fixup(bb88d64): add guard for trades extends range of candle data in memory

2021-03-16 12:46:43 +01:00
parent 08c75be22e
commit db5157a7ca
1 changed files with 6 additions and 0 deletions
@@ -52,6 +52,12 @@ class FixedRiskRewardLoss(IStrategy):
            # in live/dry-run, we have to search for nearest row before it
            open_date_mask = custom_info_pair.index.unique().get_loc(trade.open_date_utc, method='ffill')
            open_df = custom_info_pair.iloc[open_date_mask]
+
+            # trade might be open too long for us to find opening candle
+            if(len(open_df) != 1):
+                self.sell_profit = False # re-activate sell signal at any profit
+                return -1 # won't update current stoploss
+
            initial_sl_abs = open_df['stoploss_rate']

            # calculate initial stoploss at open_date