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Rename method to custom_stoploss

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This commit is contained in:
Matthias 2020-12-20 11:17:50 +01:00
parent 277342f167
commit 9d5961e224
5 changed files with 23 additions and 22 deletions
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16
docs/strategy-advanced.md
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@ -23,8 +23,8 @@ E.g. `current_profit = 0.05` (5% profit) - stoploss returns `0.02` - then you "l
``` python
use_custom_stoploss = True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
# TODO: Add full docstring here
return 0.04
```
@ -47,8 +47,8 @@ Use the initial stoploss for the first 60 minutes, after this change to 10% trai
``` python
use_custom_stoploss = True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
# TODO: Add full docstring here
# Make sure you have the longest interval first - these conditions are evaluated from top to bottom.
@ -67,8 +67,8 @@ In this example, we'll trail the highest price with 10% trailing stoploss for `E
``` python
use_custom_stoploss = True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
# TODO: Add full docstring here
if pair in ('ETH/BTC', 'XRP/BTC'):
@ -90,8 +90,8 @@ The below example sets absolute profit levels based on the current profit.
``` python
use_custom_stoploss = True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
# TODO: Add full docstring here
# Calculate as `-desired_stop_from_open + current_profit` to get the distance between current_profit and initial price

6
freqtrade/strategy/interface.py
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@ -255,8 +255,8 @@ class IStrategy(ABC):
"""
return True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
"""
Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
e.g. returning -0.05 would create a stoploss 5% below current_rate.
@ -555,7 +555,7 @@ class IStrategy(ABC):
trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
if self.use_custom_stoploss:
stop_loss_value = strategy_safe_wrapper(self.stoploss_value, default_retval=None
stop_loss_value = strategy_safe_wrapper(self.custom_stoploss, default_retval=None
)(pair=trade.pair, trade=trade,
current_time=current_time,
current_rate=current_rate,

4
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
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@ -14,8 +14,8 @@ def bot_loop_start(self, **kwargs) -> None:
use_custom_stoploss = True
def stoploss_value(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs) -> float:
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs) -> float:
"""
Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
e.g. returning -0.05 would create a stoploss 5% below current_rate.

8
tests/strategy/test_default_strategy.py
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@ -1,7 +1,9 @@
from datetime import datetime
from freqtrade.persistence.models import Trade
from pandas import DataFrame
from freqtrade.persistence.models import Trade
from .strats.default_strategy import DefaultStrategy
@ -38,5 +40,5 @@ def test_default_strategy(result, fee):
assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc', sell_reason='roi') is True
assert strategy.stoploss_value(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
current_rate=20_000, current_profit=0.05) == strategy.stoploss
assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
current_rate=20_000, current_profit=0.05) == strategy.stoploss

11
tests/strategy/test_interface.py
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@ -1,5 +1,4 @@
# pragma pylint: disable=missing-docstring, C0103
from freqtrade.strategy.interface import SellCheckTuple, SellType
import logging
from datetime import datetime, timedelta, timezone
from unittest.mock import MagicMock
@ -11,9 +10,10 @@ from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.exceptions import StrategyError
from freqtrade.persistence import PairLocks, Trade
from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy.interface import SellCheckTuple, SellType
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from tests.conftest import log_has, log_has_re
@ -329,9 +329,9 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
strategy.trailing_stop = trailing
strategy.trailing_stop_positive = -0.05
strategy.use_custom_stoploss = custom
original_stopvalue = strategy.stoploss_value
original_stopvalue = strategy.custom_stoploss
if custom_stop:
strategy.stoploss_value = custom_stop
strategy.custom_stoploss = custom_stop
now = arrow.utcnow().datetime
sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit), trade=trade,
@ -355,8 +355,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
assert sl_flag.sell_flag is True
assert round(trade.stop_loss, 2) == adjusted2
strategy.stoploss_value = original_stopvalue
strategy.custom_stoploss = original_stopvalue
def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None: