First commit about ignoring expired candle

Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>

docs/configuration.md

@@ -121,6 +121,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
 | `user_data_dir` | Directory containing user data. <br> *Defaults to `./user_data/`*. <br> **Datatype:** String
 | `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
 | `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
+| `ignore_buying_expired_candle` | Enables usage of skipping buys on candles that are older than a specified period. <br>*Defaults to `False`* <br> **Datatype:** Boolean 
+| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used when setting `ignore_buying_expired_candle`. <br> **Datatype:** Integer
 
 ### Parameters in the strategy
 
@@ -144,6 +146,8 @@ Values set in the configuration file always overwrite values set in the strategy
 * `use_sell_signal` (ask_strategy)
 * `sell_profit_only` (ask_strategy)
 * `ignore_roi_if_buy_signal` (ask_strategy)
+* `ignore_buying_expired_candle`
+* `ignore_buying_expired_candle_after`
 
 ### Configuring amount per trade
 
@@ -671,6 +675,19 @@ export HTTPS_PROXY="http://addr:port"
 freqtrade
 ```
 
+## Ignoring expired candles
+
+When working with larger timeframes (for example 1h or more) and using a low `max_trades` value, the last candle can be processed as soon as a trade slot becomes available. When processing the last candle, this can lead to a situation where it may not be desirable to use the buy signal on that candle. For example, when using a condition in your strategy where you use a cross-over, that point may have passed too long ago for you to start a trade on it.
+
+In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ignore_buying_expired_candle` to `True`. After this, you can set `ignore_buying_expired_candle_after` to the number of seconds after which the candle becomes expired.
+
+For example, if your strategy is using a 1h timeframe, and you only want to buy within the first 5 minutes when a new candle comes in, you can add the following configuration to your strategy:
+
+``` json
+ignore_buying_expired_candle = True
+ignore_buying_expired_candle_after = 300 # 5 minutes
+```
+
 ## Embedding Strategies
 
 Freqtrade provides you with with an easy way to embed the strategy into your configuration file.

freqtrade/strategy/interface.py

@@ -5,7 +5,7 @@ This module defines the interface to apply for strategies
 import logging
 import warnings
 from abc import ABC, abstractmethod
-from datetime import datetime, timezone
+from datetime import datetime, timezone, timedelta
 from enum import Enum
 from typing import Dict, List, NamedTuple, Optional, Tuple
 
@@ -113,6 +113,11 @@ class IStrategy(ABC):
     # run "populate_indicators" only for new candle
     process_only_new_candles: bool = False
 
+    # Don't analyze too old candles
+    ignore_buying_expired_candle: bool = False
+    # Number of seconds after which the candle will no longer result in a buy
+    ignore_buying_expired_candle_after: int = 0
+
     # Disable checking the dataframe (converts the error into a warning message)
     disable_dataframe_checks: bool = False
 
@@ -476,8 +481,21 @@ class IStrategy(ABC):
         (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
         logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
                      latest['date'], pair, str(buy), str(sell))
+        if self.ignore_expired_candle(dataframe=dataframe, buy=buy):
+            return False, sell
         return buy, sell
 
+    def ignore_expired_candle(self, dataframe: DataFrame, buy: bool):
+        if self.ignore_buying_expired_candle and buy:
+            current_time = datetime.now(timezone.utc) - timedelta(seconds=self.ignore_buying_expired_candle_after)
+            candle_time = dataframe['date'].tail(1).iat[0]
+            time_delta = current_time - candle_time
+            if time_delta.total_seconds() > self.ignore_buying_expired_candle_after:
+                logger.debug('ignoring buy signals because candle exceeded ignore_buying_expired_candle_after of %s seconds', self.ignore_buying_expired_candle_after)
+                return True
+        else:
+            return False
+
     def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
                     sell: bool, low: float = None, high: float = None,
                     force_stoploss: float = 0) -> SellCheckTuple:
@@ -672,6 +690,7 @@ class IStrategy(ABC):
         :return: DataFrame with buy column
         """
         logger.debug(f"Populating buy signals for pair {metadata.get('pair')}.")
+
         if self._buy_fun_len == 2:
             warnings.warn("deprecated - check out the Sample strategy to see "
                           "the current function headers!", DeprecationWarning)

tests/strategy/test_interface.py

@@ -106,6 +106,23 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
     assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
 
 
+def test_ignore_expired_candle(default_conf, ohlcv_history):
+    default_conf.update({'strategy': 'DefaultStrategy'})
+    strategy = StrategyResolver.load_strategy(default_conf)
+    strategy.ignore_buying_expired_candle = True
+    strategy.ignore_buying_expired_candle_after = 60
+
+    ohlcv_history.loc[-1, 'date'] = arrow.utcnow().shift(minutes=-3)
+    # Take a copy to correctly modify the call
+    mocked_history = ohlcv_history.copy()
+    mocked_history['sell'] = 0
+    mocked_history['buy'] = 0
+    mocked_history.loc[1, 'buy'] = 1
+    mocked_history.loc[1, 'sell'] = 1
+
+    assert strategy.ignore_expired_candle(mocked_history, True) == True
+
+
 def test_assert_df_raise(mocker, caplog, ohlcv_history):
     ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
     # Take a copy to correctly modify the call