stable/freqtrade/plugins/protections/iprotection.py

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import logging
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from abc import ABC, abstractmethod
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from dataclasses import dataclass
from datetime import datetime, timedelta, timezone
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from typing import Any, Dict, List, Optional
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from freqtrade.exchange import timeframe_to_minutes
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from freqtrade.misc import plural
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from freqtrade.mixins import LoggingMixin
from freqtrade.persistence import LocalTrade
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logger = logging.getLogger(__name__)
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@dataclass
class ProtectionReturn:
lock: bool
until: datetime
reason: Optional[str]
lock_side: Optional[str] = None
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class IProtection(LoggingMixin, ABC):
# Can globally stop the bot
has_global_stop: bool = False
# Can stop trading for one pair
has_local_stop: bool = False
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def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
self._config = config
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self._protection_config = protection_config
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self._stop_duration_candles: Optional[int] = None
self._lookback_period_candles: Optional[int] = None
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tf_in_min = timeframe_to_minutes(config['timeframe'])
if 'stop_duration_candles' in protection_config:
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self._stop_duration_candles = int(protection_config.get('stop_duration_candles', 1))
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self._stop_duration = (tf_in_min * self._stop_duration_candles)
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else:
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self._stop_duration_candles = None
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self._stop_duration = protection_config.get('stop_duration', 60)
if 'lookback_period_candles' in protection_config:
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self._lookback_period_candles = int(protection_config.get('lookback_period_candles', 1))
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self._lookback_period = tf_in_min * self._lookback_period_candles
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else:
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self._lookback_period_candles = None
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self._lookback_period = int(protection_config.get('lookback_period', 60))
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LoggingMixin.__init__(self, logger)
@property
def name(self) -> str:
return self.__class__.__name__
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@property
def stop_duration_str(self) -> str:
"""
Output configured stop duration in either candles or minutes
"""
if self._stop_duration_candles:
return (f"{self._stop_duration_candles} "
f"{plural(self._stop_duration_candles, 'candle', 'candles')}")
else:
return (f"{self._stop_duration} "
f"{plural(self._stop_duration, 'minute', 'minutes')}")
@property
def lookback_period_str(self) -> str:
"""
Output configured lookback period in either candles or minutes
"""
if self._lookback_period_candles:
return (f"{self._lookback_period_candles} "
f"{plural(self._lookback_period_candles, 'candle', 'candles')}")
else:
return (f"{self._lookback_period} "
f"{plural(self._lookback_period, 'minute', 'minutes')}")
@abstractmethod
def short_desc(self) -> str:
"""
Short method description - used for startup-messages
-> Please overwrite in subclasses
"""
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@abstractmethod
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def global_stop(self, date_now: datetime, side: str) -> 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".
"""
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@abstractmethod
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def stop_per_pair(self, pair: str, date_now: datetime, side: str) -> 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>
"""
@staticmethod
def calculate_lock_end(trades: List[LocalTrade], stop_minutes: int) -> datetime:
"""
Get lock end time
"""
max_date: datetime = max([trade.close_date for trade in trades if trade.close_date])
# comming from Database, tzinfo is not set.
if max_date.tzinfo is None:
max_date = max_date.replace(tzinfo=timezone.utc)
until = max_date + timedelta(minutes=stop_minutes)
return until