conflict resolved0

config_full.json.example

@@ -36,7 +36,8 @@
     "order_types": {
         "buy": "limit",
         "sell": "limit",
-        "stoploss": "market"
+        "stoploss": "market",
+        "stoploss_on_exchange": "false"
     },
     "exchange": {
         "name": "bittrex",

docs/configuration.md

@@ -39,7 +39,7 @@ The table below will list all configuration parameters.
 | `ask_strategy.use_order_book` | false | No | Allows selling of open traded pair using the rates in Order Book Asks.
 | `ask_strategy.order_book_min` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
 | `ask_strategy.order_book_max` | 0 | No | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
-| `order_types` | None | No | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`).
+| `order_types` | None | No | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`).
 | `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
 | `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode.
 | `exchange.secret` | secret | No | API secret to use for the exchange. Only required when you are in production mode.
@@ -141,17 +141,18 @@ end up paying more then would probably have been necessary.
 
 ### Understand order_types
 
-`order_types` contains a dict mapping order-types to market-types. This allows to buy using limit orders, sell using limit-orders, and create stoploss orders using market.
+`order_types` contains a dict mapping order-types to market-types as well as stoploss on or off exchange type. This allows to buy using limit orders, sell using limit-orders, and create stoploss orders using market. It also allows to set the stoploss "on exchange" which means stoploss order would be placed immediately once the buy order is fulfilled.
 This can be set in the configuration or in the strategy. Configuration overwrites strategy configurations.
 
-If this is configured, all 3 values (`"buy"`, `"sell"` and `"stoploss"`) need to be present, otherwise the bot warn about it and will fail to start.
+If this is configured, all 4 values (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`) need to be present, otherwise the bot warn about it and will fail to start.
 The below is the default which is used if this is not configured in either Strategy or configuration.
 
 ``` json
     "order_types": {
         "buy": "limit",
         "sell": "limit",
-        "stoploss": "market"
+        "stoploss": "market",
+        "stoploss_on_exchange": False
     },
 ```
 

freqtrade/constants.py

@@ -13,7 +13,7 @@ DEFAULT_HYPEROPT = 'DefaultHyperOpts'
 DEFAULT_DB_PROD_URL = 'sqlite:///tradesv3.sqlite'
 DEFAULT_DB_DRYRUN_URL = 'sqlite://'
 UNLIMITED_STAKE_AMOUNT = 'unlimited'
-REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss']
+REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
 ORDERTYPE_POSSIBILITIES = ['limit', 'market']
 
 
@@ -109,9 +109,10 @@ CONF_SCHEMA = {
             'properties': {
                 'buy': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
                 'sell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
-                'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}
+                'stoploss': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
+                'stoploss_on_exchange': {'type': 'boolean'}
             },
-            'required': ['buy', 'sell', 'stoploss']
+            'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']
         },
         'exchange': {'$ref': '#/definitions/exchange'},
         'edge': {'$ref': '#/definitions/edge'},

freqtrade/exchange/__init__.py

@@ -228,6 +228,12 @@ class Exchange(object):
                 raise OperationalException(
                     f'Exchange {self.name} does not support market orders.')
 
+        if order_types.get('stoploss_on_exchange'):
+            if self.name is not 'Binance':
+                raise OperationalException(
+                    'On exchange stoploss is not supported for %s.' % self.name
+                )
+
     def exchange_has(self, endpoint: str) -> bool:
         """
         Checks if exchange implements a specific API endpoint.
@@ -334,6 +340,61 @@ class Exchange(object):
         except ccxt.BaseError as e:
             raise OperationalException(e)
 
+    def stoploss_limit(self, pair: str, amount: float, stop_price: float, rate: float) -> Dict:
+        """
+        creates a stoploss limit order.
+        NOTICE: it is not supported by all exchanges. only binance is tested for now.
+        """
+
+        # Set the precision for amount and price(rate) as accepted by the exchange
+        amount = self.symbol_amount_prec(pair, amount)
+        rate = self.symbol_price_prec(pair, rate)
+        stop_price = self.symbol_price_prec(pair, stop_price)
+
+        # Ensure rate is less than stop price
+        if stop_price <= rate:
+            raise OperationalException(
+                'In stoploss limit order, stop price should be more than limit price')
+
+        if self._conf['dry_run']:
+            order_id = f'dry_run_buy_{randint(0, 10**6)}'
+            self._dry_run_open_orders[order_id] = {
+                'info': {},
+                'id': order_id,
+                'pair': pair,
+                'price': stop_price,
+                'amount': amount,
+                'type': 'stop_loss_limit',
+                'side': 'sell',
+                'remaining': amount,
+                'datetime': arrow.utcnow().isoformat(),
+                'status': 'open',
+                'fee': None
+            }
+            return self._dry_run_open_orders[order_id]
+
+        try:
+            return self._api.create_order(pair, 'stop_loss_limit', 'sell',
+                                          amount, rate, {'stopPrice': stop_price})
+
+        except ccxt.InsufficientFunds as e:
+            raise DependencyException(
+                f'Insufficient funds to place stoploss limit order on market {pair}. '
+                f'Tried to put a stoploss amount {amount} with '
+                f'stop {stop_price} and limit {rate} (total {rate*amount}).'
+                f'Message: {e}')
+        except ccxt.InvalidOrder as e:
+            raise DependencyException(
+                f'Could not place stoploss limit order on market {pair}.'
+                f'Tried to place stoploss amount {amount} with '
+                f'stop {stop_price} and limit {rate} (total {rate*amount}).'
+                f'Message: {e}')
+        except (ccxt.NetworkError, ccxt.ExchangeError) as e:
+            raise TemporaryError(
+                f'Could not place stoploss limit order due to {e.__class__.__name__}. Message: {e}')
+        except ccxt.BaseError as e:
+            raise OperationalException(e)
+
     @retrier
     def get_balance(self, currency: str) -> float:
         if self._conf['dry_run']:

freqtrade/freqtradebot.py

@@ -54,6 +54,7 @@ class FreqtradeBot(object):
         # Init objects
         self.config = config
         self.strategy: IStrategy = StrategyResolver(self.config).strategy
+
         self.rpc: RPCManager = RPCManager(self)
         self.persistence = None
         self.exchange = Exchange(self.config)
@@ -107,7 +108,7 @@ class FreqtradeBot(object):
             })
             logger.info('Changing state to: %s', state.name)
             if state == State.RUNNING:
-                self._startup_messages()
+                self.rpc.startup_messages(self.config)
 
         if state == State.STOPPED:
             time.sleep(1)
@@ -121,38 +122,6 @@ class FreqtradeBot(object):
                            min_secs=min_secs)
         return state
 
-    def _startup_messages(self) -> None:
-        if self.config.get('dry_run', False):
-            self.rpc.send_msg({
-                'type': RPCMessageType.WARNING_NOTIFICATION,
-                'status': 'Dry run is enabled. All trades are simulated.'
-            })
-        stake_currency = self.config['stake_currency']
-        stake_amount = self.config['stake_amount']
-        minimal_roi = self.config['minimal_roi']
-        ticker_interval = self.config['ticker_interval']
-        exchange_name = self.config['exchange']['name']
-        strategy_name = self.config.get('strategy', '')
-        self.rpc.send_msg({
-            'type': RPCMessageType.CUSTOM_NOTIFICATION,
-            'status': f'*Exchange:* `{exchange_name}`\n'
-                      f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
-                      f'*Minimum ROI:* `{minimal_roi}`\n'
-                      f'*Ticker Interval:* `{ticker_interval}`\n'
-                      f'*Strategy:* `{strategy_name}`'
-        })
-        if self.config.get('dynamic_whitelist', False):
-            top_pairs = 'top volume ' + str(self.config.get('dynamic_whitelist', 20))
-            specific_pairs = ''
-        else:
-            top_pairs = 'whitelisted'
-            specific_pairs = '\n' + ', '.join(self.config['exchange'].get('pair_whitelist', ''))
-        self.rpc.send_msg({
-            'type': RPCMessageType.STATUS_NOTIFICATION,
-            'status': f'Searching for {top_pairs} {stake_currency} pairs to buy and sell...'
-                      f'{specific_pairs}'
-        })
-
     def _throttle(self, func: Callable[..., Any], min_secs: float, *args, **kwargs) -> Any:
         """
         Throttles the given callable that it
@@ -487,6 +456,7 @@ class FreqtradeBot(object):
             'stake_currency': stake_currency,
             'fiat_currency': fiat_currency
         })
+
         # Fee is applied twice because we make a LIMIT_BUY and LIMIT_SELL
         fee = self.exchange.get_fee(symbol=pair, taker_or_maker='maker')
         trade = Trade(
@@ -503,6 +473,7 @@ class FreqtradeBot(object):
             strategy=self.strategy.get_strategy_name(),
             ticker_interval=constants.TICKER_INTERVAL_MINUTES[self.config['ticker_interval']]
         )
+
         Trade.session.add(trade)
         Trade.session.flush()
 
@@ -551,6 +522,12 @@ class FreqtradeBot(object):
 
                 trade.update(order)
 
+            if self.strategy.order_types.get('stoploss_on_exchange') and trade.is_open:
+                result = self.handle_stoploss_on_exchange(trade)
+                if result:
+                    self.wallets.update()
+                    return result
+
             if trade.is_open and trade.open_order_id is None:
                 # Check if we can sell our current pair
                 result = self.handle_trade(trade)
@@ -648,13 +625,54 @@ class FreqtradeBot(object):
                     return True
                     break
         else:
-            logger.info('checking sell')
+            logger.debug('checking sell')
             if self.check_sell(trade, sell_rate, buy, sell):
                 return True
 
-        logger.info('Found no sell signals for whitelisted currencies. Trying again..')
+        logger.debug('Found no sell signal for %s.', trade)
         return False
 
+    def handle_stoploss_on_exchange(self, trade: Trade) -> bool:
+        """
+        Check if trade is fulfilled in which case the stoploss
+        on exchange should be added immediately if stoploss on exchnage
+        is enabled.
+        """
+
+        result = False
+
+        # If trade is open and the buy order is fulfilled but there is no stoploss,
+        # then we add a stoploss on exchange
+        if not trade.open_order_id and not trade.stoploss_order_id:
+            if self.edge:
+                stoploss = self.edge.stoploss(pair=trade.pair)
+            else:
+                stoploss = self.strategy.stoploss
+
+            stop_price = trade.open_rate * (1 + stoploss)
+
+            # limit price should be less than stop price.
+            # 0.98 is arbitrary here.
+            limit_price = stop_price * 0.98
+
+            stoploss_order_id = self.exchange.stoploss_limit(
+                pair=trade.pair, amount=trade.amount, stop_price=stop_price, rate=limit_price
+            )['id']
+            trade.stoploss_order_id = str(stoploss_order_id)
+
+        # Or the trade open and there is already a stoploss on exchange.
+        # so we check if it is hit ...
+        elif trade.stoploss_order_id:
+            logger.debug('Handling stoploss on exchange %s ...', trade)
+            order = self.exchange.get_order(trade.stoploss_order_id, trade.pair)
+            if order['status'] == 'closed':
+                trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
+                trade.update(order)
+                result = True
+            else:
+                result = False
+        return result
+
     def check_sell(self, trade: Trade, sell_rate: float, buy: bool, sell: bool) -> bool:
         if self.edge:
             stoploss = self.edge.stoploss(trade.pair)
@@ -780,9 +798,13 @@ class FreqtradeBot(object):
         if sell_reason in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
             sell_type = 'stoploss'
 
-        if self.config.get('dry_run', False) and sell_type == 'stoploss':
+        if self.config.get('dry_run', False) and sell_type == 'stoploss' and self.strategy.order_types['stoploss_on_exchange']:
             limit = trade.stop_loss
 
+        # First cancelling stoploss on exchange ...
+        if self.strategy.order_types.get('stoploss_on_exchange') and trade.stoploss_order_id:
+            self.exchange.cancel_order(trade.stoploss_order_id, trade.pair)
+
         # Execute sell and update trade record
         order_id = self.exchange.sell(pair=str(trade.pair),
                                       ordertype=self.strategy.order_types[sell_type],

freqtrade/optimize/backtesting.py

@@ -66,6 +66,7 @@ class Backtesting(object):
         if self.config.get('strategy_list', None):
             # Force one interval
             self.ticker_interval = str(self.config.get('ticker_interval'))
+            self.ticker_interval_mins = constants.TICKER_INTERVAL_MINUTES[self.ticker_interval]
             for strat in list(self.config['strategy_list']):
                 stratconf = deepcopy(self.config)
                 stratconf['strategy'] = strat
@@ -86,6 +87,8 @@ class Backtesting(object):
         """
         self.strategy = strategy
         self.ticker_interval = self.config.get('ticker_interval')
+        self.ticker_interval_mins = constants.TICKER_INTERVAL_MINUTES[self.ticker_interval]
+        self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe
         self.advise_buy = strategy.advise_buy
         self.advise_sell = strategy.advise_sell
 
@@ -280,8 +283,13 @@ class Backtesting(object):
         processed = args['processed']
         max_open_trades = args.get('max_open_trades', 0)
         position_stacking = args.get('position_stacking', False)
+        start_date = args['start_date']
+        end_date = args['end_date']
         trades = []
         trade_count_lock: Dict = {}
+        ticker: Dict = {}
+        pairs = []
+        # Create ticker dict
         for pair, pair_data in processed.items():
             pair_data['buy'], pair_data['sell'] = 0, 0  # cleanup from previous run
 
@@ -296,15 +304,28 @@ class Backtesting(object):
 
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
-            ticker = [x for x in ticker_data.itertuples()]
+            ticker[pair] = [x for x in ticker_data.itertuples()]
+            pairs.append(pair)
+
+        lock_pair_until: Dict = {}
+        tmp = start_date + timedelta(minutes=self.ticker_interval_mins)
+        index = 0
+        # Loop timerange and test per pair
+        while tmp < end_date:
+            # print(f"time: {tmp}")
+            for i, pair in enumerate(ticker):
+                try:
+                    row = ticker[pair][index]
+                except IndexError:
+                    # missing Data for one pair ...
+                    # Warnings for this are shown by `validate_backtest_data`
+                    continue
 
-            lock_pair_until = None
-            for index, row in enumerate(ticker):
                 if row.buy == 0 or row.sell == 1:
                     continue  # skip rows where no buy signal or that would immediately sell off
 
                 if not position_stacking:
-                    if lock_pair_until is not None and row.date <= lock_pair_until:
+                    if pair in lock_pair_until and row.date <= lock_pair_until[pair]:
                         continue
                 if max_open_trades > 0:
                     # Check if max_open_trades has already been reached for the given date
@@ -313,17 +334,19 @@ class Backtesting(object):
 
                     trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1
 
-                trade_entry = self._get_sell_trade_entry(pair, row, ticker[index + 1:],
+                trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][index + 1:],
                                                          trade_count_lock, args)
 
                 if trade_entry:
-                    lock_pair_until = trade_entry.close_time
+                    lock_pair_until[pair] = trade_entry.close_time
                     trades.append(trade_entry)
                 else:
                     # Set lock_pair_until to end of testing period if trade could not be closed
                     # This happens only if the buy-signal was with the last candle
-                    lock_pair_until = ticker_data.iloc[-1].date
+                    lock_pair_until[pair] = end_date
 
+            tmp += timedelta(minutes=self.ticker_interval_mins)
+            index += 1
         return DataFrame.from_records(trades, columns=BacktestResult._fields)
 
     def start(self) -> None:
@@ -390,6 +413,8 @@ class Backtesting(object):
                     'processed': preprocessed,
                     'max_open_trades': max_open_trades,
                     'position_stacking': self.config.get('position_stacking', False),
+                    'start_date': min_date,
+                    'end_date': max_date,
                 }
             )
 

freqtrade/optimize/hyperopt.py

@@ -20,7 +20,7 @@ from skopt.space import Dimension
 
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
-from freqtrade.optimize import load_data
+from freqtrade.optimize import load_data, get_timeframe
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.resolvers import HyperOptResolver
 
@@ -167,11 +167,14 @@ class Hyperopt(Backtesting):
             self.strategy.stoploss = params['stoploss']
 
         processed = load(TICKERDATA_PICKLE)
+        min_date, max_date = get_timeframe(processed)
         results = self.backtest(
             {
                 'stake_amount': self.config['stake_amount'],
                 'processed': processed,
                 'position_stacking': self.config.get('position_stacking', True),
+                'start_date': min_date,
+                'end_date': max_date,
             }
         )
         result_explanation = self.format_results(results)

freqtrade/persistence.py

@@ -82,7 +82,7 @@ def check_migrate(engine) -> None:
         logger.debug(f'trying {table_back_name}')
 
     # Check for latest column
-    if not has_column(cols, 'ticker_interval'):
+    if not has_column(cols, 'stoploss_order_id'):
         logger.info(f'Running database migration - backup available as {table_back_name}')
 
         fee_open = get_column_def(cols, 'fee_open', 'fee')
@@ -91,6 +91,7 @@ def check_migrate(engine) -> None:
         close_rate_requested = get_column_def(cols, 'close_rate_requested', 'null')
         stop_loss = get_column_def(cols, 'stop_loss', '0.0')
         initial_stop_loss = get_column_def(cols, 'initial_stop_loss', '0.0')
+        stoploss_order_id = get_column_def(cols, 'stoploss_order_id', 'null')
         max_rate = get_column_def(cols, 'max_rate', '0.0')
         sell_reason = get_column_def(cols, 'sell_reason', 'null')
         strategy = get_column_def(cols, 'strategy', 'null')
@@ -106,7 +107,7 @@ def check_migrate(engine) -> None:
                 (id, exchange, pair, is_open, fee_open, fee_close, open_rate,
                 open_rate_requested, close_rate, close_rate_requested, close_profit,
                 stake_amount, amount, open_date, close_date, open_order_id,
-                stop_loss, initial_stop_loss, max_rate, sell_reason, strategy,
+                stop_loss, initial_stop_loss, stoploss_order_id, max_rate, sell_reason, strategy,
                 ticker_interval
                 )
             select id, lower(exchange),
@@ -122,7 +123,8 @@ def check_migrate(engine) -> None:
                 {close_rate_requested} close_rate_requested, close_profit,
                 stake_amount, amount, open_date, close_date, open_order_id,
                 {stop_loss} stop_loss, {initial_stop_loss} initial_stop_loss,
-                {max_rate} max_rate, {sell_reason} sell_reason, {strategy} strategy,
+                {stoploss_order_id} stoploss_order_id, {max_rate} max_rate,
+                {sell_reason} sell_reason, {strategy} strategy,
                 {ticker_interval} ticker_interval
                 from {table_back_name}
              """)
@@ -177,6 +179,8 @@ class Trade(_DECL_BASE):
     stop_loss = Column(Float, nullable=True, default=0.0)
     # absolute value of the initial stop loss
     initial_stop_loss = Column(Float, nullable=True, default=0.0)
+    # stoploss order id which is on exchange
+    stoploss_order_id = Column(String, nullable=True, index=True)
     # absolute value of the highest reached price
     max_rate = Column(Float, nullable=True, default=0.0)
     sell_reason = Column(String, nullable=True)
@@ -249,6 +253,10 @@ class Trade(_DECL_BASE):
             self.open_order_id = None
         elif order_type == 'limit' and order['side'] == 'sell':
             self.close(order['price'])
+        elif order_type == 'stop_loss_limit':
+            self.stoploss_order_id = None
+            logger.info('STOP_LOSS_LIMIT is hit for %s.', self)
+            self.close(order['average'])
         else:
             raise ValueError(f'Unknown order type: {order_type}')
         cleanup()

freqtrade/rpc/rpc_manager.py

@@ -4,7 +4,7 @@ This module contains class to manage RPC communications (Telegram, Slack, ...)
 import logging
 from typing import List, Dict, Any
 
-from freqtrade.rpc import RPC
+from freqtrade.rpc import RPC, RPCMessageType
 
 logger = logging.getLogger(__name__)
 
@@ -51,3 +51,35 @@ class RPCManager(object):
         for mod in self.registered_modules:
             logger.debug('Forwarding message to rpc.%s', mod.name)
             mod.send_msg(msg)
+
+    def startup_messages(self, config) -> None:
+        if config.get('dry_run', False):
+            self.send_msg({
+                'type': RPCMessageType.WARNING_NOTIFICATION,
+                'status': 'Dry run is enabled. All trades are simulated.'
+            })
+        stake_currency = config['stake_currency']
+        stake_amount = config['stake_amount']
+        minimal_roi = config['minimal_roi']
+        ticker_interval = config['ticker_interval']
+        exchange_name = config['exchange']['name']
+        strategy_name = config.get('strategy', '')
+        self.send_msg({
+            'type': RPCMessageType.CUSTOM_NOTIFICATION,
+            'status': f'*Exchange:* `{exchange_name}`\n'
+                      f'*Stake per trade:* `{stake_amount} {stake_currency}`\n'
+                      f'*Minimum ROI:* `{minimal_roi}`\n'
+                      f'*Ticker Interval:* `{ticker_interval}`\n'
+                      f'*Strategy:* `{strategy_name}`'
+        })
+        if config.get('dynamic_whitelist', False):
+            top_pairs = 'top volume ' + str(config.get('dynamic_whitelist', 20))
+            specific_pairs = ''
+        else:
+            top_pairs = 'whitelisted'
+            specific_pairs = '\n' + ', '.join(config['exchange'].get('pair_whitelist', ''))
+        self.send_msg({
+            'type': RPCMessageType.STATUS_NOTIFICATION,
+            'status': f'Searching for {top_pairs} {stake_currency} pairs to buy and sell...'
+                      f'{specific_pairs}'
+        })

freqtrade/strategy/default_strategy.py

@@ -32,7 +32,8 @@ class DefaultStrategy(IStrategy):
     order_types = {
         'buy': 'limit',
         'sell': 'limit',
-        'stoploss': 'limit'
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False
     }
 
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

freqtrade/strategy/interface.py

@@ -33,6 +33,7 @@ class SellType(Enum):
     """
     ROI = "roi"
     STOP_LOSS = "stop_loss"
+    STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
     TRAILING_STOP_LOSS = "trailing_stop_loss"
     SELL_SIGNAL = "sell_signal"
     FORCE_SELL = "force_sell"
@@ -74,7 +75,8 @@ class IStrategy(ABC):
     order_types: Dict = {
         'buy': 'limit',
         'sell': 'limit',
-        'stoploss': 'limit'
+        'stoploss': 'limit',
+        'stoploss_on_exchange': False
     }
 
     # run "populate_indicators" only for new candle
@@ -221,11 +223,17 @@ class IStrategy(ABC):
         # Set current rate to low for backtesting sell
         current_rate = low or rate
         current_profit = trade.calc_profit_percent(current_rate)
+
+        if self.order_types.get('stoploss_on_exchange'):
+            stoplossflag = SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
+        else:
             stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
                                                   current_time=date, current_profit=current_profit,
                                                   force_stoploss=force_stoploss)
+
         if stoplossflag.sell_flag:
             return stoplossflag
+
         # Set current rate to low for backtesting sell
         current_rate = high or rate
         current_profit = trade.calc_profit_percent(current_rate)

freqtrade/tests/conftest.py

@@ -26,20 +26,21 @@ def log_has(line, logs):
                   False)
 
 
-def patch_exchange(mocker, api_mock=None) -> None:
+def patch_exchange(mocker, api_mock=None, id='bittrex') -> None:
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
     mocker.patch('freqtrade.exchange.Exchange.validate_ordertypes', MagicMock())
-    mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value="Bittrex"))
+    mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value=id))
-    mocker.patch('freqtrade.exchange.Exchange.id', PropertyMock(return_value="bittrex"))
+    mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value=id.title()))
+
     if api_mock:
         mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     else:
         mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock())
 
 
-def get_patched_exchange(mocker, config, api_mock=None) -> Exchange:
+def get_patched_exchange(mocker, config, api_mock=None, id='bittrex') -> Exchange:
-    patch_exchange(mocker, api_mock)
+    patch_exchange(mocker, api_mock, id)
     exchange = Exchange(config)
     return exchange
 

freqtrade/tests/exchange/test_exchange.py

@@ -362,18 +362,41 @@ def test_validate_order_types(default_conf, mocker):
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
     mocker.patch('freqtrade.exchange.Exchange._load_markets', MagicMock(return_value={}))
     mocker.patch('freqtrade.exchange.Exchange.validate_timeframes', MagicMock())
-    default_conf['order_types'] = {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market'}
+    mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'market',
+        'stoploss_on_exchange': False
+    }
+
     Exchange(default_conf)
 
     type(api_mock).has = PropertyMock(return_value={'createMarketOrder': False})
     mocker.patch('freqtrade.exchange.Exchange._init_ccxt', MagicMock(return_value=api_mock))
 
-    default_conf['order_types'] = {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market'}
+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'market',
+        'stoploss_on_exchange': 'false'
+    }
 
     with pytest.raises(OperationalException,
                        match=r'Exchange .* does not support market orders.'):
         Exchange(default_conf)
 
+    default_conf['order_types'] = {
+        'buy': 'limit',
+        'sell': 'limit',
+        'stoploss': 'limit',
+        'stoploss_on_exchange': True
+    }
+
+    with pytest.raises(OperationalException,
+                       match=r'On exchange stoploss is not supported for .*'):
+        Exchange(default_conf)
+
 
 def test_validate_order_types_not_in_config(default_conf, mocker):
     api_mock = MagicMock()
@@ -1122,3 +1145,85 @@ def test_get_fee(default_conf, mocker):
 
     ccxt_exceptionhandlers(mocker, default_conf, api_mock,
                            'get_fee', 'calculate_fee')
+
+
+def test_stoploss_limit_order(default_conf, mocker):
+    api_mock = MagicMock()
+    order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
+    order_type = 'stop_loss_limit'
+
+    api_mock.create_order = MagicMock(return_value={
+        'id': order_id,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+
+    default_conf['dry_run'] = False
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+
+    with pytest.raises(OperationalException):
+        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
+
+    api_mock.create_order.reset_mock()
+
+    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert order['id'] == order_id
+    assert api_mock.create_order.call_args[0][0] == 'ETH/BTC'
+    assert api_mock.create_order.call_args[0][1] == order_type
+    assert api_mock.create_order.call_args[0][2] == 'sell'
+    assert api_mock.create_order.call_args[0][3] == 1
+    assert api_mock.create_order.call_args[0][4] == 200
+    assert api_mock.create_order.call_args[0][5] == {'stopPrice': 220}
+
+    # test exception handling
+    with pytest.raises(DependencyException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    with pytest.raises(DependencyException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.InvalidOrder)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    with pytest.raises(TemporaryError):
+        api_mock.create_order = MagicMock(side_effect=ccxt.NetworkError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    with pytest.raises(OperationalException):
+        api_mock.create_order = MagicMock(side_effect=ccxt.BaseError)
+        exchange = get_patched_exchange(mocker, default_conf, api_mock)
+        exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+
+def test_stoploss_limit_order_dry_run(default_conf, mocker):
+    api_mock = MagicMock()
+    order_type = 'stop_loss_limit'
+    default_conf['dry_run'] = True
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+
+    exchange = get_patched_exchange(mocker, default_conf, api_mock, 'binance')
+
+    with pytest.raises(OperationalException):
+        order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=190, rate=200)
+
+    api_mock.create_order.reset_mock()
+
+    order = exchange.stoploss_limit(pair='ETH/BTC', amount=1, stop_price=220, rate=200)
+
+    assert 'id' in order
+    assert 'info' in order
+    assert 'type' in order
+
+    assert order['type'] == order_type
+    assert order['price'] == 220
+    assert order['amount'] == 1

freqtrade/tests/optimize/__init__.py

@@ -4,9 +4,10 @@ import arrow
 from pandas import DataFrame
 
 from freqtrade.strategy.interface import SellType
+from freqtrade.constants import TICKER_INTERVAL_MINUTES
 
 ticker_start_time = arrow.get(2018, 10, 3)
-ticker_interval_in_minute = 60
+tests_ticker_interval = "1h"
 
 
 class BTrade(NamedTuple):
@@ -30,8 +31,8 @@ class BTContainer(NamedTuple):
 
 
 def _get_frame_time_from_offset(offset):
-    return ticker_start_time.shift(
+    return ticker_start_time.shift(minutes=(offset * TICKER_INTERVAL_MINUTES[tests_ticker_interval])
-        minutes=(offset * ticker_interval_in_minute)).datetime.replace(tzinfo=None)
+                                   ).datetime.replace(tzinfo=None)
 
 
 def _build_backtest_dataframe(ticker_with_signals):

freqtrade/tests/optimize/test_backtest_detail.py

@@ -6,10 +6,11 @@ from pandas import DataFrame
 import pytest
 
 
+from freqtrade.optimize import get_timeframe
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.strategy.interface import SellType
 from freqtrade.tests.optimize import (BTrade, BTContainer, _build_backtest_dataframe,
-                                      _get_frame_time_from_offset)
+                                      _get_frame_time_from_offset, tests_ticker_interval)
 from freqtrade.tests.conftest import patch_exchange
 
 
@@ -147,6 +148,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     """
     default_conf["stoploss"] = data.stop_loss
     default_conf["minimal_roi"] = {"0": data.roi}
+    default_conf['ticker_interval'] = tests_ticker_interval
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.0))
     patch_exchange(mocker)
     frame = _build_backtest_dataframe(data.data)
@@ -158,29 +160,21 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     pair = 'UNITTEST/BTC'
     # Dummy data as we mock the analyze functions
     data_processed = {pair: DataFrame()}
+    min_date, max_date = get_timeframe({pair: frame})
     results = backtesting.backtest(
         {
             'stake_amount': default_conf['stake_amount'],
             'processed': data_processed,
             'max_open_trades': 10,
+            'start_date': min_date,
+            'end_date': max_date,
         }
     )
     print(results.T)
 
     assert len(results) == len(data.trades)
     assert round(results["profit_percent"].sum(), 3) == round(data.profit_perc, 3)
-    # if data.sell_r == SellType.STOP_LOSS:
+
-    #     assert log_has("Stop loss hit.", caplog.record_tuples)
-    # else:
-    #     assert not log_has("Stop loss hit.", caplog.record_tuples)
-    # log_test = (f'Force_selling still open trade UNITTEST/BTC with '
-    #             f'{results.iloc[-1].profit_percent} perc - {results.iloc[-1].profit_abs}')
-    # if data.sell_r == SellType.FORCE_SELL:
-    #     assert log_has(log_test,
-    #                    caplog.record_tuples)
-    # else:
-    #     assert not log_has(log_test,
-    #                        caplog.record_tuples)
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]
         assert res.sell_reason == trade.sell_reason

freqtrade/tests/optimize/test_backtesting.py

@@ -13,6 +13,7 @@ from arrow import Arrow
 
 from freqtrade import DependencyException, constants, optimize
 from freqtrade.arguments import Arguments, TimeRange
+from freqtrade.optimize import get_timeframe
 from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
                                             start)
 from freqtrade.tests.conftest import log_has, patch_exchange
@@ -86,17 +87,21 @@ def load_data_test(what):
 
 def simple_backtest(config, contour, num_results, mocker) -> None:
     patch_exchange(mocker)
+    config['ticker_interval'] = '1m'
     backtesting = Backtesting(config)
 
     data = load_data_test(contour)
     processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(processed)
     assert isinstance(processed, dict)
     results = backtesting.backtest(
         {
             'stake_amount': config['stake_amount'],
             'processed': processed,
             'max_open_trades': 1,
-            'position_stacking': False
+            'position_stacking': False,
+            'start_date': min_date,
+            'end_date': max_date,
         }
     )
     # results :: <class 'pandas.core.frame.DataFrame'>
@@ -123,12 +128,16 @@ def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
     data = trim_dictlist(data, -201)
     patch_exchange(mocker)
     backtesting = Backtesting(conf)
+    processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(processed)
     return {
         'stake_amount': conf['stake_amount'],
-        'processed': backtesting.strategy.tickerdata_to_dataframe(data),
+        'processed': processed,
         'max_open_trades': 10,
         'position_stacking': False,
-        'record': record
+        'record': record,
+        'start_date': min_date,
+        'end_date': max_date,
     }
 
 
@@ -449,7 +458,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
     )
 
     default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
-    default_conf['ticker_interval'] = "1m"
+    default_conf['ticker_interval'] = '1m'
     default_conf['live'] = False
     default_conf['datadir'] = None
     default_conf['export'] = None
@@ -505,12 +514,15 @@ def test_backtest(default_conf, fee, mocker) -> None:
     data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
     data = trim_dictlist(data, -200)
     data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(data_processed)
     results = backtesting.backtest(
         {
             'stake_amount': default_conf['stake_amount'],
             'processed': data_processed,
             'max_open_trades': 10,
-            'position_stacking': False
+            'position_stacking': False,
+            'start_date': min_date,
+            'end_date': max_date,
         }
     )
     assert not results.empty
@@ -554,12 +566,16 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
     # Run a backtesting for an exiting 5min ticker_interval
     data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
     data = trim_dictlist(data, -200)
+    processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(processed)
     results = backtesting.backtest(
         {
             'stake_amount': default_conf['stake_amount'],
-            'processed': backtesting.strategy.tickerdata_to_dataframe(data),
+            'processed': processed,
             'max_open_trades': 1,
-            'position_stacking': False
+            'position_stacking': False,
+            'start_date': min_date,
+            'end_date': max_date,
         }
     )
     assert not results.empty
@@ -583,25 +599,13 @@ def test_processed(default_conf, mocker) -> None:
 def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     tests = [['raise', 18], ['lower', 0], ['sine', 19]]
+    # We need to enable sell-signal - otherwise it sells on ROI!!
+    default_conf['experimental'] = {"use_sell_signal": True}
+
     for [contour, numres] in tests:
         simple_backtest(default_conf, contour, numres, mocker)
 
 
-# Test backtest using offline data (testdata directory)
-def test_backtest_ticks(default_conf, fee, mocker):
-    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
-    patch_exchange(mocker)
-    ticks = [1, 5]
-    fun = Backtesting(default_conf).advise_buy
-    for _ in ticks:
-        backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
-        backtesting = Backtesting(default_conf)
-        backtesting.advise_buy = fun  # Override
-        backtesting.advise_sell = fun  # Override
-        results = backtesting.backtest(backtest_conf)
-        assert not results.empty
-
-
 def test_backtest_clash_buy_sell(mocker, default_conf):
     # Override the default buy trend function in our default_strategy
     def fun(dataframe=None, pair=None):
@@ -636,14 +640,92 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock())
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC')
+    # We need to enable sell-signal - otherwise it sells on ROI!!
+    default_conf['experimental'] = {"use_sell_signal": True}
+    default_conf['ticker_interval'] = '1m'
     backtesting = Backtesting(default_conf)
     backtesting.advise_buy = _trend_alternate  # Override
     backtesting.advise_sell = _trend_alternate  # Override
     results = backtesting.backtest(backtest_conf)
     backtesting._store_backtest_result("test_.json", results)
-    assert len(results) == 4
+    # 200 candles in backtest data
+    # won't buy on first (shifted by 1)
+    # 100 buys signals
+    assert len(results) == 99
     # One trade was force-closed at the end
-    assert len(results.loc[results.open_at_end]) == 1
+    assert len(results.loc[results.open_at_end]) == 0
+
+
+def test_backtest_multi_pair(default_conf, fee, mocker):
+
+    def evaluate_result_multi(results, freq, max_open_trades):
+            # Find overlapping trades by expanding each trade once per period
+            # and then counting overlaps
+        dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time, freq=freq))
+                 for row in results[['open_time', 'close_time']].iterrows()]
+        deltas = [len(x) for x in dates]
+        dates = pd.Series(pd.concat(dates).values, name='date')
+        df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
+
+        df2 = df2.astype(dtype={"open_time": "datetime64", "close_time": "datetime64"})
+        df2 = pd.concat([dates, df2], axis=1)
+        df2 = df2.set_index('date')
+        df_final = df2.resample(freq)[['pair']].count()
+        return df_final[df_final['pair'] > max_open_trades]
+
+    def _trend_alternate_hold(dataframe=None, metadata=None):
+        """
+        Buy every 8th candle - sell every other 8th -2 (hold on to pairs a bit)
+        """
+        multi = 8
+        dataframe['buy'] = np.where(dataframe.index % multi == 0, 1, 0)
+        dataframe['sell'] = np.where((dataframe.index + multi - 2) % multi == 0, 1, 0)
+        if metadata['pair'] in('ETH/BTC', 'LTC/BTC'):
+            dataframe['buy'] = dataframe['buy'].shift(-4)
+            dataframe['sell'] = dataframe['sell'].shift(-4)
+        return dataframe
+
+    mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
+    patch_exchange(mocker)
+    pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
+    data = optimize.load_data(None, ticker_interval='5m', pairs=pairs)
+    data = trim_dictlist(data, -500)
+    # We need to enable sell-signal - otherwise it sells on ROI!!
+    default_conf['experimental'] = {"use_sell_signal": True}
+    default_conf['ticker_interval'] = '5m'
+
+    backtesting = Backtesting(default_conf)
+    backtesting.advise_buy = _trend_alternate_hold  # Override
+    backtesting.advise_sell = _trend_alternate_hold  # Override
+
+    data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
+    min_date, max_date = get_timeframe(data_processed)
+    backtest_conf = {
+        'stake_amount': default_conf['stake_amount'],
+        'processed': data_processed,
+        'max_open_trades': 3,
+        'position_stacking': False,
+        'start_date': min_date,
+        'end_date': max_date,
+    }
+
+    results = backtesting.backtest(backtest_conf)
+
+    # Make sure we have parallel trades
+    assert len(evaluate_result_multi(results, '5min', 2)) > 0
+    # make sure we don't have trades with more than configured max_open_trades
+    assert len(evaluate_result_multi(results, '5min', 3)) == 0
+
+    backtest_conf = {
+        'stake_amount': default_conf['stake_amount'],
+        'processed': data_processed,
+        'max_open_trades': 1,
+        'position_stacking': False,
+        'start_date': min_date,
+        'end_date': max_date,
+    }
+    results = backtesting.backtest(backtest_conf)
+    assert len(evaluate_result_multi(results, '5min', 1)) == 0
 
 
 def test_backtest_record(default_conf, fee, mocker):

freqtrade/tests/optimize/test_hyperopt.py

@@ -1,11 +1,12 @@
 # pragma pylint: disable=missing-docstring,W0212,C0103
+from datetime import datetime
 import os
 from unittest.mock import MagicMock
 
 import pandas as pd
 import pytest
 
-from freqtrade.optimize.__init__ import load_tickerdata_file
+from freqtrade.optimize import load_tickerdata_file
 from freqtrade.optimize.hyperopt import Hyperopt, start
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.tests.conftest import log_has, patch_exchange
@@ -293,6 +294,10 @@ def test_generate_optimizer(mocker, default_conf) -> None:
         'freqtrade.optimize.hyperopt.Hyperopt.backtest',
         MagicMock(return_value=backtest_result)
     )
+    mocker.patch(
+        'freqtrade.optimize.hyperopt.get_timeframe',
+        MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
+    )
     patch_exchange(mocker)
     mocker.patch('freqtrade.optimize.hyperopt.load', MagicMock())
 

freqtrade/tests/rpc/test_rpc_manager.py

@@ -113,3 +113,23 @@ def test_init_webhook_enabled(mocker, default_conf, caplog) -> None:
     assert log_has('Enabling rpc.webhook ...', caplog.record_tuples)
     assert len(rpc_manager.registered_modules) == 1
     assert 'webhook' in [mod.name for mod in rpc_manager.registered_modules]
+
+
+def test_startupmessages_telegram_enabled(mocker, default_conf, caplog) -> None:
+    telegram_mock = mocker.patch('freqtrade.rpc.telegram.Telegram.send_msg', MagicMock())
+    mocker.patch('freqtrade.rpc.telegram.Telegram._init', MagicMock())
+
+    freqtradebot = get_patched_freqtradebot(mocker, default_conf)
+    rpc_manager = RPCManager(freqtradebot)
+    rpc_manager.startup_messages(default_conf)
+
+    assert telegram_mock.call_count == 3
+    assert "*Exchange:* `bittrex`" in telegram_mock.call_args_list[1][0][0]['status']
+
+    telegram_mock.reset_mock()
+    default_conf['dry_run'] = True
+    default_conf['dynamic_whitelist'] = 20
+
+    rpc_manager.startup_messages(default_conf)
+    assert telegram_mock.call_count == 3
+    assert "Dry run is enabled." in telegram_mock.call_args_list[0][0][0]['status']

freqtrade/tests/strategy/test_strategy.py

@@ -189,7 +189,8 @@ def test_strategy_override_order_types(caplog):
     order_types = {
         'buy': 'market',
         'sell': 'limit',
-        'stoploss': 'limit'
+        'stoploss': 'limit',
+        'stoploss_on_exchange': True,
     }
 
     config = {
@@ -199,13 +200,14 @@ def test_strategy_override_order_types(caplog):
     resolver = StrategyResolver(config)
 
     assert resolver.strategy.order_types
-    for method in ['buy', 'sell', 'stoploss']:
+    for method in ['buy', 'sell', 'stoploss', 'stoploss_on_exchange']:
         assert resolver.strategy.order_types[method] == order_types[method]
 
     assert ('freqtrade.resolvers.strategy_resolver',
             logging.INFO,
             "Override strategy 'order_types' with value in config file:"
-            " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit'}."
+            " {'buy': 'market', 'sell': 'limit', 'stoploss': 'limit',"
+            " 'stoploss_on_exchange': True}."
             ) in caplog.record_tuples
 
     config = {
@@ -263,13 +265,13 @@ def test_call_deprecated_function(result, monkeypatch):
     assert resolver.strategy._sell_fun_len == 2
 
     indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
-    assert type(indicator_df) is DataFrame
+    assert isinstance(indicator_df, DataFrame)
     assert 'adx' in indicator_df.columns
 
     buydf = resolver.strategy.advise_buy(result, metadata=metadata)
-    assert type(buydf) is DataFrame
+    assert isinstance(buydf, DataFrame)
     assert 'buy' in buydf.columns
 
     selldf = resolver.strategy.advise_sell(result, metadata=metadata)
-    assert type(selldf) is DataFrame
+    assert isinstance(selldf, DataFrame)
     assert 'sell' in selldf

freqtrade/tests/test_freqtradebot.py

@@ -874,6 +874,100 @@ def test_execute_buy(mocker, default_conf, fee, markets, limit_buy_order) -> Non
     assert call_args['amount'] == stake_amount / fix_price
 
 
+def test_add_stoploss_on_exchange(mocker, default_conf, limit_buy_order) -> None:
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True))
+    mocker.patch('freqtrade.exchange.Exchange.get_order', return_value=limit_buy_order)
+    mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[])
+    mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount',
+                 return_value=limit_buy_order['amount'])
+
+    stoploss_limit = MagicMock(return_value={'id': 13434334})
+    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
+
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
+
+    trade = MagicMock()
+    trade.open_order_id = None
+    trade.stoploss_order_id = None
+    trade.is_open = True
+
+    freqtrade.process_maybe_execute_sell(trade)
+    assert trade.stoploss_order_id == '13434334'
+    assert stoploss_limit.call_count == 1
+    assert trade.is_open is True
+
+
+def test_handle_stoploss_on_exchange(mocker, default_conf, fee, caplog,
+                                     markets, limit_buy_order, limit_sell_order) -> None:
+    stoploss_limit = MagicMock(return_value={'id': 13434334})
+    patch_RPCManager(mocker)
+    patch_exchange(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=MagicMock(return_value={
+            'bid': 0.00001172,
+            'ask': 0.00001173,
+            'last': 0.00001172
+        }),
+        buy=MagicMock(return_value={'id': limit_buy_order['id']}),
+        sell=MagicMock(return_value={'id': limit_sell_order['id']}),
+        get_fee=fee,
+        get_markets=markets,
+        stoploss_limit=stoploss_limit
+    )
+    freqtrade = FreqtradeBot(default_conf)
+    patch_get_signal(freqtrade)
+
+    # First case: when stoploss is not yet set but the order is open
+    # should get the stoploss order id immediately
+    # and should return false as no trade actually happened
+    trade = MagicMock()
+    trade.is_open = True
+    trade.open_order_id = None
+    trade.stoploss_order_id = None
+
+    assert freqtrade.handle_stoploss_on_exchange(trade) is False
+    assert stoploss_limit.call_count == 1
+    assert trade.stoploss_order_id == "13434334"
+
+    # Second case: when stoploss is set but it is not yet hit
+    # should do nothing and return false
+    trade.is_open = True
+    trade.open_order_id = None
+    trade.stoploss_order_id = 100
+
+    hanging_stoploss_order = MagicMock(return_value={'status': 'open'})
+    mocker.patch('freqtrade.exchange.Exchange.get_order', hanging_stoploss_order)
+
+    assert freqtrade.handle_stoploss_on_exchange(trade) is False
+    assert trade.stoploss_order_id == 100
+
+    # Third case: when stoploss is set and it is hit
+    # should unset stoploss_order_id and return true
+    # as a trade actually happened
+    freqtrade.create_trade()
+    trade = Trade.query.first()
+    trade.is_open = True
+    trade.open_order_id = None
+    trade.stoploss_order_id = 100
+    assert trade
+
+    stoploss_order_hit = MagicMock(return_value={
+        'status': 'closed',
+        'type': 'stop_loss_limit',
+        'price': 3,
+        'average': 2
+    })
+    mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_order_hit)
+    assert freqtrade.handle_stoploss_on_exchange(trade) is True
+    assert log_has('STOP_LOSS_LIMIT is hit for {}.'.format(trade), caplog.record_tuples)
+    assert trade.stoploss_order_id is None
+    assert trade.is_open is False
+
+
 def test_process_maybe_execute_buy(mocker, default_conf) -> None:
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
 
@@ -1469,8 +1563,9 @@ def test_execute_sell_down_live(default_conf, ticker, fee,
     } == last_msg
 
 
-def test_execute_sell_down_dry_run(default_conf, ticker, fee,
+def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fee,
-                                   ticker_sell_down, markets, mocker) -> None:
+                                                        ticker_sell_down,
+                                                        markets, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)
     mocker.patch.multiple(
         'freqtrade.exchange.Exchange',
@@ -1495,15 +1590,16 @@ def test_execute_sell_down_dry_run(default_conf, ticker, fee,
     )
 
     default_conf['dry_run'] = True
-
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
     # Setting trade stoploss to 0.01
-    trade.stop_loss = 0.00001099 * 0.99
 
+    trade.stop_loss = 0.00001099 * 0.99
     freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
                            sell_reason=SellType.STOP_LOSS)
 
     assert rpc_mock.call_count == 2
     last_msg = rpc_mock.call_args_list[-1][0][0]
+
     assert {
         'type': RPCMessageType.SELL_NOTIFICATION,
         'exchange': 'Bittrex',
@@ -1521,6 +1617,129 @@ def test_execute_sell_down_dry_run(default_conf, ticker, fee,
     } == last_msg
 
 
+def test_execute_sell_with_stoploss_on_exchange(default_conf,
+                                                ticker, fee, ticker_sell_up,
+                                                markets, mocker) -> None:
+
+    default_conf['exchange']['name'] = 'binance'
+    rpc_mock = patch_RPCManager(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        _load_markets=MagicMock(return_value={}),
+        get_ticker=ticker,
+        get_fee=fee,
+        get_markets=markets
+    )
+
+    stoploss_limit = MagicMock(return_value={
+        'id': 123,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+
+    cancel_order = MagicMock(return_value=True)
+
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
+    mocker.patch('freqtrade.exchange.Exchange.cancel_order', cancel_order)
+
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
+    patch_get_signal(freqtrade)
+
+    # Create some test data
+    freqtrade.create_trade()
+
+    trade = Trade.query.first()
+    assert trade
+
+    freqtrade.process_maybe_execute_sell(trade)
+
+    # Increase the price and sell it
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        get_ticker=ticker_sell_up
+    )
+
+    freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
+                           sell_reason=SellType.SELL_SIGNAL)
+
+    trade = Trade.query.first()
+    assert trade
+    assert cancel_order.call_count == 1
+    assert rpc_mock.call_count == 2
+
+
+def test_may_execute_sell_after_stoploss_on_exchange_hit(default_conf,
+                                                         ticker, fee,
+                                                         limit_buy_order,
+                                                         markets, mocker) -> None:
+    default_conf['exchange']['name'] = 'binance'
+    rpc_mock = patch_RPCManager(mocker)
+    mocker.patch.multiple(
+        'freqtrade.exchange.Exchange',
+        _load_markets=MagicMock(return_value={}),
+        get_ticker=ticker,
+        get_fee=fee,
+        get_markets=markets
+    )
+
+    stoploss_limit = MagicMock(return_value={
+        'id': 123,
+        'info': {
+            'foo': 'bar'
+        }
+    })
+
+    mocker.patch('freqtrade.exchange.Exchange.symbol_amount_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.symbol_price_prec', lambda s, x, y: y)
+    mocker.patch('freqtrade.exchange.Exchange.stoploss_limit', stoploss_limit)
+
+    freqtrade = FreqtradeBot(default_conf)
+    freqtrade.strategy.order_types['stoploss_on_exchange'] = True
+    patch_get_signal(freqtrade)
+
+    # Create some test data
+    freqtrade.create_trade()
+    trade = Trade.query.first()
+    freqtrade.process_maybe_execute_sell(trade)
+    assert trade
+    assert trade.stoploss_order_id == '123'
+    assert trade.open_order_id is None
+
+    # Assuming stoploss on exchnage is hit
+    # stoploss_order_id should become None
+    # and trade should be sold at the price of stoploss
+    stoploss_limit_executed = MagicMock(return_value={
+        "id": "123",
+        "timestamp": 1542707426845,
+        "datetime": "2018-11-20T09:50:26.845Z",
+        "lastTradeTimestamp": None,
+        "symbol": "BTC/USDT",
+        "type": "stop_loss_limit",
+        "side": "sell",
+        "price": 1.08801,
+        "amount": 90.99181074,
+        "cost": 99.0000000032274,
+        "average": 1.08801,
+        "filled": 90.99181074,
+        "remaining": 0.0,
+        "status": "closed",
+        "fee": None,
+        "trades": None
+    })
+    mocker.patch('freqtrade.exchange.Exchange.get_order', stoploss_limit_executed)
+
+    freqtrade.process_maybe_execute_sell(trade)
+    assert trade.stoploss_order_id is None
+    assert trade.is_open is False
+    print(trade.sell_reason)
+    assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value
+    assert rpc_mock.call_count == 1
+
+
 def test_execute_sell_without_conf_sell_up(default_conf, ticker, fee,
                                            ticker_sell_up, markets, mocker) -> None:
     rpc_mock = patch_RPCManager(mocker)

freqtrade/tests/test_persistence.py

@@ -426,6 +426,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
                                 max_rate FLOAT,
                                 sell_reason VARCHAR,
                                 strategy VARCHAR,
+                                ticker_interval INTEGER,
                                 PRIMARY KEY (id),
                                 CHECK (is_open IN (0, 1))
                                 );"""
@@ -471,6 +472,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
     assert trade.sell_reason is None
     assert trade.strategy is None
     assert trade.ticker_interval is None
+    assert trade.stoploss_order_id is None
     assert log_has("trying trades_bak1", caplog.record_tuples)
     assert log_has("trying trades_bak2", caplog.record_tuples)
     assert log_has("Running database migration - backup available as trades_bak2",

requirements.txt

@@ -1,4 +1,4 @@
-ccxt==1.17.556
+ccxt==1.17.563
 SQLAlchemy==1.2.14
 python-telegram-bot==11.1.0
 arrow==0.12.1

user_data/strategies/test_strategy.py

@@ -52,7 +52,8 @@ class TestStrategy(IStrategy):
     order_types = {
         'buy': 'limit',
         'sell': 'limit',
-        'stoploss': 'market'
+        'stoploss': 'market',
+        'stoploss_on_exchange': False
     }
 
     def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: