Implement first stop method

config_full.json.example

@@ -75,6 +75,13 @@
             "refresh_period": 1440
         }
     ],
+    "protections": [
+        {
+            "method": "StoplossGuard",
+            "lookback_period": 60,
+            "trade_limit": 4
+        }
+    ],
     "exchange": {
         "name": "bittrex",
         "sandbox": false,

docs/includes/protections.md

@@ -0,0 +1,36 @@
+## Protections
+
+Protections will protect your strategy from unexpected events and market conditions.
+
+### Available Protection Handlers
+
+* [`StoplossGuard`](#stoploss-guard) (default, if not configured differently)
+
+#### Stoploss Guard
+
+`StoplossGuard` selects all trades within a `lookback_period` (in minutes), and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case it will stop trading until this condition is no longer true.
+
+```json
+"protections": [{
+        "method": "StoplossGuard",
+        "lookback_period": 60,
+        "trade_limit": 4
+}],
+```
+
+!!! Note
+    `StoplossGuard` considers all trades with the results `"stop_loss"` and `"trailing_stop_loss"` if the result was negative.
+
+### Full example of Protections
+
+The below example stops trading if more than 4 stoploss occur within a 1 hour (60 minute) limit.
+
+```json
+"protections": [
+    {
+        "method": "StoplossGuard",
+        "lookback_period": 60,
+        "trade_limit": 4
+    }
+    ],
+```

freqtrade/plugins/protectionmanager.py

@@ -14,8 +14,7 @@ logger = logging.getLogger(__name__)
 
 class ProtectionManager():
 
-    def __init__(self, exchange, config: dict) -> None:
-        self._exchange = exchange
+    def __init__(self, config: dict) -> None:
         self._config = config
 
         self._protection_handlers: List[IProtection] = []
@@ -26,8 +25,6 @@ class ProtectionManager():
                 continue
             protection_handler = ProtectionResolver.load_protection(
                 protection_handler_config['method'],
-                exchange=exchange,
-                protectionmanager=self,
                 config=config,
                 protection_config=protection_handler_config,
             )

freqtrade/plugins/protections/iprotection.py

@@ -1,6 +1,7 @@
 
 import logging
 from abc import ABC, abstractmethod
+from datetime import datetime
 from typing import Any, Dict
 
 
@@ -9,8 +10,9 @@ logger = logging.getLogger(__name__)
 
 class IProtection(ABC):
 
-    def __init__(self, config: Dict[str, Any]) -> None:
+    def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
         self._config = config
+        self._protection_config = protection_config
 
     @property
     def name(self) -> str:
@@ -22,3 +24,10 @@ class IProtection(ABC):
         Short method description - used for startup-messages
         -> Please overwrite in subclasses
         """
+
+    @abstractmethod
+    def stop_trade_enters_global(self, date_now: datetime) -> bool:
+        """
+        Stops trading (position entering) for all pairs
+        This must evaluate to true for the whole period of the "cooldown period".
+        """

freqtrade/plugins/protections/stoploss_guard.py

@@ -0,0 +1,55 @@
+
+import logging
+from datetime import datetime, timedelta
+from typing import Any, Dict
+
+from sqlalchemy import or_, and_
+
+from freqtrade.persistence import Trade
+from freqtrade.plugins.protections import IProtection
+from freqtrade.strategy.interface import SellType
+
+
+logger = logging.getLogger(__name__)
+
+
+class StoplossGuard(IProtection):
+
+    def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
+        super().__init__(config, protection_config)
+        self._lookback_period = protection_config.get('lookback_period', 60)
+        self._trade_limit = protection_config.get('trade_limit', 10)
+
+    def short_desc(self) -> str:
+        """
+        Short method description - used for startup-messages
+        """
+        return f"{self.name} - Frequent Stoploss Guard"
+
+    def _stoploss_guard(self, date_now: datetime, pair: str = None) -> bool:
+        """
+        Evaluate recent trades
+        """
+        look_back_until = date_now - timedelta(minutes=self._lookback_period)
+        filters = [
+            Trade.is_open.is_(False),
+            Trade.close_date > look_back_until,
+            or_(Trade.sell_reason == SellType.STOP_LOSS.value,
+                and_(Trade.sell_reason == SellType.TRAILING_STOP_LOSS.value,
+                     Trade.close_profit < 0))
+        ]
+        if pair:
+            filters.append(Trade.pair == pair)
+        trades = Trade.get_trades(filters).all()
+
+        if len(trades) > self.trade_limit:
+            return True
+
+        return False
+
+    def stop_trade_enters_global(self, date_now: datetime) -> bool:
+        """
+        Stops trading (position entering) for all pairs
+        This must evaluate to true for the whole period of the "cooldown period".
+        """
+        return self._stoploss_guard(date_now, pair=None)

freqtrade/resolvers/protection_resolver.py

@@ -24,21 +24,16 @@ class ProtectionResolver(IResolver):
     initial_search_path = Path(__file__).parent.parent.joinpath('plugins/protections').resolve()
 
     @staticmethod
-    def load_protection(protection_name: str, exchange, protectionmanager,
-                        config: Dict, protection_config: Dict) -> IProtection:
+    def load_protection(protection_name: str, config: Dict, protection_config: Dict) -> IProtection:
         """
         Load the protection with protection_name
         :param protection_name: Classname of the pairlist
-        :param exchange: Initialized exchange class
-        :param protectionmanager: Initialized protection manager
         :param config: configuration dictionary
         :param protection_config: Configuration dedicated to this pairlist
         :return: initialized Protection class
         """
         return ProtectionResolver.load_object(protection_name, config,
-                                              kwargs={'exchange': exchange,
-                                                      'pairlistmanager': protectionmanager,
-                                                      'config': config,
-                                                      'pairlistconfig': protection_config,
+                                              kwargs={'config': config,
+                                                      'protection_config': protection_config,
                                                       },
                                               )