Properly preserve trade's low during backtesting

freqtrade/persistence/models.py

@@ -354,12 +354,12 @@ class LocalTrade():
         LocalTrade.trades_open = []
         LocalTrade.total_profit = 0
 
-    def adjust_min_max_rates(self, current_price: float) -> None:
+    def adjust_min_max_rates(self, current_price: float, current_price_low: float) -> None:
         """
         Adjust the max_rate and min_rate.
         """
         self.max_rate = max(current_price, self.max_rate or self.open_rate)
-        self.min_rate = min(current_price, self.min_rate or self.open_rate)
+        self.min_rate = min(current_price_low, self.min_rate or self.open_rate)
 
     def _set_new_stoploss(self, new_loss: float, stoploss: float):
         """Assign new stop value"""

freqtrade/strategy/interface.py

@@ -568,7 +568,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         current_rate = rate
         current_profit = trade.calc_profit_ratio(current_rate)
 
-        trade.adjust_min_max_rates(high or current_rate)
+        trade.adjust_min_max_rates(high or current_rate, low or current_rate)
 
         stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
                                               current_time=date, current_profit=current_profit,

tests/optimize/test_backtesting.py

@@ -584,7 +584,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'initial_stop_loss_ratio': [-0.1, -0.1],
          'stop_loss_abs': [0.0940005, 0.09272236],
          'stop_loss_ratio': [-0.1, -0.1],
-         'min_rate': [0.1038, 0.10302485],
+         'min_rate': [0.10370188, 0.10300000000000001],
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
          'buy_tag': [None, None],

tests/strategy/test_interface.py

@@ -398,7 +398,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
         exchange='binance',
         open_rate=1,
     )
-    trade.adjust_min_max_rates(trade.open_rate)
+    trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
     strategy.trailing_stop = trailing
     strategy.trailing_stop_positive = -0.05
     strategy.use_custom_stoploss = custom

tests/test_persistence.py

@@ -799,25 +799,30 @@ def test_adjust_min_max_rates(fee):
         open_rate=1,
     )
 
-    trade.adjust_min_max_rates(trade.open_rate)
+    trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
     assert trade.max_rate == 1
     assert trade.min_rate == 1
 
     # check min adjusted, max remained
-    trade.adjust_min_max_rates(0.96)
+    trade.adjust_min_max_rates(0.96, 0.96)
     assert trade.max_rate == 1
     assert trade.min_rate == 0.96
 
     # check max adjusted, min remains
-    trade.adjust_min_max_rates(1.05)
+    trade.adjust_min_max_rates(1.05, 1.05)
     assert trade.max_rate == 1.05
     assert trade.min_rate == 0.96
 
     # current rate "in the middle" - no adjustment
-    trade.adjust_min_max_rates(1.03)
+    trade.adjust_min_max_rates(1.03, 1.03)
     assert trade.max_rate == 1.05
     assert trade.min_rate == 0.96
 
+    # current rate "in the middle" - no adjustment
+    trade.adjust_min_max_rates(1.10, 0.91)
+    assert trade.max_rate == 1.10
+    assert trade.min_rate == 0.91
+
 
 @pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize('use_db', [True, False])