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Update protection-interface to support per-side locks

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Matthias
2022-04-23 19:58:20 +02:00
parent 6ff3b178b0
commit 9e199165b4
9 changed files with 58 additions and 44 deletions
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14
freqtrade/plugins/protections/max_drawdown_protection.py
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@@ -51,14 +51,14 @@ class MaxDrawdown(IProtection):
if len(trades) < self._trade_limit:
# Not enough trades in the relevant period
return False, None, None
return False, None, None, None
# Drawdown is always positive
try:
# TODO: This should use absolute profit calculation, considering account balance.
drawdown, _, _, _, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
except ValueError:
return False, None, None
return False, None, None, None
if drawdown > self._max_allowed_drawdown:
self.log_once(
@@ -66,11 +66,11 @@ class MaxDrawdown(IProtection):
f" within {self.lookback_period_str}.", logger.info)
until = self.calculate_lock_end(trades, self._stop_duration)
return True, until, self._reason(drawdown)
return True, until, self._reason(drawdown), 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".
@@ -79,11 +79,11 @@ class MaxDrawdown(IProtection):
"""
return self._max_drawdown(date_now)
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".
:return: Tuple of [bool, until, reason].
If true, this pair will be locked with <reason> until <until>
"""
return False, None, None
return False, None, None, None