stop_positive_offset'] = 0.011
freqtrade = FreqtradeBot(conf)
freqtrade.create_trade()
trade = Trade.query.first()
trade.update(limit_buy_order)
caplog.set_level(logging.DEBUG)
# stop-loss not reached
assert freqtrade.handle_trade(trade) is False
# Raise ticker above buy price
mocker.patch('freqtrade.exchange.Exchange.get_ticker',
MagicMock(return_value={
'bid': buy_price + 0.000003,
'ask': buy_price + 0.000003,
'last': buy_price + 0.000003
}))
# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.01 with offset 0.011 '
f'since we have profit 0.2666%',
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000138501