[SQUASH] Update stoploss_from_absolute to behave more like stoploss_from_open and add a test for it.
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@@ -97,8 +97,22 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
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"""
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Given current price and desired stop price, return a stop loss value that is relative to current
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price.
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The requested stop can be positive for a stop above the open price, or negative for
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a stop below the open price. The return value is always >= 0.
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Returns 0 if the resulting stop price would be above the current price.
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:param stop_rate: Stop loss price.
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:param current_rate: Current asset price.
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:return: Positive stop loss value relative to current price
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"""
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return 1 - (stop_rate / current_rate)
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# formula is undefined for current_rate 0, return maximum value
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if current_rate == 0:
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return 1
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stoploss = 1 - (stop_rate / current_rate)
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# negative stoploss values indicate the requested stop price is higher than the current price
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return max(stoploss, 0.0)
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