[SQUASH] Update stoploss_from_absolute to behave more like stoploss_from_open and add a test for it.

freqtrade/strategy/strategy_helper.py

@@ -97,8 +97,22 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
     """
     Given current price and desired stop price, return a stop loss value that is relative to current
     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 stop_rate: Stop loss price.
     :param current_rate: Current asset price.
     :return: Positive stop loss value relative to current price
     """
-    return 1 - (stop_rate / current_rate)
+
+    # formula is undefined for current_rate 0, return maximum value
+    if current_rate == 0:
+        return 1
+
+    stoploss = 1 - (stop_rate / current_rate)
+
+    # negative stoploss values indicate the requested stop price is higher than the current price
+    return max(stoploss, 0.0)

tests/strategy/test_strategy_helpers.py

@@ -5,7 +5,8 @@ import pandas as pd
 import pytest
 
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.strategy import merge_informative_pair, stoploss_from_open, timeframe_to_minutes
+from freqtrade.strategy import (merge_informative_pair, stoploss_from_open, timeframe_to_minutes,
+                                stoploss_from_absolute)
 
 
 def generate_test_data(timeframe: str, size: int):
@@ -135,6 +136,14 @@ def test_stoploss_from_open():
                         assert isclose(stop_price, expected_stop_price, rel_tol=0.00001)
 
 
+def test_stoploss_from_absolute():
+    assert stoploss_from_absolute(90, 100) == 1 - (90 / 100)
+    assert stoploss_from_absolute(100, 100) == 0
+    assert stoploss_from_absolute(110, 100) == 0
+    assert stoploss_from_absolute(100, 0) == 1
+    assert stoploss_from_absolute(0, 100) == 1
+
+
 def test_informative_decorator(mocker, default_conf):
     test_data_5m = generate_test_data('5m', 40)
     test_data_30m = generate_test_data('30m', 40)