stable/freqtrade/plugins/protections/stoploss_guard.py

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import logging
from datetime import datetime, timedelta
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from typing import Any, Dict
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from freqtrade.enums import ExitType
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from freqtrade.persistence import Trade
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from freqtrade.plugins.protections import IProtection, ProtectionReturn
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logger = logging.getLogger(__name__)
class StoplossGuard(IProtection):
has_global_stop: bool = True
has_local_stop: bool = True
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def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
super().__init__(config, protection_config)
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self._trade_limit = protection_config.get('trade_limit', 10)
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self._disable_global_stop = protection_config.get('only_per_pair', False)
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def short_desc(self) -> str:
"""
Short method description - used for startup-messages
"""
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return (f"{self.name} - Frequent Stoploss Guard, {self._trade_limit} stoplosses "
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f"within {self.lookback_period_str}.")
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def _reason(self) -> str:
"""
LockReason to use
"""
return (f'{self._trade_limit} stoplosses in {self._lookback_period} min, '
f'locking for {self._stop_duration} min.')
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def _stoploss_guard(self, date_now: datetime, pair: str = None) -> ProtectionReturn:
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"""
Evaluate recent trades
"""
look_back_until = date_now - timedelta(minutes=self._lookback_period)
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# filters = [
# Trade.is_open.is_(False),
# Trade.close_date > look_back_until,
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# or_(Trade.sell_reason == ExitType.STOP_LOSS.value,
# and_(Trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value,
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# Trade.close_profit < 0))
# ]
# if pair:
# filters.append(Trade.pair == pair)
# trades = Trade.get_trades(filters).all()
trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
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trades = [trade for trade in trades1 if (str(trade.exit_reason) in (
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ExitType.TRAILING_STOP_LOSS.value, ExitType.STOP_LOSS.value,
ExitType.STOPLOSS_ON_EXCHANGE.value)
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and trade.close_profit and trade.close_profit < 0)]
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if len(trades) < self._trade_limit:
return False, None, None
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self.log_once(f"Trading stopped due to {self._trade_limit} "
f"stoplosses within {self._lookback_period} minutes.", logger.info)
until = self.calculate_lock_end(trades, self._stop_duration)
return True, until, self._reason()
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def global_stop(self, date_now: datetime) -> ProtectionReturn:
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"""
Stops trading (position entering) for all pairs
This must evaluate to true for the whole period of the "cooldown period".
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:return: Tuple of [bool, until, reason].
If true, all pairs will be locked with <reason> until <until>
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"""
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if self._disable_global_stop:
return False, None, None
return self._stoploss_guard(date_now, None)
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def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
"""
Stops trading (position entering) for this pair
This must evaluate to true for the whole period of the "cooldown period".
:return: Tuple of [bool, until, reason].
If true, this pair will be locked with <reason> until <until>
"""
return self._stoploss_guard(date_now, pair)