import logging from datetime import datetime, timedelta from typing import Any, Dict from sqlalchemy import and_, or_ from freqtrade.persistence import Trade from freqtrade.plugins.protections import IProtection, ProtectionReturn from freqtrade.strategy.interface import SellType logger = logging.getLogger(__name__) class StoplossGuard(IProtection): has_global_stop: bool = True has_local_stop: bool = True def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None: super().__init__(config, protection_config) self._trade_limit = protection_config.get('trade_limit', 10) self._disable_global_stop = protection_config.get('only_per_pair', False) def short_desc(self) -> str: """ Short method description - used for startup-messages """ return (f"{self.name} - Frequent Stoploss Guard, {self._trade_limit} stoplosses " f"within {self.lookback_period_str}.") def _reason(self) -> str: """ LockReason to use """ 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: str = None) -> ProtectionReturn: """ Evaluate recent trades """ look_back_until = date_now - timedelta(minutes=self._lookback_period) # filters = [ # Trade.is_open.is_(False), # Trade.close_date > look_back_until, # or_(Trade.sell_reason == SellType.STOP_LOSS.value, # and_(Trade.sell_reason == SellType.TRAILING_STOP_LOSS.value, # Trade.close_profit < 0)) # ] # if pair: # filters.append(Trade.pair == pair) # trades = Trade.get_trades(filters).all() trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until) trades = [trade for trade in trades1 if str(trade.sell_reason) == SellType.STOP_LOSS.value or (str(trade.sell_reason) == SellType.TRAILING_STOP_LOSS.value and trade.close_profit < 0)] if len(trades) > self._trade_limit: self.log_once(f"Trading stopped due to {self._trade_limit} " f"stoplosses within {self._lookback_period} minutes.", logger.info) until = self.calculate_lock_end(trades, self._stop_duration) return True, until, self._reason() return False, None, None def global_stop(self, date_now: datetime) -> 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 """ if self._disable_global_stop: return False, None, None return self._stoploss_guard(date_now, None) def stop_per_pair(self, pair: str, date_now: datetime) -> 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._stoploss_guard(date_now, pair)