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Allow custom_stoploss to cooperate with stoploss on exchange

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This commit is contained in:
Matthias 2021-01-30 20:11:18 +01:00
parent 30e5c01cb1
commit 16dad8b6d4
6 changed files with 109 additions and 1 deletions
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1
docs/configuration.md
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@ -136,6 +136,7 @@ Values set in the configuration file always overwrite values set in the strategy
* `trailing_stop_positive`
* `trailing_stop_positive_offset`
* `trailing_only_offset_is_reached`
* `use_custom_stoploss`
* `process_only_new_candles`
* `order_types`
* `order_time_in_force`

3
freqtrade/freqtradebot.py
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@ -998,7 +998,8 @@ class FreqtradeBot(LoggingMixin):
logger.warning('Stoploss order was cancelled, but unable to recreate one.')
# Finally we check if stoploss on exchange should be moved up because of trailing.
if stoploss_order and self.config.get('trailing_stop', False):
if stoploss_order and (self.config.get('trailing_stop', False)
or self.config.get('use_custom_stoploss', False)):
# if trailing stoploss is enabled we check if stoploss value has changed
# in which case we cancel stoploss order and put another one with new
# value immediately

1
freqtrade/resolvers/strategy_resolver.py
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@ -68,6 +68,7 @@ class StrategyResolver(IResolver):
("trailing_stop_positive", None, None),
("trailing_stop_positive_offset", 0.0, None),
("trailing_only_offset_is_reached", None, None),
("use_custom_stoploss", None, None),
("process_only_new_candles", None, None),
("order_types", None, None),
("order_time_in_force", None, None),

1
freqtrade/rpc/api_server/api_schemas.py
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@ -123,6 +123,7 @@ class ShowConfig(BaseModel):
trailing_stop_positive: Optional[float]
trailing_stop_positive_offset: Optional[float]
trailing_only_offset_is_reached: Optional[bool]
use_custom_stoploss: Optional[bool]
timeframe: str
timeframe_ms: int
timeframe_min: int

1
freqtrade/rpc/rpc.py
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@ -129,6 +129,7 @@ class RPC:
'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset'),
'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached'),
'use_custom_stoploss': config.get('use_custom_stoploss'),
'bot_name': config.get('bot_name', 'freqtrade'),
'timeframe': config.get('timeframe'),
'timeframe_ms': timeframe_to_msecs(config['timeframe']

103
tests/test_freqtradebot.py
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@ -1570,6 +1570,109 @@ def test_handle_stoploss_on_exchange_trailing_error(mocker, default_conf, fee, c
assert log_has_re(r"Could not create trailing stoploss order for pair ETH/BTC\..*", caplog)
@pytest.mark.usefixtures("init_persistence")
def test_handle_stoploss_on_exchange_custom_stop(mocker, default_conf, fee,
limit_buy_order, limit_sell_order) -> None:
# When trailing stoploss is set
stoploss = MagicMock(return_value={'id': 13434334})
patch_RPCManager(mocker)
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_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,
stoploss=stoploss,
stoploss_adjust=MagicMock(return_value=True),
)
# enabling TSL
default_conf['use_custom_stoploss'] = True
# disabling ROI
default_conf['minimal_roi']['0'] = 999999999
freqtrade = get_patched_freqtradebot(mocker, default_conf)
# enabling stoploss on exchange
freqtrade.strategy.order_types['stoploss_on_exchange'] = True
# setting stoploss
freqtrade.strategy.custom_stoploss = lambda *args, **kwargs: -0.04
# setting stoploss_on_exchange_interval to 60 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 60
patch_get_signal(freqtrade)
freqtrade.enter_positions()
trade = Trade.query.first()
trade.is_open = True
trade.open_order_id = None
trade.stoploss_order_id = 100
stoploss_order_hanging = MagicMock(return_value={
'id': 100,
'status': 'open',
'type': 'stop_loss_limit',
'price': 3,
'average': 2,
'info': {
'stopPrice': '0.000011134'
}
})
mocker.patch('freqtrade.exchange.Exchange.fetch_stoploss_order', stoploss_order_hanging)
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
# price jumped 2x
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00002344,
'ask': 0.00002346,
'last': 0.00002344
}))
cancel_order_mock = MagicMock()
stoploss_order_mock = MagicMock(return_value={'id': 13434334})
mocker.patch('freqtrade.exchange.Exchange.cancel_stoploss_order', cancel_order_mock)
mocker.patch('freqtrade.exchange.Exchange.stoploss', stoploss_order_mock)
# stoploss should not be updated as the interval is 60 seconds
assert freqtrade.handle_trade(trade) is False
assert freqtrade.handle_stoploss_on_exchange(trade) is False
cancel_order_mock.assert_not_called()
stoploss_order_mock.assert_not_called()
assert freqtrade.handle_trade(trade) is False
assert trade.stop_loss == 0.00002346 * 0.96
assert trade.stop_loss_pct == -0.04
# setting stoploss_on_exchange_interval to 0 seconds
freqtrade.strategy.order_types['stoploss_on_exchange_interval'] = 0
assert freqtrade.handle_stoploss_on_exchange(trade) is False
cancel_order_mock.assert_called_once_with(100, 'ETH/BTC')
stoploss_order_mock.assert_called_once_with(amount=85.32423208,
pair='ETH/BTC',
order_types=freqtrade.strategy.order_types,
stop_price=0.00002346 * 0.96)
# price fell below stoploss, so dry-run sells trade.
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker', MagicMock(return_value={
'bid': 0.00002144,
'ask': 0.00002146,
'last': 0.00002144
}))
assert freqtrade.handle_trade(trade) is True
def test_tsl_on_exchange_compatible_with_edge(mocker, edge_conf, fee, caplog,
limit_buy_order, limit_sell_order) -> None: