Add locks per pair
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parent
ff7ba23477
commit
2a66c33a4e
@ -81,6 +81,10 @@
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"lookback_period": 60,
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"lookback_period": 60,
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"trade_limit": 4,
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"trade_limit": 4,
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"stopduration": 60
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"stopduration": 60
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},
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{
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"method": "CooldownPeriod",
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"stopduration": 20
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}
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}
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],
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],
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"exchange": {
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"exchange": {
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@ -27,7 +27,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
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'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
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'AgeFilter', 'PerformanceFilter', 'PrecisionFilter',
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'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
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'PriceFilter', 'RangeStabilityFilter', 'ShuffleFilter',
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'SpreadFilter']
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'SpreadFilter']
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AVAILABLE_PROTECTIONS = ['StoplossGuard']
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AVAILABLE_PROTECTIONS = ['StoplossGuard', 'CooldownPeriod']
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AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
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AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
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DRY_RUN_WALLET = 1000
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DRY_RUN_WALLET = 1000
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DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'
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DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'
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@ -57,3 +57,12 @@ class ProtectionManager():
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PairLocks.lock_pair('*', until, reason)
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PairLocks.lock_pair('*', until, reason)
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return True
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return True
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return False
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return False
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def stop_per_pair(self, pair) -> bool:
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now = datetime.now(timezone.utc)
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for protection_handler in self._protection_handlers:
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result, until, reason = protection_handler.stop_per_pair(pair, now)
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if result and until:
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PairLocks.lock_pair(pair, until, reason)
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return True
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return False
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68
freqtrade/plugins/protections/cooldown_period.py
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68
freqtrade/plugins/protections/cooldown_period.py
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@ -0,0 +1,68 @@
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import logging
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from datetime import datetime, timedelta
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from typing import Any, Dict
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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__)
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class CooldownPeriod(IProtection):
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def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
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super().__init__(config, protection_config)
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self._stopduration = protection_config.get('stopduration', 60)
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def _reason(self) -> str:
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"""
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LockReason to use
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"""
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return (f'Cooldown period for {self._stopduration} min.')
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def short_desc(self) -> str:
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"""
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Short method description - used for startup-messages
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"""
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return (f"{self.name} - Cooldown period.")
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def _cooldown_period(self, pair: str, date_now: datetime, ) -> ProtectionReturn:
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"""
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Get last trade for this pair
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"""
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look_back_until = date_now - timedelta(minutes=self._stopduration)
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filters = [
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Trade.is_open.is_(False),
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Trade.close_date > look_back_until,
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Trade.pair == pair,
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]
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trade = Trade.get_trades(filters).first()
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if trade:
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self.log_on_refresh(logger.info, f"Cooldown for {pair} for {self._stopduration}.")
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until = trade.close_date + timedelta(minutes=self._stopduration)
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return True, until, self._reason()
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return False, None, None
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def global_stop(self, date_now: datetime) -> ProtectionReturn:
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"""
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Stops trading (position entering) for all pairs
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This must evaluate to true for the whole period of the "cooldown period".
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:return: Tuple of [bool, until, reason].
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If true, all pairs will be locked with <reason> until <until>
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"""
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# Not implemented for cooldown period.
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return False, None, None
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def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
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"""
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Stops trading (position entering) for this pair
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This must evaluate to true for the whole period of the "cooldown period".
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:return: Tuple of [bool, until, reason].
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If true, this pair will be locked with <reason> until <until>
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"""
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return self._cooldown_period(pair, date_now)
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@ -36,3 +36,12 @@ class IProtection(LoggingMixin, ABC):
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Stops trading (position entering) for all pairs
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Stops trading (position entering) for all pairs
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This must evaluate to true for the whole period of the "cooldown period".
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This must evaluate to true for the whole period of the "cooldown period".
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"""
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"""
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@abstractmethod
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def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
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"""
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Stops trading (position entering) for this pair
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This must evaluate to true for the whole period of the "cooldown period".
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:return: Tuple of [bool, until, reason].
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If true, this pair will be locked with <reason> until <until>
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"""
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@ -1,7 +1,7 @@
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import logging
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import logging
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from datetime import datetime, timedelta
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from datetime import datetime, timedelta
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from typing import Any, Dict, Tuple
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from typing import Any, Dict
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from sqlalchemy import and_, or_
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from sqlalchemy import and_, or_
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@ -68,3 +68,12 @@ class StoplossGuard(IProtection):
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If true, all pairs will be locked with <reason> until <until>
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If true, all pairs will be locked with <reason> until <until>
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"""
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"""
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return self._stoploss_guard(date_now, pair=None)
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return self._stoploss_guard(date_now, pair=None)
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def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
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"""
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Stops trading (position entering) for this pair
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This must evaluate to true for the whole period of the "cooldown period".
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:return: Tuple of [bool, until, reason].
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If true, this pair will be locked with <reason> until <until>
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"""
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return False, None, None
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