adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Prepare protections for backtesting

Browse Source
This commit is contained in:
Matthias
2020-11-16 20:09:34 +01:00
parent 3426e99b8b
commit 98c88fa58e
6 changed files with 84 additions and 34 deletions
Download Patch File Download Diff File Expand all files Collapse all files

25
freqtrade/plugins/protections/stoploss_guard.py
View File

@@ -43,16 +43,21 @@ class StoplossGuard(IProtection):
Evaluate recent trades
"""
look_back_until = date_now - timedelta(minutes=self._lookback_period)
filters = [
Trade.is_open.is_(False),
Trade.close_date > look_back_until,
or_(Trade.sell_reason == SellType.STOP_LOSS.value,
and_(Trade.sell_reason == SellType.TRAILING_STOP_LOSS.value,
Trade.close_profit < 0))
]
if pair:
filters.append(Trade.pair == pair)
trades = Trade.get_trades(filters).all()
# filters = [
# Trade.is_open.is_(False),
# Trade.close_date > look_back_until,
# or_(Trade.sell_reason == SellType.STOP_LOSS.value,
# and_(Trade.sell_reason == SellType.TRAILING_STOP_LOSS.value,
# Trade.close_profit < 0))
# ]
# if pair:
# filters.append(Trade.pair == pair)
# 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
and trade.close_profit < 0)]
if len(trades) > self._trade_limit:
self.log_once(f"Trading stopped due to {self._trade_limit} "