stable/freqtrade/plugins/protections/low_profit_pairs.py

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import logging
from datetime import datetime, timedelta
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from typing import Any, Dict, Optional
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from freqtrade.constants import LongShort
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from freqtrade.persistence import Trade
from freqtrade.plugins.protections import IProtection, ProtectionReturn
logger = logging.getLogger(__name__)
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class LowProfitPairs(IProtection):
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has_global_stop: bool = False
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)
self._trade_limit = protection_config.get('trade_limit', 1)
self._required_profit = protection_config.get('required_profit', 0.0)
def short_desc(self) -> str:
"""
Short method description - used for startup-messages
"""
return (f"{self.name} - Low Profit Protection, locks pairs with "
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f"profit < {self._required_profit} within {self.lookback_period_str}.")
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def _reason(self, profit: float) -> str:
"""
LockReason to use
"""
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return (f'{profit} < {self._required_profit} in {self.lookback_period_str}, '
f'locking for {self.stop_duration_str}.')
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def _low_profit(self, date_now: datetime, pair: str) -> Optional[ProtectionReturn]:
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"""
Evaluate recent trades for pair
"""
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,
# ]
# if pair:
# filters.append(Trade.pair == pair)
trades = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
# trades = Trade.get_trades(filters).all()
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if len(trades) < self._trade_limit:
# Not enough trades in the relevant period
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return None
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profit = sum(trade.close_profit for trade in trades if trade.close_profit)
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if profit < self._required_profit:
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self.log_once(
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f"Trading for {pair} stopped due to {profit:.2f} < {self._required_profit} "
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f"within {self._lookback_period} minutes.", logger.info)
until = self.calculate_lock_end(trades, self._stop_duration)
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return ProtectionReturn(
lock=True,
until=until,
reason=self._reason(profit),
)
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return None
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def global_stop(self, date_now: datetime, side: LongShort) -> Optional[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".
:return: Tuple of [bool, until, reason].
If true, all pairs will be locked with <reason> until <until>
"""
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return None
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def stop_per_pair(
self, pair: str, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
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"""
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>
"""
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return self._low_profit(date_now, pair=pair)