import logging from datetime import datetime, timedelta from typing import Any, Dict from sqlalchemy import or_, and_ from freqtrade.persistence import Trade from freqtrade.plugins.protections import IProtection from freqtrade.strategy.interface import SellType logger = logging.getLogger(__name__) class StoplossGuard(IProtection): def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None: super().__init__(config, protection_config) self._lookback_period = protection_config.get('lookback_period', 60) self._trade_limit = protection_config.get('trade_limit', 10) def short_desc(self) -> str: """ Short method description - used for startup-messages """ return f"{self.name} - Frequent Stoploss Guard" def _stoploss_guard(self, date_now: datetime, pair: str = None) -> bool: """ 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() if len(trades) > self.trade_limit: return True return False def global_stop(self, date_now: datetime) -> bool: """ Stops trading (position entering) for all pairs This must evaluate to true for the whole period of the "cooldown period". """ return self._stoploss_guard(date_now, pair=None)