56 lines
1.8 KiB
Python
56 lines
1.8 KiB
Python
|
|
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)
|