Persist pairlocks

closes #3034
This commit is contained in:
Matthias
2020-10-17 11:28:34 +02:00
parent 6eab20e337
commit e513871fd5
7 changed files with 111 additions and 32 deletions

View File

@@ -1,3 +1,4 @@
# flake8: noqa: F401
from freqtrade.persistence.models import Order, Trade, clean_dry_run_db, cleanup_db, init_db
from freqtrade.persistence.models import (Order, PairLock, Trade, clean_dry_run_db, cleanup_db,
init_db)

View File

@@ -64,6 +64,9 @@ def init_db(db_url: str, clean_open_orders: bool = False) -> None:
# Copy session attributes to order object too
Order.session = Trade.session
Order.query = Order.session.query_property()
PairLock.session = Trade.session
PairLock.query = PairLock.session.query_property()
previous_tables = inspect(engine).get_table_names()
_DECL_BASE.metadata.create_all(engine)
check_migrate(engine, decl_base=_DECL_BASE, previous_tables=previous_tables)
@@ -655,3 +658,76 @@ class Trade(_DECL_BASE):
trade.stop_loss = None
trade.adjust_stop_loss(trade.open_rate, desired_stoploss)
logger.info(f"New stoploss: {trade.stop_loss}.")
class PairLock(_DECL_BASE):
"""
Pair Locks database model.
"""
__tablename__ = 'pair_lock'
id = Column(Integer, primary_key=True)
pair = Column(String, nullable=False)
reason = Column(String, nullable=True)
# Time the pair was locked (start time)
lock_time = Column(DateTime, nullable=False)
# Time until the pair is locked (end time)
lock_end_time = Column(DateTime, nullable=False)
active = Column(Boolean, nullable=False, default=True)
def __repr__(self):
lock_time = self.open_date.strftime(DATETIME_PRINT_FORMAT)
lock_end_time = self.open_date.strftime(DATETIME_PRINT_FORMAT)
return (f'PairLock(id={self.id}, pair={self.pair}, lock_time={lock_time}, '
f'lock_end_time={lock_end_time})')
@staticmethod
def get_pair_locks(pair: str, now: Optional[datetime] = None) -> List['PairLock']:
"""
Get all locks for this pair
:param pair: Pair to check for
:param now: Datetime object (generated via datetime.utcnow()). defaults to datetime.utcnow()
"""
if not now:
now = datetime.now(timezone.utc)
return PairLock.query.filter(
PairLock.pair == pair,
func.datetime(PairLock.lock_time) <= now,
func.datetime(PairLock.lock_end_time) >= now,
# Only active locks
PairLock.active.is_(True),
).all()
@staticmethod
def unlock_pair(pair: str, now: Optional[datetime] = None) -> None:
"""
Release all locks for this pair.
"""
if not now:
now = datetime.now(timezone.utc)
logger.info(f"Releasing all locks for {pair}.")
locks = PairLock.get_pair_locks(pair, now)
for lock in locks:
lock.active = False
PairLock.session.flush()
@staticmethod
def is_pair_locked(pair: str, now: Optional[datetime] = None) -> bool:
"""
:param pair: Pair to check for
:param now: Datetime object (generated via datetime.utcnow()). defaults to datetime.utcnow()
"""
if not now:
now = datetime.now(timezone.utc)
return PairLock.query.filter(
PairLock.pair == pair,
func.datetime(PairLock.lock_time) <= now,
func.datetime(PairLock.lock_end_time) >= now,
# Only active locks
PairLock.active.is_(True),
).scalar() is not None