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stop loss range “start, end, step” configurable for Edge

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This commit is contained in:
misagh 2018-09-22 15:43:41 +02:00
parent cf37093e5a
commit f1b4e4b36c
3 changed files with 12 additions and 2 deletions
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3
config.json.example
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@ -55,6 +55,9 @@
"process_throttle_secs": 1800, "process_throttle_secs": 1800,
"total_capital_in_stake_currency": 0.5, "total_capital_in_stake_currency": 0.5,
"allowed_risk": 0.01, "allowed_risk": 0.01,
"stoploss_range_min": -0.01,
"stoploss_range_max": -0.1,
"stoploss_range_step": -0.001,
"maximum_winrate": 0.80, "maximum_winrate": 0.80,
"min_trade_number": 15, "min_trade_number": 15,
"max_trade_duration_minute": 1440, "max_trade_duration_minute": 1440,

8
freqtrade/edge/__init__.py
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@ -148,7 +148,11 @@ class Edge():
max_open_trades = 0 max_open_trades = 0
realistic = False realistic = False
stoploss_range = np.arange(-0.11, -0.00, 0.01) stoploss_range_min = float(self.edge_config.get('stoploss_range_min', -0.01))
stoploss_range_max = float(self.edge_config.get('stoploss_range_max', -0.05))
stoploss_range_step = float(self.edge_config.get('stoploss_range_step', -0.001))
stoploss_range = np.arange(stoploss_range_min, stoploss_range_max, stoploss_range_step)
trades = [] trades = []
trade_count_lock: Dict = {} trade_count_lock: Dict = {}
@ -165,7 +169,7 @@ class Edge():
# call backslap - results are a list of dicts # call backslap - results are a list of dicts
for stoploss in stoploss_range: for stoploss in stoploss_range:
bslap_results += self.backslap_pair(ticker_data, pair, round(stoploss, 3)) bslap_results += self.backslap_pair(ticker_data, pair, round(stoploss, 6))
# Switch List of Trade Dicts (bslap_results) to Dataframe # Switch List of Trade Dicts (bslap_results) to Dataframe
# Fill missing, calculable columns, profit, duration , abs etc. # Fill missing, calculable columns, profit, duration , abs etc.

3
freqtrade/tests/conftest.py
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@ -132,6 +132,9 @@ def default_conf():
"process_throttle_secs": 1800, "process_throttle_secs": 1800,
"total_capital_in_stake_currency": 0.5, "total_capital_in_stake_currency": 0.5,
"allowed_risk": 0.01, "allowed_risk": 0.01,
"stoploss_range_min": -0.01,
"stoploss_range_max": -0.1,
"stoploss_range_step": -0.001,
"maximum_winrate": 0.80, "maximum_winrate": 0.80,
"min_trade_number": 15, "min_trade_number": 15,
"max_trade_duration_minute": 1440, "max_trade_duration_minute": 1440,