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complete stoploss_from_open and associated test

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Brook Miles
2021-03-17 22:44:10 +09:00
parent aee2591490
commit ce1ed76269
3 changed files with 51 additions and 6 deletions
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3
freqtrade/strategy/__init__.py
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@@ -2,5 +2,4 @@
from freqtrade.exchange import (timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
timeframe_to_prev_date, timeframe_to_seconds)
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy.strategy_helper import merge_informative_pair
from freqtrade.strategy.strategy_helper import stoploss_from_open
from freqtrade.strategy.strategy_helper import merge_informative_pair, stoploss_from_open

15
freqtrade/strategy/strategy_helper.py
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@@ -65,12 +65,21 @@ def stoploss_from_open(open_relative_stop: float, current_profit: float) -> floa
return a stop loss value that is relative to the current price, and which can be
returned from `custom_stoploss`.
:param open_relative_stop: Desired stop loss value relative to open price
The requested stop can be positive for a stop above the open price, or negative for
a stop below the open price. The return value is always >= 0.
Returns 0 if the resulting stop price would be above the current price.
:param open_relative_stop: Desired stop loss percentage relative to open price
:param current_profit: The current profit percentage
:return: Stop loss value relative to current price
:return: Positive stop loss value relative to current price
"""
# formula is undefined for current_profit -1, return maximum value
if current_profit == -1:
return 1
return 1-((1+open_relative_stop)/(1+current_profit))
stoploss = 1-((1+open_relative_stop)/(1+current_profit))
# negative stoploss values indicate the requested stop price is higher than the current price
return max(stoploss, 0.0)