def is_time_to_exit(data,
funcs,
smas=var.default_smas,
emas=var.default_emas,
stop=1,
bought_at=0,
max_price=0,
count=-1):
'''
Detects when is time to exit trade.
stop variable:
0 -> no stop loss [DANGEROUS]
1 -> regular stop loss
2 -> trailing stop loss
'''
if count == 0: return True
if stop == 1:
if stop_loss(data.Last.iloc[-1], bought_at, percentage=10):
return True
elif stop == 2:
if trailing_stop_loss(data.Last.iloc[-1], max_price, percentage=10):
return True
for func in funcs:
if func(data, smas=smas, emas=emas):
return True
return False
def is_time_to_exit(data,
funcs,
smas=var.default_smas,
emas=var.default_emas,
stop=2,
bought_at=0,
max_price=0,
count=-1):
"""
Detects when is time to exit trade.
stop variable:
0 -> no stop loss [DANGEROUS]
1 -> regular stop loss
2 -> trailing stop loss
"""
#if count == 0:
# return True
if stop == 1:
if stop_loss(data.Last.iloc[-1],
bought_at,
percentage=var.stop_loss_prcnt):
log.debug(f"[FUNC] Stop-loss")
return True
elif stop == 2:
if trailing_stop_loss(data.Last.iloc[-1],
max_price,
percentage=var.trailing_loss_prcnt):
log.debug(f"[FUNC] Trailing stop-loss")
return True
for func in funcs:
if func(data, smas=smas, emas=emas):
log.debug(f"[FUNC] {func.__name__}")
return True
return False
def test_trailing_stop_loss(self):
self.assertEqual(aux.trailing_stop_loss(100, 110, 11), False)
self.assertEqual(aux.trailing_stop_loss(100, 110, 10), False)
self.assertEqual(aux.trailing_stop_loss(100, 110, 9), True)