Add locks per pair

This commit is contained in:
Matthias 2020-10-24 16:52:26 +02:00
parent ff7ba23477
commit 2a66c33a4e
6 changed files with 101 additions and 2 deletions

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@ -81,6 +81,10 @@
"lookback_period": 60,
"trade_limit": 4,
"stopduration": 60
},
{
"method": "CooldownPeriod",
"stopduration": 20
}
],
"exchange": {

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@ -27,7 +27,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
'SpreadFilter']
AVAILABLE_PROTECTIONS = ['StoplossGuard']
AVAILABLE_PROTECTIONS = ['StoplossGuard', 'CooldownPeriod']
AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
DRY_RUN_WALLET = 1000
DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'

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@ -57,3 +57,12 @@ class ProtectionManager():
PairLocks.lock_pair('*', until, reason)
return True
return False
def stop_per_pair(self, pair) -> bool:
now = datetime.now(timezone.utc)
for protection_handler in self._protection_handlers:
result, until, reason = protection_handler.stop_per_pair(pair, now)
if result and until:
PairLocks.lock_pair(pair, until, reason)
return True
return False

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@ -0,0 +1,68 @@
import logging
from datetime import datetime, timedelta
from typing import Any, Dict
from freqtrade.persistence import Trade
from freqtrade.plugins.protections import IProtection, ProtectionReturn
logger = logging.getLogger(__name__)
class CooldownPeriod(IProtection):
def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
super().__init__(config, protection_config)
self._stopduration = protection_config.get('stopduration', 60)
def _reason(self) -> str:
"""
LockReason to use
"""
return (f'Cooldown period for {self._stopduration} min.')
def short_desc(self) -> str:
"""
Short method description - used for startup-messages
"""
return (f"{self.name} - Cooldown period.")
def _cooldown_period(self, pair: str, date_now: datetime, ) -> ProtectionReturn:
"""
Get last trade for this pair
"""
look_back_until = date_now - timedelta(minutes=self._stopduration)
filters = [
Trade.is_open.is_(False),
Trade.close_date > look_back_until,
Trade.pair == pair,
]
trade = Trade.get_trades(filters).first()
if trade:
self.log_on_refresh(logger.info, f"Cooldown for {pair} for {self._stopduration}.")
until = trade.close_date + timedelta(minutes=self._stopduration)
return True, until, self._reason()
return False, None, None
def global_stop(self, date_now: datetime) -> ProtectionReturn:
"""
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>
"""
# Not implemented for cooldown period.
return False, None, None
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._cooldown_period(pair, date_now)

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@ -36,3 +36,12 @@ class IProtection(LoggingMixin, ABC):
Stops trading (position entering) for all pairs
This must evaluate to true for the whole period of the "cooldown period".
"""
@abstractmethod
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>
"""

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@ -1,7 +1,7 @@
import logging
from datetime import datetime, timedelta
from typing import Any, Dict, Tuple
from typing import Any, Dict
from sqlalchemy import and_, or_
@ -68,3 +68,12 @@ class StoplossGuard(IProtection):
If true, all pairs will be locked with <reason> until <until>
"""
return self._stoploss_guard(date_now, pair=None)
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 False, None, None