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Fix stop evaluation sequence to have stop before liquidation

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Adjust test to have liquidation above stop
closes #9296
This commit is contained in:
Matthias
2023-10-22 09:24:28 +02:00
parent 9b45bb2e24
commit bbbc8a760c
2 changed files with 5 additions and 5 deletions
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8
freqtrade/strategy/interface.py
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@@ -1244,10 +1244,6 @@ class IStrategy(ABC, HyperStrategyMixin):
and trade.liquidation_price <= (high or current_rate)
and trade.is_short)
if (liq_higher_long or liq_lower_short):
logger.debug(f"{trade.pair} - Liquidation price hit. exit_type=ExitType.LIQUIDATION")
return ExitCheckTuple(exit_type=ExitType.LIQUIDATION)
# evaluate if the stoploss was hit if stoploss is not on exchange
# in Dry-Run, this handles stoploss logic as well, as the logic will not be different to
# regular stoploss handling.
@@ -1268,6 +1264,10 @@ class IStrategy(ABC, HyperStrategyMixin):
return ExitCheckTuple(exit_type=exit_type)
if (liq_higher_long or liq_lower_short):
logger.debug(f"{trade.pair} - Liquidation price hit. exit_type=ExitType.LIQUIDATION")
return ExitCheckTuple(exit_type=ExitType.LIQUIDATION)
return ExitCheckTuple(exit_type=ExitType.NONE)
def min_roi_reached_entry(self, trade_dur: int) -> Tuple[Optional[int], Optional[float]]:

2
tests/strategy/test_interface.py
View File

@@ -422,7 +422,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
# enable custom stoploss, expected after 1st call, expected after 2nd call
(0.2, 0.9, ExitType.NONE, None, False, False, 0.3, 0.9, ExitType.NONE, None),
(0.2, 0.9, ExitType.NONE, None, False, False, -0.2, 0.9, ExitType.STOP_LOSS, None),
(0.2, 0.9, ExitType.NONE, 0.8, False, False, -0.2, 0.9, ExitType.LIQUIDATION, None),
(0.2, 0.9, ExitType.NONE, 0.92, False, False, -0.09, 0.9, ExitType.LIQUIDATION, None),
(0.2, 1.14, ExitType.NONE, None, True, False, 0.05, 1.14, ExitType.TRAILING_STOP_LOSS,
None),
(0.01, 0.96, ExitType.NONE, None, True, False, 0.05, 1, ExitType.NONE, None),