From dce236467224f4d80ce7c6c90927796fdff54722 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 25 Nov 2020 11:11:55 +0100
Subject: [PATCH] Add stoploss per pair support

---
 docs/includes/protections.md                  |  4 +-
 .../plugins/protections/stoploss_guard.py     |  3 +
 tests/plugins/test_protections.py             | 58 +++++++++++++++++++
 3 files changed, 64 insertions(+), 1 deletion(-)

diff --git a/docs/includes/protections.md b/docs/includes/protections.md
index 91b10cf65..644b98e64 100644
--- a/docs/includes/protections.md
+++ b/docs/includes/protections.md
@@ -17,6 +17,7 @@ Protections will protect your strategy from unexpected events and market conditi
 #### Stoploss Guard
 
 `StoplossGuard` selects all trades within a `lookback_period` (in minutes), and determines if the amount of trades that resulted in stoploss are above `trade_limit` - in which case trading will stop for `stop_duration`.
+This applies across all pairs, unless `only_per_pair` is set to true, which will then only look at one pair at a time.
 
 ```json
 "protections": [
@@ -24,7 +25,8 @@ Protections will protect your strategy from unexpected events and market conditi
         "method": "StoplossGuard",
         "lookback_period": 60,
         "trade_limit": 4,
-        "stop_duration": 60
+        "stop_duration": 60,
+        "only_per_pair": false
     }
 ],
 ```
diff --git a/freqtrade/plugins/protections/stoploss_guard.py b/freqtrade/plugins/protections/stoploss_guard.py
index 0645d366b..1ad839f3d 100644
--- a/freqtrade/plugins/protections/stoploss_guard.py
+++ b/freqtrade/plugins/protections/stoploss_guard.py
@@ -26,6 +26,7 @@ class StoplossGuard(IProtection):
         self._lookback_period = protection_config.get('lookback_period', 60)
         self._trade_limit = protection_config.get('trade_limit', 10)
         self._stop_duration = protection_config.get('stop_duration', 60)
+        self._disable_global_stop = protection_config.get('only_per_pair', False)
 
     def short_desc(self) -> str:
         """
@@ -72,6 +73,8 @@ class StoplossGuard(IProtection):
         :return: Tuple of [bool, until, reason].
             If true, all pairs will be locked with <reason> until <until>
         """
+        if self._disable_global_stop:
+            return False, None, None
         return self._stoploss_guard(date_now, None)
 
     def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py
index ce0ad7d5e..7eac737ef 100644
--- a/tests/plugins/test_protections.py
+++ b/tests/plugins/test_protections.py
@@ -95,6 +95,64 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
     assert PairLocks.is_global_lock()
 
 
+@pytest.mark.parametrize('only_per_pair', [False, True])
+@pytest.mark.usefixtures("init_persistence")
+def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair):
+    default_conf['protections'] = [{
+        "method": "StoplossGuard",
+        "lookback_period": 60,
+        "trade_limit": 1,
+        "only_per_pair": only_per_pair
+    }]
+    freqtrade = get_patched_freqtradebot(mocker, default_conf)
+    message = r"Trading stopped due to .*"
+    pair = 'XRP/BTC'
+    assert not freqtrade.protections.stop_per_pair(pair)
+    assert not freqtrade.protections.global_stop()
+    assert not log_has_re(message, caplog)
+    caplog.clear()
+
+    Trade.session.add(generate_mock_trade(
+        pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        min_ago_open=200, min_ago_close=30, profit_rate=0.9,
+        ))
+
+    assert not freqtrade.protections.stop_per_pair(pair)
+    assert not freqtrade.protections.global_stop()
+    assert not log_has_re(message, caplog)
+    caplog.clear()
+    # This trade does not count, as it's closed too long ago
+    Trade.session.add(generate_mock_trade(
+        pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        min_ago_open=250, min_ago_close=100, profit_rate=0.9,
+    ))
+    # Trade does not count for per pair stop as it's the wrong pair.
+    Trade.session.add(generate_mock_trade(
+        'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        min_ago_open=240, min_ago_close=30, profit_rate=0.9,
+    ))
+    # 3 Trades closed - but the 2nd has been closed too long ago.
+    assert not freqtrade.protections.stop_per_pair(pair)
+    assert freqtrade.protections.global_stop() != only_per_pair
+    if not only_per_pair:
+        assert log_has_re(message, caplog)
+    else:
+        assert not log_has_re(message, caplog)
+
+    caplog.clear()
+
+    # 2nd Trade that counts with correct pair
+    Trade.session.add(generate_mock_trade(
+        pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value,
+        min_ago_open=180, min_ago_close=30, profit_rate=0.9,
+    ))
+
+    assert freqtrade.protections.stop_per_pair(pair)
+    assert freqtrade.protections.global_stop() != only_per_pair
+    assert PairLocks.is_pair_locked(pair)
+    assert PairLocks.is_global_lock() != only_per_pair
+
+
 @pytest.mark.usefixtures("init_persistence")
 def test_CooldownPeriod(mocker, default_conf, fee, caplog):
     default_conf['protections'] = [{