import logging from abc import ABC, abstractmethod from datetime import datetime, timedelta, timezone from typing import Any, Dict, List, Optional, Tuple 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__) ProtectionReturn = Tuple[bool, Optional[datetime], Optional[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: Dict[str, Any], protection_config: Dict[str, Any]) -> None: self._config = config self._protection_config = protection_config 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) -> 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) -> 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