Add initial tests for StoplossGuard protection

tests/plugins/test_protections.py

@@ -0,0 +1,79 @@
+from freqtrade.strategy.interface import SellType
+from unittest.mock import MagicMock, PropertyMock
+import random
+import pytest
+from datetime import datetime, timedelta
+
+from freqtrade.constants import AVAILABLE_PROTECTIONS
+from freqtrade.persistence import Trade
+from tests.conftest import get_patched_freqtradebot, log_has_re
+
+
+def generate_mock_trade(pair: str, fee: float, is_open: bool,
+                        sell_reason: str = SellType.SELL_SIGNAL,
+                        min_ago_open: int = None, min_ago_close: int = None,
+                        ):
+    open_rate = random.random()
+
+    trade = Trade(
+        pair=pair,
+        stake_amount=0.01,
+        fee_open=fee,
+        fee_close=fee,
+        open_date=datetime.utcnow() - timedelta(minutes=min_ago_open or 200),
+        close_date=datetime.utcnow() - timedelta(minutes=min_ago_close or 30),
+        open_rate=open_rate,
+        is_open=is_open,
+        amount=0.01 / open_rate,
+        exchange='bittrex',
+    )
+    trade.recalc_open_trade_price()
+    if not is_open:
+        trade.close(open_rate * (1 - 0.9))
+        trade.sell_reason = sell_reason
+    return trade
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_stoploss_guard(mocker, default_conf, fee, caplog):
+    default_conf['protections'] = [{
+        "method": "StoplossGuard",
+        "lookback_period": 60,
+        "trade_limit": 2
+    }]
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    message = r"Trading stopped due to .*"
+    assert not freqtrade.protections.global_stop()
+    assert not log_has_re(message, caplog)
+    caplog.clear()
+
+    Trade.session.add(generate_mock_trade(
+        'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        min_ago_open=200, min_ago_close=30,
+        ))
+
+    assert not freqtrade.protections.global_stop()
+    assert not log_has_re(message, caplog)
+    caplog.clear()
+    # This trade does not count, as it's closed too long ago
+    Trade.session.add(generate_mock_trade(
+        'BCH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        min_ago_open=250, min_ago_close=100,
+    ))
+
+    Trade.session.add(generate_mock_trade(
+        'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        min_ago_open=240, min_ago_close=30,
+    ))
+    # 3 Trades closed - but the 2nd has been closed too long ago.
+    assert not freqtrade.protections.global_stop()
+    assert not log_has_re(message, caplog)
+    caplog.clear()
+
+    Trade.session.add(generate_mock_trade(
+        'LTC/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        min_ago_open=180, min_ago_close=30,
+    ))
+
+    assert freqtrade.protections.global_stop()
+    assert log_has_re(message, caplog)