implement pairlock side further
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420836b1b2
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@ -1445,7 +1445,7 @@ class PairLock(_DECL_BASE):
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f'lock_end_time={lock_end_time}, reason={self.reason}, active={self.active})')
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@staticmethod
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def query_pair_locks(pair: Optional[str], now: datetime) -> Query:
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def query_pair_locks(pair: Optional[str], now: datetime, side: str = '*') -> Query:
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"""
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Get all currently active locks for this pair
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:param pair: Pair to check for. Returns all current locks if pair is empty
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@ -1456,6 +1456,9 @@ class PairLock(_DECL_BASE):
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PairLock.active.is_(True), ]
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if pair:
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filters.append(PairLock.pair == pair)
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if side != '*':
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filters.append(PairLock.direction == side)
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return PairLock.query.filter(
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*filters
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)
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@ -31,7 +31,7 @@ class PairLocks():
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@staticmethod
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def lock_pair(pair: str, until: datetime, reason: str = None, *,
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now: datetime = None) -> PairLock:
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now: datetime = None, side: str) -> PairLock:
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"""
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Create PairLock from now to "until".
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Uses database by default, unless PairLocks.use_db is set to False,
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@ -40,12 +40,14 @@ class PairLocks():
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:param until: End time of the lock. Will be rounded up to the next candle.
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:param reason: Reason string that will be shown as reason for the lock
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:param now: Current timestamp. Used to determine lock start time.
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:param side: Side to lock pair, can be 'long', 'short' or '*'
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"""
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lock = PairLock(
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pair=pair,
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lock_time=now or datetime.now(timezone.utc),
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lock_end_time=timeframe_to_next_date(PairLocks.timeframe, until),
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reason=reason,
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direction=side,
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active=True
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)
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if PairLocks.use_db:
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@ -56,7 +58,8 @@ class PairLocks():
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return lock
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@staticmethod
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def get_pair_locks(pair: Optional[str], now: Optional[datetime] = None) -> List[PairLock]:
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def get_pair_locks(
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pair: Optional[str], now: Optional[datetime] = None, side: str = '*') -> List[PairLock]:
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"""
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Get all currently active locks for this pair
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:param pair: Pair to check for. Returns all current locks if pair is empty
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@ -67,12 +70,13 @@ class PairLocks():
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now = datetime.now(timezone.utc)
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if PairLocks.use_db:
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return PairLock.query_pair_locks(pair, now).all()
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return PairLock.query_pair_locks(pair, now, side).all()
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else:
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locks = [lock for lock in PairLocks.locks if (
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lock.lock_end_time >= now
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and lock.active is True
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and (pair is None or lock.pair == pair)
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and (side == '*' or lock.direction == side)
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)]
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return locks
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@ -134,7 +138,7 @@ class PairLocks():
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lock.active = False
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@staticmethod
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def is_global_lock(now: Optional[datetime] = None) -> bool:
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def is_global_lock(now: Optional[datetime] = None, side: str = '*') -> bool:
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"""
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:param now: Datetime object (generated via datetime.now(timezone.utc)).
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defaults to datetime.now(timezone.utc)
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@ -142,10 +146,10 @@ class PairLocks():
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if not now:
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now = datetime.now(timezone.utc)
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return len(PairLocks.get_pair_locks('*', now)) > 0
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return len(PairLocks.get_pair_locks('*', now, side)) > 0
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@staticmethod
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def is_pair_locked(pair: str, now: Optional[datetime] = None) -> bool:
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def is_pair_locked(pair: str, now: Optional[datetime] = None, side: str = '*') -> bool:
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"""
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:param pair: Pair to check for
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:param now: Datetime object (generated via datetime.now(timezone.utc)).
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@ -154,7 +158,10 @@ class PairLocks():
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if not now:
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now = datetime.now(timezone.utc)
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return len(PairLocks.get_pair_locks(pair, now)) > 0 or PairLocks.is_global_lock(now)
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return (
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len(PairLocks.get_pair_locks(pair, now, side)) > 0
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or PairLocks.is_global_lock(now, side)
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)
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@staticmethod
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def get_all_locks() -> List[PairLock]:
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@ -54,8 +54,9 @@ class ProtectionManager():
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if protection_handler.has_global_stop:
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lock = protection_handler.global_stop(date_now=now, side=side)
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if lock and lock.until:
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if not PairLocks.is_global_lock(lock.until):
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result = PairLocks.lock_pair('*', lock.until, lock.reason, now=now)
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if not PairLocks.is_global_lock(lock.until, lock.lock_side):
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result = PairLocks.lock_pair(
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'*', lock.until, lock.reason, now=now, side=lock.lock_side)
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return result
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def stop_per_pair(self, pair, now: Optional[datetime] = None,
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@ -68,6 +69,7 @@ class ProtectionManager():
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lock = protection_handler.stop_per_pair(
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pair=pair, date_now=now, side=side)
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if lock and lock.until:
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if not PairLocks.is_pair_locked(pair, lock.until):
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result = PairLocks.lock_pair(pair, lock.until, lock.reason, now=now)
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if not PairLocks.is_pair_locked(pair, lock.until, lock.lock_side):
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result = PairLocks.lock_pair(
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pair, lock.until, lock.reason, now=now, side=lock.lock_side)
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return result
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@ -20,7 +20,7 @@ class ProtectionReturn:
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lock: bool
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until: datetime
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reason: Optional[str]
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lock_side: Optional[str] = None
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lock_side: str = '*'
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class IProtection(LoggingMixin, ABC):
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@ -65,7 +65,7 @@ class StoplossGuard(IProtection):
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lock=True,
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until=until,
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reason=self._reason(),
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lock_side=(side if self._only_per_side else None)
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lock_side=(side if self._only_per_side else '*')
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)
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def global_stop(self, date_now: datetime, side: LongShort) -> Optional[ProtectionReturn]:
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@ -541,7 +541,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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"""
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return self.__class__.__name__
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def lock_pair(self, pair: str, until: datetime, reason: str = None) -> None:
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def lock_pair(self, pair: str, until: datetime, reason: str = None, side: str = '*') -> None:
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"""
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Locks pair until a given timestamp happens.
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Locked pairs are not analyzed, and are prevented from opening new trades.
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@ -552,7 +552,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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Needs to be timezone aware `datetime.now(timezone.utc)`
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:param reason: Optional string explaining why the pair was locked.
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"""
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PairLocks.lock_pair(pair, until, reason)
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PairLocks.lock_pair(pair, until, reason, side=side)
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def unlock_pair(self, pair: str) -> None:
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"""
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