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Initial version of stop "after_fill"

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Matthias
2023-08-13 11:09:26 +02:00
parent e2274e813a
commit 147cc4f0b6
2 changed files with 14 additions and 5 deletions
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7
freqtrade/freqtradebot.py
View File

@@ -1894,6 +1894,13 @@ class FreqtradeBot(LoggingMixin):
))
except DependencyException:
logger.warning('Unable to calculate liquidation price')
if self.strategy.use_custom_stoploss:
current_rate = self.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=True)
profit = trade.calc_profit_ratio(current_rate)
self.strategy.ft_stoploss_adjust(current_rate, trade,
datetime.now(timezone.utc), profit, 0,
after_fill=True)
# Updating wallets when order is closed
self.wallets.update()
Trade.commit()

12
freqtrade/strategy/interface.py
View File

@@ -373,7 +373,7 @@ class IStrategy(ABC, HyperStrategyMixin):
return True
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
current_profit: float, after_fill: bool, **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.
@@ -389,6 +389,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param after_fill: True if the stoploss is called after the order was filled.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New stoploss value, relative to the current_rate
"""
@@ -1160,7 +1161,7 @@ class IStrategy(ABC, HyperStrategyMixin):
def ft_stoploss_adjust(self, current_rate: float, trade: Trade,
current_time: datetime, current_profit: float,
force_stoploss: float, low: Optional[float] = None,
high: Optional[float] = None) -> None:
high: Optional[float] = None, after_fill: bool = False) -> None:
"""
Adjust stop-loss dynamically if configured to do so.
:param current_profit: current profit as ratio
@@ -1186,11 +1187,12 @@ class IStrategy(ABC, HyperStrategyMixin):
)(pair=trade.pair, trade=trade,
current_time=current_time,
current_rate=(bound or current_rate),
current_profit=bound_profit)
current_profit=bound_profit,
after_fill=after_fill)
# Sanity check - error cases will return None
if stop_loss_value:
# logger.info(f"{trade.pair} {stop_loss_value=} {bound_profit=}")
trade.adjust_stop_loss(bound or current_rate, stop_loss_value)
trade.adjust_stop_loss(bound or current_rate, stop_loss_value,
allow_refresh=after_fill)
else:
logger.warning("CustomStoploss function did not return valid stoploss")