Implement first stop method

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)