Support multis-strategy backtests with protections

freqtrade/optimize/backtesting.py

@@ -120,8 +120,10 @@ class Backtesting:
             self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
 
         Trade.use_db = False
+        Trade.reset_trades()
         PairLocks.timeframe = self.config['timeframe']
         PairLocks.use_db = False
+        PairLocks.reset_locks()
         if self.config.get('enable_protections', False):
             self.protections = ProtectionManager(self.config)
 
@@ -130,6 +132,11 @@ class Backtesting:
         # Load one (first) strategy
         self._set_strategy(self.strategylist[0])
 
+    def __del__(self):
+        LoggingMixin.show_output = True
+        PairLocks.use_db = True
+        Trade.use_db = True
+
     def _set_strategy(self, strategy):
         """
         Load strategy into backtesting
@@ -321,6 +328,13 @@ class Backtesting:
                      f"max_open_trades: {max_open_trades}, position_stacking: {position_stacking}"
                      )
         trades = []
+        PairLocks.use_db = False
+        Trade.use_db = False
+        if enable_protections:
+            # Reset persisted data - used for protections only
+
+            PairLocks.reset_locks()
+            Trade.reset_trades()
 
         # Use dict of lists with data for performance
         # (looping lists is a lot faster than pandas DataFrames)

freqtrade/persistence/models.py

@@ -327,6 +327,14 @@ class Trade(_DECL_BASE):
             'open_order_id': self.open_order_id,
         }
 
+    @staticmethod
+    def reset_trades() -> None:
+        """
+        Resets all trades. Only active for backtesting mode.
+        """
+        if not Trade.use_db:
+            Trade.trades = []
+
     def adjust_min_max_rates(self, current_price: float) -> None:
         """
         Adjust the max_rate and min_rate.

freqtrade/persistence/pairlock_middleware.py

@@ -21,6 +21,14 @@ class PairLocks():
 
     timeframe: str = ''
 
+    @staticmethod
+    def reset_locks() -> None:
+        """
+        Resets all locks. Only active for backtesting mode.
+        """
+        if not PairLocks.use_db:
+            PairLocks.locks = []
+
     @staticmethod
     def lock_pair(pair: str, until: datetime, reason: str = None, *, now: datetime = None) -> None:
         """

freqtrade/plugins/protections/stoploss_guard.py

@@ -55,8 +55,8 @@ class StoplossGuard(IProtection):
         # trades = Trade.get_trades(filters).all()
 
         trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
-        trades = [trade for trade in trades1 if trade.sell_reason == SellType.STOP_LOSS
-                  or (trade.sell_reason == SellType.TRAILING_STOP_LOSS
+        trades = [trade for trade in trades1 if str(trade.sell_reason) == SellType.STOP_LOSS.value
+                  or (str(trade.sell_reason) == SellType.TRAILING_STOP_LOSS.value
                       and trade.close_profit < 0)]
 
         if len(trades) > self._trade_limit: