From 52ddef4c8fccda290eb6c872f23ff72be827a3a2 Mon Sep 17 00:00:00 2001
From: Mark Veidemanis <m@zm.is>
Date: Tue, 20 Dec 2022 23:20:07 +0000
Subject: [PATCH] Simplify protection options and allow none

---
 core/trading/market.py | 49 +++++++++++++++++++++++++-----------------
 1 file changed, 29 insertions(+), 20 deletions(-)

diff --git a/core/trading/market.py b/core/trading/market.py
index c005e17..f73018f 100644
--- a/core/trading/market.py
+++ b/core/trading/market.py
@@ -182,7 +182,7 @@ def get_sl(direction, stop_loss_percent, price, return_var=False):
     return stop_loss
 
 
-def get_tp_sl(direction, strategy, price):
+def get_tp_sl(direction, strategy, price, round_to=None):
     """
     Get the take profit and stop loss prices.
     :param direction: Direction of the trade
@@ -190,16 +190,22 @@ def get_tp_sl(direction, strategy, price):
     :param price: Price of the trade
     :return: Take profit and stop loss prices
     """
-    take_profit = get_tp(direction, strategy.take_profit_percent, price)
-    stop_loss = get_sl(direction, strategy.stop_loss_percent, price)
-    cast = {"tp": take_profit, "sl": stop_loss}
+    cast = {}
+    if strategy.take_profit_percent != 0:
+        cast["take_profit"] = get_tp(direction, strategy.take_profit_percent, price)
+
+    if strategy.stop_loss_percent != 0:
+        cast["stop_loss"] = get_sl(direction, strategy.stop_loss_percent, price)
 
     # Look up the TSL if required by the strategy
-    if strategy.trailing_stop_loss_percent:
-        trailing_stop_loss = get_sl(
+    if strategy.trailing_stop_loss_percent != 0:
+        cast["trailing_stop_loss"] = get_sl(
             direction, strategy.trailing_stop_loss_percent, price, return_var=True
         )
-        cast["tsl"] = trailing_stop_loss
+
+    if round_to:
+        for key in cast:
+            cast[key] = float(round(cast[key], round_to))
 
     return cast
 
@@ -415,12 +421,21 @@ def execute_strategy(callback, strategy, func):
     )
 
     # Calculate TP/SL/TSL
-    protection = get_tp_sl(direction, strategy, current_price)
-    stop_loss = protection["sl"]
-    take_profit = protection["tp"]
-    trailing_stop_loss = None
-    if "tsl" in protection:
-        trailing_stop_loss = protection["tsl"]
+    protection = get_tp_sl(
+        direction, strategy, current_price, round_to=display_precision
+    )
+    # protection_cast = {}
+    # if "sl" in protection:
+    #     protection_cast["stop_loss"] = float(round(protect
+    # ion["sl"], display_precision))
+    # if "tp" in protection:
+    #     protection_cast["take_profit"] = float(
+    #         round(protection["tp"], display_precision)
+    #     )
+    # if "tsl" in protection:
+    #     protection_cast["trailing_stop_loss"] = float(
+    #         round(protection["tsl"], display_precision)
+    #     )
 
     # Create object, note that the amount is rounded to the trade precision
     amount_rounded = float(round(trade_size_in_base, trade_precision))
@@ -436,15 +451,9 @@ def execute_strategy(callback, strategy, func):
         amount=amount_rounded,
         # price=price_bound,
         price=price_bound,
-        stop_loss=float(round(stop_loss, display_precision)),
-        take_profit=float(round(take_profit, display_precision)),
         direction=direction,
+        **protection,
     )
-    # Add TSL if applicable
-    if trailing_stop_loss:
-        new_trade.trailing_stop_loss = float(
-            round(trailing_stop_loss, display_precision)
-        )
     new_trade.save()
 
     # Run the crossfilter to ensure we don't trade the same pair in opposite directions