adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Persist pairlocks

Browse Source 
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
Download Patch File Download Diff File Expand all files Collapse all files

29
freqtrade/strategy/interface.py
View File

@@ -17,7 +17,7 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.exchange.exchange import timeframe_to_next_date
from freqtrade.persistence import Trade
from freqtrade.persistence import PairLock, Trade
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.wallets import Wallets
@@ -133,7 +133,6 @@ class IStrategy(ABC):
self.config = config
# Dict to determine if analysis is necessary
self._last_candle_seen_per_pair: Dict[str, datetime] = {}
self._pair_locked_until: Dict[str, datetime] = {}
@abstractmethod
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -278,7 +277,7 @@ class IStrategy(ABC):
"""
return self.__class__.__name__
def lock_pair(self, pair: str, until: datetime) -> None:
def lock_pair(self, pair: str, until: datetime, reason: str = None) -> None:
"""
Locks pair until a given timestamp happens.
Locked pairs are not analyzed, and are prevented from opening new trades.
@@ -288,8 +287,15 @@ class IStrategy(ABC):
:param until: datetime in UTC until the pair should be blocked from opening new trades.
Needs to be timezone aware `datetime.now(timezone.utc)`
"""
if pair not in self._pair_locked_until or self._pair_locked_until[pair] < until:
self._pair_locked_until[pair] = until
lock = PairLock(
pair=pair,
lock_time=datetime.now(timezone.utc),
lock_end_time=until,
reason=reason,
active=True
)
PairLock.session.add(lock)
PairLock.session.flush()
def unlock_pair(self, pair: str) -> None:
"""
@@ -298,8 +304,7 @@ class IStrategy(ABC):
manually from within the strategy, to allow an easy way to unlock pairs.
:param pair: Unlock pair to allow trading again
"""
if pair in self._pair_locked_until:
del self._pair_locked_until[pair]
PairLock.unlock_pair(pair, datetime.now(timezone.utc))
def is_pair_locked(self, pair: str, candle_date: datetime = None) -> bool:
"""
@@ -311,15 +316,13 @@ class IStrategy(ABC):
:param candle_date: Date of the last candle. Optional, defaults to current date
:returns: locking state of the pair in question.
"""
if pair not in self._pair_locked_until:
return False
if not candle_date:
return self._pair_locked_until[pair] >= datetime.now(timezone.utc)
# Simple call ...
return PairLock.is_pair_locked(pair, candle_date)
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))
return self._pair_locked_until[pair] > lock_time
return PairLock.is_pair_locked(pair, lock_time)
def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""