stable/freqtrade/plugins/protections/cooldown_period.py
2022-04-24 14:33:24 +02:00

75 lines
2.6 KiB
Python

import logging
from datetime import datetime, timedelta
from typing import Optional
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: str) -> 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 <reason> until <until>
"""
# Not implemented for cooldown period.
return None
def stop_per_pair(self, pair: str, date_now: datetime, side: str) -> 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 <reason> until <until>
"""
return self._cooldown_period(pair, date_now)