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update trailing_stop with high in case of backtesting

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This commit is contained in:
Matthias 2019-03-17 16:03:44 +01:00
parent 05ab1c2e0a
commit a7b60f6780
1 changed files with 5 additions and 4 deletions
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9
freqtrade/strategy/interface.py
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@ -257,11 +257,11 @@ class IStrategy(ABC):
current_rate = low or rate
current_profit = trade.calc_profit_percent(current_rate)
trade.adjust_min_max_rates(current_rate)
trade.adjust_min_max_rates(high or current_rate)
stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
current_time=date, current_profit=current_profit,
force_stoploss=force_stoploss)
force_stoploss=force_stoploss, high=high)
if stoplossflag.sell_flag:
return stoplossflag
@ -291,7 +291,7 @@ class IStrategy(ABC):
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
def stop_loss_reached(self, current_rate: float, trade: Trade, current_time: datetime,
current_profit: float, force_stoploss: float) -> SellCheckTuple:
current_profit: float, force_stoploss: float, high) -> SellCheckTuple:
"""
Based on current profit of the trade and configured (trailing) stoploss,
decides to sell or not
@ -322,6 +322,7 @@ class IStrategy(ABC):
return SellCheckTuple(sell_flag=True, sell_type=selltype)
# update the stop loss afterwards, after all by definition it's supposed to be hanging
# TODO: Maybe this needs to be moved to the start of this function. check #1575 for details
if trailing_stop:
# check if we have a special stop loss for positive condition
@ -342,7 +343,7 @@ class IStrategy(ABC):
# we update trailing stoploss only if offset is reached.
tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False)
if not (tsl_only_offset and current_profit < sl_offset):
trade.adjust_stop_loss(current_rate, stop_loss_value)
trade.adjust_stop_loss(high or current_rate, stop_loss_value)
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)