import logging from abc import ABC, abstractmethod from dataclasses import dataclass from datetime import datetime, timedelta, timezone from typing import Any, Dict, List, Optional from freqtrade.constants import Config, LongShort from freqtrade.exchange import timeframe_to_minutes from freqtrade.misc import plural from freqtrade.mixins import LoggingMixin from freqtrade.persistence import LocalTrade logger = logging.getLogger(__name__) @dataclass class ProtectionReturn: lock: bool until: datetime reason: Optional[str] lock_side: str = '*' class IProtection(LoggingMixin, ABC): # Can globally stop the bot has_global_stop: bool = False # Can stop trading for one pair has_local_stop: bool = False def __init__(self, config: Config, protection_config: Dict[str, Any]) -> None: self._config = config self._protection_config = protection_config self._stop_duration_candles: Optional[int] = None self._lookback_period_candles: Optional[int] = None tf_in_min = timeframe_to_minutes(config['timeframe']) if 'stop_duration_candles' in protection_config: self._stop_duration_candles = int(protection_config.get('stop_duration_candles', 1)) self._stop_duration = (tf_in_min * self._stop_duration_candles) else: self._stop_duration_candles = None self._stop_duration = protection_config.get('stop_duration', 60) if 'lookback_period_candles' in protection_config: self._lookback_period_candles = int(protection_config.get('lookback_period_candles', 1)) self._lookback_period = tf_in_min * self._lookback_period_candles else: self._lookback_period_candles = None self._lookback_period = int(protection_config.get('lookback_period', 60)) LoggingMixin.__init__(self, logger) @property def name(self) -> str: return self.__class__.__name__ @property def stop_duration_str(self) -> str: """ Output configured stop duration in either candles or minutes """ if self._stop_duration_candles: return (f"{self._stop_duration_candles} " f"{plural(self._stop_duration_candles, 'candle', 'candles')}") else: return (f"{self._stop_duration} " f"{plural(self._stop_duration, 'minute', 'minutes')}") @property def lookback_period_str(self) -> str: """ Output configured lookback period in either candles or minutes """ if self._lookback_period_candles: return (f"{self._lookback_period_candles} " f"{plural(self._lookback_period_candles, 'candle', 'candles')}") else: return (f"{self._lookback_period} " f"{plural(self._lookback_period, 'minute', 'minutes')}") @abstractmethod def short_desc(self) -> str: """ Short method description - used for startup-messages -> Please overwrite in subclasses """ @abstractmethod 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". """ @abstractmethod 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 """ @staticmethod def calculate_lock_end(trades: List[LocalTrade], stop_minutes: int) -> datetime: """ Get lock end time """ max_date: datetime = max([trade.close_date for trade in trades if trade.close_date]) # comming from Database, tzinfo is not set. if max_date.tzinfo is None: max_date = max_date.replace(tzinfo=timezone.utc) until = max_date + timedelta(minutes=stop_minutes) return until