Deprecate protections from config
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Matthias
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@ -469,6 +469,10 @@ You can then run hyperopt as follows:
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The protection space is not part of the default space, and is only available with the Parameters Hyperopt interface, not with the legacy hyperopt interface (which required separate hyperopt files).
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Freqtrade will also automatically change the "--enable-protections" flag if the protection space is selected.
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!!! Warning
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If protections are defined as property, entries from the configuration will be ignored.
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It is therefore recommended to not define protections in the configuration.
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### Migrating from previous property setups
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A migration from a previous setup is pretty simple, and can be accomplished by converting the protections entry to a property.
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@ -15,6 +15,10 @@ All protection end times are rounded up to the next candle to avoid sudden, unex
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!!! Note "Backtesting"
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Protections are supported by backtesting and hyperopt, but must be explicitly enabled by using the `--enable-protections` flag.
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!!! Warning "Setting protections from the configuration"
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Setting protections from the configuration via `"protections": [],` key should be considered deprecated and will be removed in a future version.
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It is also no longer guaranteed that your protections apply to the strategy in cases where the strategy defines [protections as property](hyperopt.md#optimizing-protections).
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### Available Protections
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* [`StoplossGuard`](#stoploss-guard) Stop trading if a certain amount of stoploss occurred within a certain time window.
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@ -47,15 +51,17 @@ This applies across all pairs, unless `only_per_pair` is set to true, which will
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The below example stops trading for all pairs for 4 candles after the last trade if the bot hit stoploss 4 times within the last 24 candles.
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``` python
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protections = [
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{
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"method": "StoplossGuard",
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"lookback_period_candles": 24,
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"trade_limit": 4,
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"stop_duration_candles": 4,
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"only_per_pair": False
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}
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]
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@property
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def protections(self):
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return [
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{
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"method": "StoplossGuard",
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"lookback_period_candles": 24,
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"trade_limit": 4,
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"stop_duration_candles": 4,
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"only_per_pair": False
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}
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]
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```
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!!! Note
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@ -69,15 +75,17 @@ protections = [
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The below sample stops trading for 12 candles if max-drawdown is > 20% considering all pairs - with a minimum of `trade_limit` trades - within the last 48 candles. If desired, `lookback_period` and/or `stop_duration` can be used.
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``` python
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protections = [
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{
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"method": "MaxDrawdown",
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"lookback_period_candles": 48,
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"trade_limit": 20,
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"stop_duration_candles": 12,
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"max_allowed_drawdown": 0.2
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},
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]
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@property
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def protections(self):
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return [
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{
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"method": "MaxDrawdown",
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"lookback_period_candles": 48,
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"trade_limit": 20,
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"stop_duration_candles": 12,
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"max_allowed_drawdown": 0.2
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},
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]
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```
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#### Low Profit Pairs
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@ -88,15 +96,17 @@ If that ratio is below `required_profit`, that pair will be locked for `stop_dur
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The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 candles.
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``` python
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protections = [
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{
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"method": "LowProfitPairs",
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"lookback_period_candles": 6,
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"trade_limit": 2,
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"stop_duration": 60,
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"required_profit": 0.02
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}
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]
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@property
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def protections(self):
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return [
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{
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"method": "LowProfitPairs",
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"lookback_period_candles": 6,
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"trade_limit": 2,
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"stop_duration": 60,
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"required_profit": 0.02
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}
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]
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```
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#### Cooldown Period
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@ -106,12 +116,14 @@ protections = [
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The below example will stop trading a pair for 2 candles after closing a trade, allowing this pair to "cool down".
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``` python
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protections = [
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{
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"method": "CooldownPeriod",
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"stop_duration_candles": 2
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}
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]
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@property
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def protections(self):
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return [
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{
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"method": "CooldownPeriod",
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"stop_duration_candles": 2
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}
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]
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```
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!!! Note
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@ -136,39 +148,42 @@ from freqtrade.strategy import IStrategy
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class AwesomeStrategy(IStrategy)
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timeframe = '1h'
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protections = [
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{
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"method": "CooldownPeriod",
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"stop_duration_candles": 5
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},
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{
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"method": "MaxDrawdown",
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"lookback_period_candles": 48,
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"trade_limit": 20,
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"stop_duration_candles": 4,
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"max_allowed_drawdown": 0.2
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},
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{
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"method": "StoplossGuard",
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"lookback_period_candles": 24,
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"trade_limit": 4,
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"stop_duration_candles": 2,
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"only_per_pair": False
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},
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{
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"method": "LowProfitPairs",
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"lookback_period_candles": 6,
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"trade_limit": 2,
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"stop_duration_candles": 60,
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"required_profit": 0.02
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},
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{
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"method": "LowProfitPairs",
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"lookback_period_candles": 24,
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"trade_limit": 4,
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"stop_duration_candles": 2,
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"required_profit": 0.01
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}
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]
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@property
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def protections(self):
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return [
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{
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"method": "CooldownPeriod",
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"stop_duration_candles": 5
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},
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{
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"method": "MaxDrawdown",
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"lookback_period_candles": 48,
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"trade_limit": 20,
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"stop_duration_candles": 4,
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"max_allowed_drawdown": 0.2
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},
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{
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"method": "StoplossGuard",
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"lookback_period_candles": 24,
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"trade_limit": 4,
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"stop_duration_candles": 2,
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"only_per_pair": False
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},
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{
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"method": "LowProfitPairs",
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"lookback_period_candles": 6,
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"trade_limit": 2,
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"stop_duration_candles": 60,
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"required_profit": 0.02
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},
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{
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"method": "LowProfitPairs",
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"lookback_period_candles": 24,
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"trade_limit": 4,
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"stop_duration_candles": 2,
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"required_profit": 0.01
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}
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]
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# ...
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```
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@ -110,3 +110,6 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
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"Please remove 'ticker_interval' from your configuration to continue operating."
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)
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config['timeframe'] = config['ticker_interval']
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if 'protections' in config:
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logger.warning("DEPRECATED: Setting 'protections' in the configuration is deprecated.")
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@ -1330,7 +1330,7 @@ def test_process_removed_setting(mocker, default_conf, caplog):
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'sectionB', 'somesetting')
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def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
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def test_process_deprecated_ticker_interval(default_conf, caplog):
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message = "DEPRECATED: Please use 'timeframe' instead of 'ticker_interval."
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config = deepcopy(default_conf)
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process_temporary_deprecated_settings(config)
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@ -1352,6 +1352,17 @@ def test_process_deprecated_ticker_interval(mocker, default_conf, caplog):
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process_temporary_deprecated_settings(config)
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def test_process_deprecated_protections(default_conf, caplog):
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message = "DEPRECATED: Setting 'protections' in the configuration is deprecated."
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config = deepcopy(default_conf)
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process_temporary_deprecated_settings(config)
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assert not log_has(message, caplog)
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config['protections'] = []
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process_temporary_deprecated_settings(config)
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assert log_has(message, caplog)
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def test_flat_vars_to_nested_dict(caplog):
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test_args = {
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