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freqtrade/plugins/protections/profit_limit.py

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+
+import logging
+from datetime import datetime, timedelta
+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
+    has_local_stop: bool = False
+
+    def __init__(self, config: Config, protection_config: Dict[str, Any]) -> None:
+        super().__init__(config, protection_config)
+        
+        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
+        """
+        return (f"{self.name} - Profit Limit Protection, locks all pairs when "
+                f"profit > {self._required_profit} within {self.lookback_period_str}.")
+
+    def _reason(self, profit: float) -> str:
+        """
+        LockReason to use
+        """
+        return (f'{profit} > {self._required_profit} in {self.lookback_period_str}, '
+                f'locking for {self.stop_duration_str}.')
+
+    def _limit_profit(
+            self, date_now: datetime) -> Optional[ProtectionReturn]:
+        """
+        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:
+            self.log_once(
+                f"Trading stopped due to {profit:.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)
+            )
+
+        return None
+
+    def global_stop(self, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
+        """
+        Stops trading (position entering) for all pairs
+        This must evaluate to true for the whole period of the "cooldown period".
+        :return: Tuple of [bool, until, reason].
+            If true, all pairs will be locked with <reason> until <until>
+        """
+        return self._limit_profit(date_now)
+
+    def stop_per_pair(
+            self, pair: str, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
+        """
+        Stops trading (position entering) for this pair
+        This must evaluate to true for the whole period of the "cooldown period".
+        :return: Tuple of [bool, until, reason].
+            If true, this pair will be locked with <reason> until <until>
+        """
+        return None