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 LowProfitPairs(IProtection): has_global_stop: bool = False has_local_stop: bool = True 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('required_profit', 0.0) self._only_per_side = protection_config.get('only_per_side', False) def short_desc(self) -> str: """ Short method description - used for startup-messages """ return (f"{self.name} - Low Profit Protection, locks pairs with " 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 _low_profit( self, date_now: datetime, pair: str, side: LongShort) -> 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(pair=pair, 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 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} " 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), lock_side=(side if self._only_per_side else '*') ) 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 until """ return None 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 until """ return self._low_profit(date_now, pair=pair, side=side)