Update protection-interface to support per-side locks

This commit is contained in:
Matthias
2022-04-23 19:58:20 +02:00
parent 6ff3b178b0
commit 9e199165b4
9 changed files with 58 additions and 44 deletions

View File

@@ -51,7 +51,7 @@ class LowProfitPairs(IProtection):
# trades = Trade.get_trades(filters).all()
if len(trades) < self._trade_limit:
# Not enough trades in the relevant period
return False, None, None
return False, None, None, None
profit = sum(trade.close_profit for trade in trades if trade.close_profit)
if profit < self._required_profit:
@@ -60,20 +60,20 @@ class LowProfitPairs(IProtection):
f"within {self._lookback_period} minutes.", logger.info)
until = self.calculate_lock_end(trades, self._stop_duration)
return True, until, self._reason(profit)
return True, until, self._reason(profit), None
return False, None, None
return False, None, None, None
def global_stop(self, date_now: datetime) -> ProtectionReturn:
def global_stop(self, date_now: datetime, side: str) -> ProtectionReturn:
"""
Stops trading (position entering) for all pairs
This must evaluate to true for the whole period of the "cooldown period".
:return: Tuple of [bool, until, reason].
If true, all pairs will be locked with <reason> until <until>
"""
return False, None, None
return False, None, None, None
def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
def stop_per_pair(self, pair: str, date_now: datetime, side: str) -> ProtectionReturn:
"""
Stops trading (position entering) for this pair
This must evaluate to true for the whole period of the "cooldown period".