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added stop loss, extra verbose logging for now, will be changed once the algorithm is prooven

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Gert Wohlgemuth 2018-05-10 20:56:16 -07:00
parent 250e84a42a
commit d928be505f
2 changed files with 33 additions and 4 deletions
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9
freqtrade/analyze.py
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@ -202,6 +202,15 @@ class Analyze(object):
# evaluate if the stoploss was hit # evaluate if the stoploss was hit
if self.strategy.stoploss is not None and trade.stop_loss >= current_rate: 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.') logger.debug('Stop loss hit.')
return True return True

28
freqtrade/persistence.py
View File

@ -96,6 +96,8 @@ class Trade(_DECL_BASE):
close_date = Column(DateTime) close_date = Column(DateTime)
open_order_id = Column(String) open_order_id = Column(String)
stop_loss = Column(Float, nullable=False, default=0.0) # absolute value of the stop loss 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): def __repr__(self):
return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format( return 'Trade(id={}, pair={}, amount={:.8f}, open_rate={:.8f}, open_since={})'.format(
@ -118,9 +120,20 @@ class Trade(_DECL_BASE):
new_loss = Decimal(current_price * (1 - abs(stoploss))) 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: if self.stop_loss is None:
logger.debug("assigning new stop loss") logger.debug("assigning new stop loss")
self.stop_loss = new_loss # no stop loss assigned yet self.stop_loss = new_loss
self.initial_stop_loss = new_loss
# evaluate if the stop loss needs to be updated
else: else:
if new_loss > self.stop_loss: # stop losses only walk up, never down! if new_loss > self.stop_loss: # stop losses only walk up, never down!
self.stop_loss = new_loss self.stop_loss = new_loss
@ -128,9 +141,16 @@ class Trade(_DECL_BASE):
else: else:
logger.debug("keeping current stop loss") logger.debug("keeping current stop loss")
print("{} - current price {:.6f}, calculated stop loss at: {:.6f} old loss at {:.6f}".format(self.id, current_price, print(
new_loss, "{} - current price {:.6f}, bought at {:.6f} and calculated "
self.stop_loss)) "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: def update(self, order: Dict) -> None:
""" """