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

Introduce Pairlocks middleware

Browse Source
This commit is contained in:
Matthias
2020-10-25 10:54:30 +01:00
parent 69e8da30e5
commit e602ac3406
12 changed files with 216 additions and 130 deletions
Download Patch File Download Diff File Expand all files Collapse all files

32
freqtrade/freqtradebot.py
View File

@@ -345,23 +345,23 @@ class FreqtradeBot:
whitelist = copy.deepcopy(self.active_pair_whitelist)
if not whitelist:
logger.info("Active pair whitelist is empty.")
else:
# Remove pairs for currently opened trades from the whitelist
for trade in Trade.get_open_trades():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
return trades_created
# Remove pairs for currently opened trades from the whitelist
for trade in Trade.get_open_trades():
if trade.pair in whitelist:
whitelist.remove(trade.pair)
logger.debug('Ignoring %s in pair whitelist', trade.pair)
if not whitelist:
logger.info("No currency pair in active pair whitelist, "
"but checking to sell open trades.")
else:
# Create entity and execute trade for each pair from whitelist
for pair in whitelist:
try:
trades_created += self.create_trade(pair)
except DependencyException as exception:
logger.warning('Unable to create trade for %s: %s', pair, exception)
if not whitelist:
logger.info("No currency pair in active pair whitelist, "
"but checking to sell open trades.")
return trades_created
# Create entity and execute trade for each pair from whitelist
for pair in whitelist:
try:
trades_created += self.create_trade(pair)
except DependencyException as exception:
logger.warning('Unable to create trade for %s: %s', pair, exception)
if not trades_created:
logger.debug("Found no buy signals for whitelisted currencies. "

4
freqtrade/persistence/__init__.py
View File

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

50
freqtrade/persistence/models.py
View File

@@ -684,19 +684,7 @@ class PairLock(_DECL_BASE):
f'lock_end_time={lock_end_time})')
@staticmethod
def lock_pair(pair: str, until: datetime, reason: str = None) -> None:
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()
@staticmethod
def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List['PairLock']:
def query_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> Query:
"""
Get all locks for this pair
:param pair: Pair to check for. Returns all current locks if pair is empty
@@ -713,41 +701,7 @@ class PairLock(_DECL_BASE):
filters.append(PairLock.pair == pair)
return PairLock.query.filter(
*filters
).all()
@staticmethod
def unlock_pair(pair: str, now: Optional[datetime] = None) -> None:
"""
Release all locks for this pair.
:param pair: Pair to unlock
:param now: Datetime object (generated via datetime.now(timezone.utc)).
defaults to datetime.utcnow()
"""
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.now(timezone.utc)).
defaults to datetime.utcnow()
"""
if not now:
now = datetime.now(timezone.utc)
return PairLock.query.filter(
PairLock.pair == pair,
func.datetime(PairLock.lock_end_time) >= now,
# Only active locks
PairLock.active.is_(True),
).first() is not None
)
def to_json(self) -> Dict[str, Any]:
return {

97
freqtrade/persistence/pairlock_middleware.py Normal file
View File

@@ -0,0 +1,97 @@
import logging
from datetime import datetime, timezone
from typing import List, Optional
from freqtrade.persistence.models import PairLock
logger = logging.getLogger(__name__)
class PairLocks():
"""
Pairlocks intermediate class
"""
use_db = True
locks: List[PairLock] = []
@staticmethod
def lock_pair(pair: str, until: datetime, reason: str = None) -> None:
lock = PairLock(
pair=pair,
lock_time=datetime.now(timezone.utc),
lock_end_time=until,
reason=reason,
active=True
)
if PairLocks.use_db:
PairLock.session.add(lock)
PairLock.session.flush()
else:
PairLocks.locks.append(lock)
@staticmethod
def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List[PairLock]:
"""
Get all currently active locks for this pair
:param pair: Pair to check for. Returns all current locks if pair is empty
:param now: Datetime object (generated via datetime.now(timezone.utc)).
defaults to datetime.utcnow()
"""
if not now:
now = datetime.now(timezone.utc)
if PairLocks.use_db:
return PairLock.query_pair_locks(pair, now).all()
else:
locks = [lock for lock in PairLocks.locks if (
lock.lock_end_time > now
and lock.active is True
and (pair is None or lock.pair == pair)
)]
return locks
@staticmethod
def unlock_pair(pair: str, now: Optional[datetime] = None) -> None:
"""
Release all locks for this pair.
:param pair: Pair to unlock
:param now: Datetime object (generated via datetime.now(timezone.utc)).
defaults to datetime.now(timezone.utc)
"""
if not now:
now = datetime.now(timezone.utc)
logger.info(f"Releasing all locks for {pair}.")
locks = PairLocks.get_pair_locks(pair, now)
for lock in locks:
lock.active = False
if PairLocks.use_db:
PairLock.session.flush()
@staticmethod
def is_global_lock(now: Optional[datetime] = None) -> bool:
"""
:param now: Datetime object (generated via datetime.now(timezone.utc)).
defaults to datetime.now(timezone.utc)
"""
if not now:
now = datetime.now(timezone.utc)
return len(PairLocks.get_pair_locks('*', now)) > 0
@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.now(timezone.utc)).
defaults to datetime.now(timezone.utc)
"""
if not now:
now = datetime.now(timezone.utc)
return len(PairLocks.get_pair_locks(pair, now)) > 0 or PairLocks.is_global_lock(now)

4
freqtrade/rpc/rpc.py
View File

@@ -19,7 +19,7 @@ from freqtrade.exceptions import ExchangeError, PricingError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
from freqtrade.loggers import bufferHandler
from freqtrade.misc import shorten_date
from freqtrade.persistence import PairLock, Trade
from freqtrade.persistence import PairLocks, Trade
from freqtrade.rpc.fiat_convert import CryptoToFiatConverter
from freqtrade.state import State
from freqtrade.strategy.interface import SellType
@@ -604,7 +604,7 @@ class RPC:
if self._freqtrade.state != State.RUNNING:
raise RPCException('trader is not running')
locks = PairLock.get_pair_locks(None)
locks = PairLocks.get_pair_locks(None)
return {
'lock_count': len(locks),
'locks': [lock.to_json() for lock in locks]

10
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 PairLock, Trade
from freqtrade.persistence import PairLocks, Trade
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.wallets import Wallets
@@ -288,7 +288,7 @@ class IStrategy(ABC):
Needs to be timezone aware `datetime.now(timezone.utc)`
:param reason: Optional string explaining why the pair was locked.
"""
PairLock.lock_pair(pair, until, reason)
PairLocks.lock_pair(pair, until, reason)
def unlock_pair(self, pair: str) -> None:
"""
@@ -297,7 +297,7 @@ class IStrategy(ABC):
manually from within the strategy, to allow an easy way to unlock pairs.
:param pair: Unlock pair to allow trading again
"""
PairLock.unlock_pair(pair, datetime.now(timezone.utc))
PairLocks.unlock_pair(pair, datetime.now(timezone.utc))
def is_pair_locked(self, pair: str, candle_date: datetime = None) -> bool:
"""
@@ -312,10 +312,10 @@ class IStrategy(ABC):
if not candle_date:
# Simple call ...
return PairLock.is_pair_locked(pair, candle_date)
return PairLocks.is_pair_locked(pair, candle_date)
else:
lock_time = timeframe_to_next_date(self.timeframe, candle_date)
return PairLock.is_pair_locked(pair, lock_time)
return PairLocks.is_pair_locked(pair, lock_time)
def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""