TratingTime periods protection

freqtrade/constants.py

@@ -1,4 +1,5 @@
 # pragma pylint: disable=too-few-public-methods
+# flake8: noqa: E501
 
 """
 bot constants
@@ -34,7 +35,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'AgeFilter', 'OffsetFilter', 'PerformanceFilter',
                        'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
                        'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
-AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
+AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard', 'TradingTime']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
 BACKTEST_BREAKDOWNS = ['day', 'week', 'month']
 BACKTEST_CACHE_AGE = ['none', 'day', 'week', 'month']

freqtrade/plugins/protections/trading_time.py

@@ -0,0 +1,81 @@
+# flake8: noqa: E501
+
+import logging
+from datetime import datetime, timedelta
+from typing import Any, Dict, Optional
+
+from freqtrade.constants import LongShort
+from freqtrade.plugins.protections import IProtection, ProtectionReturn
+
+
+logger = logging.getLogger(__name__)
+
+
+class TradingTime(IProtection):
+
+    has_global_stop: bool = True
+    has_local_stop: bool = False
+
+    def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
+        super().__init__(config, protection_config)
+        self._start_time = datetime.strptime(protection_config.get('start_time', '00:00'), "%H:%M")
+        self._end_time = datetime.strptime(protection_config.get('end_time', '23:59'), "%H:%M")
+
+        self._update_trading_period()
+
+    def _update_trading_period(self) -> None:
+        now = datetime.now()
+        self.trade_start, self.trade_end = (
+                now.replace(hour=self._start_time.hour, minute=self._start_time.minute, second=0),
+                now.replace(hour=self._end_time.hour, minute=self._end_time.minute, second=0)
+            )
+
+        self.next_trading_day = self.trade_start + timedelta(days=1)
+
+    def short_desc(self) -> str:
+        """
+        Short method description - used for startup-messages
+        """
+        return (f"{self.name} - Limit trading to time period")
+
+    def _reason(self) -> str:
+        """
+        LockReason to use
+        """
+        return (f'Current time is not in Allowed time period {self.trade_start}-{self.trade_end}'
+                f'trading locked until {self.next_trading_day}.')
+
+    def _allowed_trading_period(self, date_now: datetime) -> Optional[ProtectionReturn]:
+        """
+        Evaluate recent trades for drawdown ...
+        """
+        self._update_trading_period()
+        now = datetime.now()
+
+        if not (self.trade_start < now < self.trade_end):
+            return ProtectionReturn(
+                lock=True,
+                until=self.next_trading_day,
+                reason=self._reason()
+            )
+
+        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._allowed_trading_period(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