import logging from datetime import datetime, timedelta from typing import Optional from freqtrade.constants import LongShort from freqtrade.persistence import Trade from freqtrade.plugins.protections import IProtection, ProtectionReturn logger = logging.getLogger(__name__) class CooldownPeriod(IProtection): has_global_stop: bool = False has_local_stop: bool = True def _reason(self) -> str: """ LockReason to use """ return (f'Cooldown period for {self.stop_duration_str}.') def short_desc(self) -> str: """ Short method description - used for startup-messages """ return (f"{self.name} - Cooldown period of {self.stop_duration_str}.") def _cooldown_period(self, pair: str, date_now: datetime) -> Optional[ProtectionReturn]: """ Get last trade for this pair """ look_back_until = date_now - timedelta(minutes=self._stop_duration) # filters = [ # Trade.is_open.is_(False), # Trade.close_date > look_back_until, # Trade.pair == pair, # ] # trade = Trade.get_trades(filters).first() trades = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until) if trades: # Get latest trade # Ignore type error as we know we only get closed trades. trade = sorted(trades, key=lambda t: t.close_date)[-1] # type: ignore self.log_once(f"Cooldown for {pair} for {self.stop_duration_str}.", logger.info) until = self.calculate_lock_end([trade], self._stop_duration) return ProtectionReturn( lock=True, until=until, 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 until """ # Not implemented for cooldown period. 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._cooldown_period(pair, date_now)