Fix locking - should round before storing to have a consistent picture

docs/strategy-customization.md

@@ -704,7 +704,7 @@ To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
     Locked pairs will always be rounded up to the next candle. So assuming a `5m` timeframe, a lock with `until` set to 10:18 will lock the pair until the candle from 10:15-10:20 will be finished.
 
 !!! Warning
-    Locking pairs is not functioning during backtesting.
+    Locking pairs is not available during backtesting.
 
 #### Pair locking example
 

freqtrade/freqtradebot.py

@@ -4,7 +4,7 @@ Freqtrade is the main module of this bot. It contains the class Freqtrade()
 import copy
 import logging
 import traceback
-from datetime import datetime
+from datetime import datetime, timezone
 from math import isclose
 from threading import Lock
 from typing import Any, Dict, List, Optional
@@ -19,10 +19,10 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.edge import Edge
 from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
                                   InvalidOrderException, PricingError)
-from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date
+from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import safe_value_fallback, safe_value_fallback2
 from freqtrade.pairlist.pairlistmanager import PairListManager
-from freqtrade.persistence import Order, Trade, cleanup_db, init_db
+from freqtrade.persistence import Order, Trade, cleanup_db, init_db, PairLocks
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager, RPCMessageType
 from freqtrade.state import State
@@ -72,6 +72,8 @@ class FreqtradeBot:
 
         self.wallets = Wallets(self.config, self.exchange)
 
+        PairLocks.timeframe = self.config['timeframe']
+
         self.pairlists = PairListManager(self.exchange, self.config)
 
         self.dataprovider = DataProvider(self.config, self.exchange, self.pairlists)
@@ -363,9 +365,9 @@ class FreqtradeBot:
             except DependencyException as exception:
                 logger.warning('Unable to create trade for %s: %s', pair, exception)
 
-                if not trades_created:
-                    logger.debug("Found no buy signals for whitelisted currencies. "
-                                 "Trying again...")
+        if not trades_created:
+            logger.debug("Found no buy signals for whitelisted currencies. "
+                         "Trying again...")
 
         return trades_created
 
@@ -937,7 +939,7 @@ class FreqtradeBot:
             self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
                                     stoploss_order=True)
             # Lock pair for one candle to prevent immediate rebuys
-            self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']),
+            self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
                                     reason='Auto lock')
             self._notify_sell(trade, "stoploss")
             return True
@@ -1264,7 +1266,7 @@ class FreqtradeBot:
         Trade.session.flush()
 
         # Lock pair for one candle to prevent immediate rebuys
-        self.strategy.lock_pair(trade.pair, timeframe_to_next_date(self.config['timeframe']),
+        self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc),
                                 reason='Auto lock')
 
         self._notify_sell(trade, order_type)

freqtrade/persistence/models.py

@@ -694,7 +694,7 @@ class PairLock(_DECL_BASE):
         if not now:
             now = datetime.now(timezone.utc)
 
-        filters = [func.datetime(PairLock.lock_end_time) >= now,
+        filters = [PairLock.lock_end_time > now,
                    # Only active locks
                    PairLock.active.is_(True), ]
         if pair:

freqtrade/persistence/pairlock_middleware.py

@@ -5,6 +5,7 @@ from datetime import datetime, timezone
 from typing import List, Optional
 
 from freqtrade.persistence.models import PairLock
+from freqtrade.exchange import timeframe_to_next_date
 
 
 logger = logging.getLogger(__name__)
@@ -19,12 +20,14 @@ class PairLocks():
     use_db = True
     locks: List[PairLock] = []
 
+    timeframe: str = ''
+
     @staticmethod
     def lock_pair(pair: str, until: datetime, reason: str = None) -> None:
         lock = PairLock(
             pair=pair,
             lock_time=datetime.now(timezone.utc),
-            lock_end_time=until,
+            lock_end_time=timeframe_to_next_date(PairLocks.timeframe, until),
             reason=reason,
             active=True
         )
@@ -49,7 +52,7 @@ class PairLocks():
             return PairLock.query_pair_locks(pair, now).all()
         else:
             locks = [lock for lock in PairLocks.locks if (
-                lock.lock_end_time > now
+                lock.lock_end_time >= now
                 and lock.active is True
                 and (pair is None or lock.pair == pair)
             )]

tests/strategy/test_interface.py

@@ -388,7 +388,8 @@ def test_is_pair_locked(default_conf):
     pair = 'BTC/USDT'
     # Lock until 14:30
     lock_time = datetime(2020, 5, 1, 14, 30, 0, tzinfo=timezone.utc)
-    strategy.lock_pair(pair, lock_time)
+    # Subtract 2 seconds, as locking rounds up to the next candle.
+    strategy.lock_pair(pair, lock_time - timedelta(seconds=2))
 
     assert not strategy.is_pair_locked(pair)
     # latest candle is from 14:20, lock goes to 14:30

tests/test_freqtradebot.py

@@ -15,7 +15,7 @@ from freqtrade.exceptions import (DependencyException, ExchangeError, Insufficie
                                   InvalidOrderException, OperationalException, PricingError,
                                   TemporaryError)
 from freqtrade.freqtradebot import FreqtradeBot
-from freqtrade.persistence import Order, PairLocks, Trade
+from freqtrade.persistence import Order, Trade
 from freqtrade.persistence.models import PairLock
 from freqtrade.rpc import RPCMessageType
 from freqtrade.state import RunMode, State