Add more tests

This commit is contained in:
Matthias
2020-10-15 08:07:09 +02:00
parent 2b85e7eac3
commit 56975db2ed
6 changed files with 54 additions and 21 deletions

View File

@@ -1,2 +1,2 @@
# flake8: noqa: F401
from freqtrade.plugins.protections.iprotection import IProtection
from freqtrade.plugins.protections.iprotection import IProtection, ProtectionReturn

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@@ -2,13 +2,15 @@
import logging
from abc import ABC, abstractmethod
from datetime import datetime
from typing import Any, Dict
from typing import Any, Dict, Optional, Tuple
from freqtrade.mixins import LoggingMixin
logger = logging.getLogger(__name__)
ProtectionReturn = Tuple[bool, Optional[datetime], Optional[str]]
class IProtection(LoggingMixin, ABC):
@@ -29,7 +31,7 @@ class IProtection(LoggingMixin, ABC):
"""
@abstractmethod
def global_stop(self, date_now: datetime) -> bool:
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".

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@@ -1,12 +1,12 @@
import logging
from datetime import datetime, timedelta
from typing import Any, Dict
from typing import Any, Dict, Tuple
from sqlalchemy import and_, or_
from freqtrade.persistence import Trade
from freqtrade.plugins.protections import IProtection
from freqtrade.plugins.protections import IProtection, ProtectionReturn
from freqtrade.strategy.interface import SellType
@@ -17,16 +17,26 @@ 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)
self._stopduration = protection_config.get('stopduration', 60)
def _reason(self) -> str:
"""
LockReason to use
"""
return (f'{self._trade_limit} stoplosses in {self._lookback_period} min, '
f'locking for {self._stopduration} min.')
def short_desc(self) -> str:
"""
Short method description - used for startup-messages
"""
return f"{self.name} - Frequent Stoploss Guard"
return (f"{self.name} - Frequent Stoploss Guard, {self._trade_limit} stoplosses "
f"within {self._lookback_period} minutes.")
def _stoploss_guard(self, date_now: datetime, pair: str = None) -> bool:
def _stoploss_guard(self, date_now: datetime, pair: str = None) -> ProtectionReturn:
"""
Evaluate recent trades
"""
@@ -45,13 +55,16 @@ class StoplossGuard(IProtection):
if len(trades) > self._trade_limit:
self.log_on_refresh(logger.info, f"Trading stopped due to {self._trade_limit} "
f"stoplosses within {self._lookback_period} minutes.")
return True
until = date_now + timedelta(minutes=self._stopduration)
return True, until, self._reason()
return False
return False, None, None
def global_stop(self, date_now: datetime) -> bool:
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>
"""
return self._stoploss_guard(date_now, pair=None)