Simplify protection options and allow none
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29125d5087
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@ -182,7 +182,7 @@ def get_sl(direction, stop_loss_percent, price, return_var=False):
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return stop_loss
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def get_tp_sl(direction, strategy, price):
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def get_tp_sl(direction, strategy, price, round_to=None):
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"""
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Get the take profit and stop loss prices.
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:param direction: Direction of the trade
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@ -190,16 +190,22 @@ def get_tp_sl(direction, strategy, price):
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:param price: Price of the trade
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:return: Take profit and stop loss prices
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"""
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take_profit = get_tp(direction, strategy.take_profit_percent, price)
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stop_loss = get_sl(direction, strategy.stop_loss_percent, price)
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cast = {"tp": take_profit, "sl": stop_loss}
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cast = {}
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if strategy.take_profit_percent != 0:
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cast["take_profit"] = get_tp(direction, strategy.take_profit_percent, price)
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if strategy.stop_loss_percent != 0:
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cast["stop_loss"] = get_sl(direction, strategy.stop_loss_percent, price)
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# Look up the TSL if required by the strategy
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if strategy.trailing_stop_loss_percent:
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trailing_stop_loss = get_sl(
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if strategy.trailing_stop_loss_percent != 0:
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cast["trailing_stop_loss"] = get_sl(
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direction, strategy.trailing_stop_loss_percent, price, return_var=True
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)
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cast["tsl"] = trailing_stop_loss
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if round_to:
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for key in cast:
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cast[key] = float(round(cast[key], round_to))
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return cast
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@ -415,12 +421,21 @@ def execute_strategy(callback, strategy, func):
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)
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# Calculate TP/SL/TSL
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protection = get_tp_sl(direction, strategy, current_price)
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stop_loss = protection["sl"]
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take_profit = protection["tp"]
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trailing_stop_loss = None
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if "tsl" in protection:
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trailing_stop_loss = protection["tsl"]
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protection = get_tp_sl(
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direction, strategy, current_price, round_to=display_precision
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)
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# protection_cast = {}
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# if "sl" in protection:
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# protection_cast["stop_loss"] = float(round(protect
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# ion["sl"], display_precision))
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# if "tp" in protection:
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# protection_cast["take_profit"] = float(
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# round(protection["tp"], display_precision)
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# )
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# if "tsl" in protection:
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# protection_cast["trailing_stop_loss"] = float(
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# round(protection["tsl"], display_precision)
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# )
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# Create object, note that the amount is rounded to the trade precision
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amount_rounded = float(round(trade_size_in_base, trade_precision))
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@ -436,14 +451,8 @@ def execute_strategy(callback, strategy, func):
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amount=amount_rounded,
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# price=price_bound,
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price=price_bound,
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stop_loss=float(round(stop_loss, display_precision)),
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take_profit=float(round(take_profit, display_precision)),
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direction=direction,
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)
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# Add TSL if applicable
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if trailing_stop_loss:
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new_trade.trailing_stop_loss = float(
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round(trailing_stop_loss, display_precision)
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**protection,
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)
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new_trade.save()
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