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Prepare protections for backtesting

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Matthias
2020-11-16 20:09:34 +01:00
parent 3426e99b8b
commit 98c88fa58e
6 changed files with 84 additions and 34 deletions
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17
freqtrade/plugins/protections/cooldown_period.py
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@@ -35,13 +35,16 @@ class CooldownPeriod(IProtection):
Get last trade for this pair
"""
look_back_until = date_now - timedelta(minutes=self._stop_duration)
filters = [
Trade.is_open.is_(False),
Trade.close_date > look_back_until,
Trade.pair == pair,
]
trade = Trade.get_trades(filters).first()
if trade:
# filters = [
# Trade.is_open.is_(False),
# Trade.close_date > look_back_until,
# Trade.pair == pair,
# ]
# trade = Trade.get_trades(filters).first()
trades = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
if trades:
# Get latest trade
trade = sorted(trades, key=lambda t: t.close_date)[-1]
self.log_once(f"Cooldown for {pair} for {self.stop_duration_str}.", logger.info)
until = self.calculate_lock_end([trade], self._stop_duration)