71 lines
2.6 KiB
Python
71 lines
2.6 KiB
Python
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import logging
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from datetime import datetime, timedelta
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from typing import Any, Dict, Tuple
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from sqlalchemy import and_, or_
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from freqtrade.persistence import Trade
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from freqtrade.plugins.protections import IProtection, ProtectionReturn
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from freqtrade.strategy.interface import SellType
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logger = logging.getLogger(__name__)
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class StoplossGuard(IProtection):
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def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
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super().__init__(config, protection_config)
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self._lookback_period = protection_config.get('lookback_period', 60)
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self._trade_limit = protection_config.get('trade_limit', 10)
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self._stopduration = protection_config.get('stopduration', 60)
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def _reason(self) -> str:
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"""
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LockReason to use
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"""
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return (f'{self._trade_limit} stoplosses in {self._lookback_period} min, '
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f'locking for {self._stopduration} min.')
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def short_desc(self) -> str:
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"""
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Short method description - used for startup-messages
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"""
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return (f"{self.name} - Frequent Stoploss Guard, {self._trade_limit} stoplosses "
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f"within {self._lookback_period} minutes.")
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def _stoploss_guard(self, date_now: datetime, pair: str = None) -> ProtectionReturn:
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"""
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Evaluate recent trades
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"""
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look_back_until = date_now - timedelta(minutes=self._lookback_period)
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filters = [
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Trade.is_open.is_(False),
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Trade.close_date > look_back_until,
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or_(Trade.sell_reason == SellType.STOP_LOSS.value,
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and_(Trade.sell_reason == SellType.TRAILING_STOP_LOSS.value,
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Trade.close_profit < 0))
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]
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if pair:
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filters.append(Trade.pair == pair)
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trades = Trade.get_trades(filters).all()
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if len(trades) > self._trade_limit:
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self.log_on_refresh(logger.info, f"Trading stopped due to {self._trade_limit} "
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f"stoplosses within {self._lookback_period} minutes.")
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until = date_now + timedelta(minutes=self._stopduration)
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return True, until, self._reason()
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return False, None, None
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def global_stop(self, date_now: datetime) -> ProtectionReturn:
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"""
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Stops trading (position entering) for all pairs
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This must evaluate to true for the whole period of the "cooldown period".
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:return: Tuple of [bool, until, reason].
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If true, all pairs will be locked with <reason> until <until>
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"""
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return self._stoploss_guard(date_now, pair=None)
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