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update trailing_stop with high in case of backtesting

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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_rate = low or rate
current_profit = trade.calc_profit_percent(current_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, stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
current_time=date, current_profit=current_profit, current_time=date, current_profit=current_profit,
force_stoploss=force_stoploss) force_stoploss=force_stoploss, high=high)
if stoplossflag.sell_flag: if stoplossflag.sell_flag:
return stoplossflag return stoplossflag
@ -291,7 +291,7 @@ class IStrategy(ABC):
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE) return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
def stop_loss_reached(self, current_rate: float, trade: Trade, current_time: datetime, 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, Based on current profit of the trade and configured (trailing) stoploss,
decides to sell or not decides to sell or not
@ -322,6 +322,7 @@ class IStrategy(ABC):
return SellCheckTuple(sell_flag=True, sell_type=selltype) return SellCheckTuple(sell_flag=True, sell_type=selltype)
# update the stop loss afterwards, after all by definition it's supposed to be hanging # 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: if trailing_stop:
# check if we have a special stop loss for positive condition # 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. # we update trailing stoploss only if offset is reached.
tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False) tsl_only_offset = self.config.get('trailing_only_offset_is_reached', False)
if not (tsl_only_offset and current_profit < sl_offset): 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) return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)