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Lock pair until a new candle arrives

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This commit is contained in:
Matthias
2020-08-24 11:09:09 +02:00
parent 8b767eedfd
commit c272944834
3 changed files with 42 additions and 26 deletions
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20
freqtrade/strategy/interface.py
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@@ -2,6 +2,7 @@
IStrategy interface
This module defines the interface to apply for strategies
"""
from freqtrade.exchange.exchange import timeframe_to_next_date
import logging
import warnings
from abc import ABC, abstractmethod
@@ -297,13 +298,22 @@ class IStrategy(ABC):
if pair in self._pair_locked_until:
del self._pair_locked_until[pair]
def is_pair_locked(self, pair: str) -> bool:
def is_pair_locked(self, pair: str, candle_date: datetime = None) -> bool:
"""
Checks if a pair is currently locked
"""
if pair not in self._pair_locked_until:
return False
return self._pair_locked_until[pair] >= datetime.now(timezone.utc)
if not candle_date:
return self._pair_locked_until[pair] >= datetime.now(timezone.utc)
else:
# Locking should happen until a new candle arrives
lock_time = timeframe_to_next_date(self.timeframe, candle_date)
# lock_time = candle_date + timedelta(minutes=timeframe_to_minutes(self.timeframe))
res = self._pair_locked_until[pair] > lock_time
logger.debug(f"pair time = {lock_time} - pair_lock = {self._pair_locked_until[pair]} "
f"- res: {res}")
return res
def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
@@ -438,12 +448,6 @@ class IStrategy(ABC):
)
return False, False
# Check if dataframe has new candle
if (arrow.utcnow() - latest_date).total_seconds() // 60 >= timeframe_minutes:
logger.warning('Old candle for pair %s. Last candle is %s minutes old',
pair, int((arrow.utcnow() - latest_date).total_seconds() // 60))
return False, False
(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
latest['date'], pair, str(buy), str(sell))