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fix: Improve safety of custom_stop return validation

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If the return is inf or NaN freqtrade should not fail
closes #10349
This commit is contained in:
Matthias
2024-06-21 16:43:07 +02:00
parent 4f43e59643
commit b7f180ab3f
2 changed files with 7 additions and 2 deletions
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docs/strategy-callbacks.md
+3 -1
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@@ -165,7 +165,9 @@ E.g. If the `current_rate` is 200 USD, then returning `0.02` will set the stoplo
During backtesting, `current_rate` (and `current_profit`) are provided against the candle's high (or low for short trades) - while the resulting stoploss is evaluated against the candle's low (or high for short trades). During backtesting, `current_rate` (and `current_profit`) are provided against the candle's high (or low for short trades) - while the resulting stoploss is evaluated against the candle's low (or high for short trades).
The absolute value of the return value is used (the sign is ignored), so returning `0.05` or `-0.05` have the same result, a stoploss 5% below the current price. The absolute value of the return value is used (the sign is ignored), so returning `0.05` or `-0.05` have the same result, a stoploss 5% below the current price.
Returning None will be interpreted as "no desire to change", and is the only safe way to return when you'd like to not modify the stoploss. Returning `None` will be interpreted as "no desire to change", and is the only safe way to return when you'd like to not modify the stoploss.
`NaN` and `inf` values are considered invalid and will be ignored (identical to `None`).
Stoploss on exchange works similar to `trailing_stop`, and the stoploss on exchange is updated as configured in `stoploss_on_exchange_interval` ([More details about stoploss on exchange](stoploss.md#stop-loss-on-exchangefreqtrade)). Stoploss on exchange works similar to `trailing_stop`, and the stoploss on exchange is updated as configured in `stoploss_on_exchange_interval` ([More details about stoploss on exchange](stoploss.md#stop-loss-on-exchangefreqtrade)).
freqtrade/strategy/interface.py
+4 -1
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@@ -6,6 +6,7 @@ This module defines the interface to apply for strategies
import logging import logging
from abc import ABC, abstractmethod from abc import ABC, abstractmethod
from datetime import datetime, timedelta, timezone from datetime import datetime, timedelta, timezone
from math import isinf, isnan
from typing import Dict, List, Optional, Tuple, Union from typing import Dict, List, Optional, Tuple, Union
from pandas import DataFrame from pandas import DataFrame
@@ -1423,7 +1424,9 @@ class IStrategy(ABC, HyperStrategyMixin):
after_fill=after_fill, after_fill=after_fill,
) )
# Sanity check - error cases will return None # Sanity check - error cases will return None
if stop_loss_value_custom: if stop_loss_value_custom and not (
isnan(stop_loss_value_custom) or isinf(stop_loss_value_custom)
):
stop_loss_value = stop_loss_value_custom stop_loss_value = stop_loss_value_custom
trade.adjust_stop_loss( trade.adjust_stop_loss(
bound or current_rate, stop_loss_value, allow_refresh=after_fill bound or current_rate, stop_loss_value, allow_refresh=after_fill