Merge branch 'develop' into feat_readjust_entry

freqtrade/optimize/backtesting.py

@@ -867,10 +867,11 @@ class Backtesting:
             return 'short'
         return None
 
-    def run_protections(self, enable_protections, pair: str, current_time: datetime):
+    def run_protections(
+            self, enable_protections, pair: str, current_time: datetime, side: LongShort):
         if enable_protections:
-            self.protections.stop_per_pair(pair, current_time)
-            self.protections.global_stop(current_time)
+            self.protections.stop_per_pair(pair, current_time, side)
+            self.protections.global_stop(current_time, side)
 
     def manage_open_orders(self, trade: LocalTrade, current_time, row: Tuple) -> bool:
         """
@@ -1030,7 +1031,7 @@ class Backtesting:
                     and self.trade_slot_available(max_open_trades, open_trade_count_start)
                     and current_time != end_date
                     and trade_dir is not None
-                    and not PairLocks.is_pair_locked(pair, row[DATE_IDX])
+                    and not PairLocks.is_pair_locked(pair, row[DATE_IDX], trade_dir)
                 ):
                     trade = self._enter_trade(pair, row, trade_dir)
                     if trade:
@@ -1068,7 +1069,8 @@ class Backtesting:
                         LocalTrade.close_bt_trade(trade)
                         trades.append(trade)
                         self.wallets.update()
-                        self.run_protections(enable_protections, pair, current_time)
+                        self.run_protections(
+                            enable_protections, pair, current_time, trade.trade_direction)
 
             # Move time one configured time_interval ahead.
             self.progress.increment()
@@ -1092,7 +1094,7 @@ class Backtesting:
                               timerange: TimeRange):
         self.progress.init_step(BacktestState.ANALYZE, 0)
 
-        logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
+        logger.info(f"Running backtesting for Strategy {strat.get_strategy_name()}")
         backtest_start_time = datetime.now(timezone.utc)
         self._set_strategy(strat)
 

freqtrade/optimize/hyperopt_loss/hyperopt_loss_calmar.py

@@ -10,7 +10,7 @@ from typing import Any, Dict
 
 from pandas import DataFrame
 
-from freqtrade.data.btanalysis import calculate_max_drawdown
+from freqtrade.data.metrics import calculate_max_drawdown
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 

freqtrade/optimize/hyperopt_loss/hyperopt_loss_max_drawdown.py

@@ -8,7 +8,7 @@ from datetime import datetime
 
 from pandas import DataFrame
 
-from freqtrade.data.btanalysis import calculate_max_drawdown
+from freqtrade.data.metrics import calculate_max_drawdown
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 

freqtrade/optimize/hyperopt_loss/hyperopt_loss_profit_drawdown.py

@@ -9,7 +9,7 @@ individual needs.
 """
 from pandas import DataFrame
 
-from freqtrade.data.btanalysis import calculate_max_drawdown
+from freqtrade.data.metrics import calculate_max_drawdown
 from freqtrade.optimize.hyperopt import IHyperOptLoss
 
 

freqtrade/optimize/optimize_reports.py

@@ -9,8 +9,8 @@ from pandas import DataFrame, to_datetime
 from tabulate import tabulate
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT
-from freqtrade.data.btanalysis import (calculate_cagr, calculate_csum, calculate_market_change,
-                                       calculate_max_drawdown)
+from freqtrade.data.metrics import (calculate_cagr, calculate_csum, calculate_market_change,
+                                    calculate_max_drawdown)
 from freqtrade.misc import decimals_per_coin, file_dump_joblib, file_dump_json, round_coin_value
 from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename