lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

Calculate stoploss_from_absolute for shorts

Browse Source
This commit is contained in:
Guillermo Rodríguez 2022-01-22 18:01:02 +01:00
parent e04956be0e
commit 40cd478c6d
2 changed files with 15 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
freqtrade/strategy/strategy_helper.py
View File

@ -102,9 +102,8 @@ def stoploss_from_open(
return max(stoploss, 0.0)
def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
def stoploss_from_absolute(stop_rate: float, current_rate: float, is_short: bool = False) -> float:
"""
TODO-lev: Update this method with "is_short" formula
Given current price and desired stop price, return a stop loss value that is relative to current
price.
@ -115,6 +114,7 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
:param stop_rate: Stop loss price.
:param current_rate: Current asset price.
:param is_short: When true, perform the calculation for short instead of long
:return: Positive stop loss value relative to current price
"""
@ -123,6 +123,10 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
return 1
stoploss = 1 - (stop_rate / current_rate)
if is_short:
stoploss = -stoploss
# negative stoploss values indicate the requested stop price is higher than the current price
return max(stoploss, 0.0)
# negative stoploss values indicate the requested stop price is higher/lower
# (long/short) than the current price
# shorts can yield stoploss values higher than 1, so limit that as well
return max(min(stoploss, 1.0), 0.0)

7
tests/strategy/test_strategy_helpers.py
View File

@ -159,6 +159,13 @@ def test_stoploss_from_absolute():
assert stoploss_from_absolute(100, 0) == 1
assert stoploss_from_absolute(0, 100) == 1
assert stoploss_from_absolute(90, 100, True) == 0
assert stoploss_from_absolute(100, 100, True) == 0
assert stoploss_from_absolute(110, 100, True) == -(1 - (110/100))
assert stoploss_from_absolute(100, 0, True) == 1
assert stoploss_from_absolute(0, 100, True) == 0
assert stoploss_from_absolute(100, 1, True) == 1
# TODO-lev: @pytest.mark.parametrize('candle_type', ['mark', ''])
def test_informative_decorator(mocker, default_conf):