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updates profit_limit

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xmatthias suggestions for calc
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smarmau 2022-10-02 21:05:05 +11:00 committed by GitHub
parent a17c32577f
commit be99f5d82d
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1 changed files with 11 additions and 16 deletions
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27
freqtrade/plugins/protections/profit_limit.py
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@ -1,15 +1,15 @@
import logging
from datetime import datetime, timedelta
from turtle import pd
from typing import Any, Dict, Optional
from freqtrade.constants import Config, LongShort
from freqtrade.persistence import Trade
from freqtrade.plugins.protections import IProtection, ProtectionReturn
logger = logging.getLogger(__name__)
class ProfitLimit(IProtection):
has_global_stop: bool = True
@ -20,7 +20,7 @@ class ProfitLimit(IProtection):
self._trade_limit = protection_config.get('trade_limit', 1)
self._required_profit = protection_config.get('profit_limit', 1.0)
def short_desc(self) -> str:
"""
Short method description - used for startup-messages
@ -41,32 +41,27 @@ class ProfitLimit(IProtection):
Evaluate recent trades for pair
"""
look_back_until = date_now - timedelta(minutes=self._lookback_period)
# filters = [
# Trade.is_open.is_(False),
# Trade.close_date > look_back_until,
# ]
# if pair:
# filters.append(Trade.pair == pair)
trades = Trade.get_trades_proxy(is_open=False, close_date=look_back_until)
# trades = Trade.get_trades(filters).all()
if len(trades) < self._trade_limit:
# Not enough trades in the relevant period
return None
profit = sum(
trade.close_profit for trade in trades if trade.close_profit
)
if profit >= self._required_profit:
profit_sum = trades['profit_abs'].sum()
stake_sum = trades['stake_amount'].sum()
profit_ratio = profit_sum / stake_sum
if profit_ratio >= self._required_profit:
self.log_once(
f"Trading stopped due to {profit:.2f} >= {self._required_profit} "
f"Trading stopped due to {profit_ratio:.2f} >= {self._required_profit} "
f"within {self._lookback_period} minutes.", logger.info)
until = self.calculate_lock_end(trades, self._stop_duration)
return ProtectionReturn(
lock=True,
until=until,
reason=self._reason(profit)
reason=self._reason(profit_ratio)
)
return None