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Add LowProfitPairs only_per_side option

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This commit is contained in:
Matthias
2022-05-07 15:24:31 +02:00
parent 26648e54cc
commit f5f599c7f0
4 changed files with 26 additions and 13 deletions
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12
freqtrade/plugins/protections/low_profit_pairs.py
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@@ -21,6 +21,7 @@ class LowProfitPairs(IProtection):
self._trade_limit = protection_config.get('trade_limit', 1)
self._required_profit = protection_config.get('required_profit', 0.0)
self._only_per_side = protection_config.get('only_per_side', False)
def short_desc(self) -> str:
"""
@@ -36,7 +37,8 @@ class LowProfitPairs(IProtection):
return (f'{profit} < {self._required_profit} in {self.lookback_period_str}, '
f'locking for {self.stop_duration_str}.')
def _low_profit(self, date_now: datetime, pair: str) -> Optional[ProtectionReturn]:
def _low_profit(
self, date_now: datetime, pair: str, side: LongShort) -> Optional[ProtectionReturn]:
"""
Evaluate recent trades for pair
"""
@@ -54,7 +56,10 @@ class LowProfitPairs(IProtection):
# Not enough trades in the relevant period
return None
profit = sum(trade.close_profit for trade in trades if trade.close_profit)
profit = sum(
trade.close_profit for trade in trades if trade.close_profit
and (not self._only_per_side or trade.trade_direction == side)
)
if profit < self._required_profit:
self.log_once(
f"Trading for {pair} stopped due to {profit:.2f} < {self._required_profit} "
@@ -65,6 +70,7 @@ class LowProfitPairs(IProtection):
lock=True,
until=until,
reason=self._reason(profit),
lock_side=(side if self._only_per_side else '*')
)
return None
@@ -86,4 +92,4 @@ class LowProfitPairs(IProtection):
:return: Tuple of [bool, until, reason].
If true, this pair will be locked with <reason> until <until>
"""
return self._low_profit(date_now, pair=pair)
return self._low_profit(date_now, pair=pair, side=side)

4
freqtrade/plugins/protections/stoploss_guard.py
View File

@@ -38,8 +38,8 @@ class StoplossGuard(IProtection):
return (f'{self._trade_limit} stoplosses in {self._lookback_period} min, '
f'locking for {self._stop_duration} min.')
def _stoploss_guard(
self, date_now: datetime, pair: Optional[str], side: str) -> Optional[ProtectionReturn]:
def _stoploss_guard(self, date_now: datetime, pair: Optional[str],
side: LongShort) -> Optional[ProtectionReturn]:
"""
Evaluate recent trades
"""