Add stoploss or liquidation property

This commit is contained in:
Matthias 2022-07-30 08:12:48 +02:00
parent 4da96bc511
commit 845cecd38f
3 changed files with 19 additions and 8 deletions

View File

@ -302,6 +302,16 @@ class LocalTrade():
# Futures properties
funding_fees: Optional[float] = None
@property
def stoploss_or_liquidation(self) -> float:
if self.liquidation_price:
if self.is_short:
return min(self.stop_loss, self.liquidation_price)
else:
return max(self.stop_loss, self.liquidation_price)
return self.stop_loss
@property
def buy_tag(self) -> Optional[str]:
"""

View File

@ -1063,13 +1063,6 @@ class IStrategy(ABC, HyperStrategyMixin):
f"stoploss is {trade.stop_loss:.6f}, "
f"initial stoploss was at {trade.initial_stop_loss:.6f}, "
f"trade opened at {trade.open_rate:.6f}")
new_stoploss = (
trade.stop_loss + trade.initial_stop_loss
if trade.is_short else
trade.stop_loss - trade.initial_stop_loss
)
logger.debug(f"{trade.pair} - Trailing stop saved "
f"{new_stoploss:.6f}")
return ExitCheckTuple(exit_type=exit_type)

View File

@ -148,6 +148,7 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.liquidation_price == 0.11
assert pytest.approx(trade.stop_loss) == 1.994999
assert trade.initial_stop_loss == 1.8
assert trade.stoploss_or_liquidation == trade.stop_loss
trade.stop_loss = None
trade.liquidation_price = None
@ -158,6 +159,7 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.liquidation_price is None
assert trade.stop_loss == 1.9
assert trade.initial_stop_loss == 1.9
assert trade.stoploss_or_liquidation == 1.9
trade.is_short = True
trade.recalc_open_trade_value()
@ -174,11 +176,13 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.liquidation_price == 3.09
assert trade.stop_loss == 2.2
assert trade.initial_stop_loss == 2.2
assert trade.stoploss_or_liquidation == 2.2
trade.set_isolated_liq(3.1)
assert trade.liquidation_price == 3.1
assert trade.stop_loss == 2.2
assert trade.initial_stop_loss == 2.2
assert trade.stoploss_or_liquidation == 2.2
trade.set_isolated_liq(3.8)
assert trade.liquidation_price == 3.8
@ -193,10 +197,14 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.initial_stop_loss == 2.2
# Stoploss does move lower
trade.set_isolated_liq(1.5)
trade.adjust_stop_loss(1.8, 0.1)
assert trade.liquidation_price == 3.8
assert trade.liquidation_price == 1.5
assert pytest.approx(trade.stop_loss) == 1.89
assert trade.initial_stop_loss == 2.2
assert trade.stoploss_or_liquidation == 1.5
@pytest.mark.parametrize('exchange,is_short,lev,minutes,rate,interest,trading_mode', [