From db5157a7ca0f009461c2ed44e5c140f3d724d535 Mon Sep 17 00:00:00 2001 From: Joe Schr Date: Tue, 16 Mar 2021 12:46:43 +0100 Subject: [PATCH] fixup(bb88d64): add guard for trades extends range of candle data in memory --- user_data/strategies/fixed_riskreward_loss.py | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/user_data/strategies/fixed_riskreward_loss.py b/user_data/strategies/fixed_riskreward_loss.py index 4703247..3eca3fb 100644 --- a/user_data/strategies/fixed_riskreward_loss.py +++ b/user_data/strategies/fixed_riskreward_loss.py @@ -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