freqtrade_origin/freqtrade/plugins/protections/cooldown_period.py

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import logging
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from datetime import datetime, timedelta
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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
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def _reason(self) -> str:
"""
LockReason to use
"""
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return (f'Cooldown period for {self.stop_duration_str}.')
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def short_desc(self) -> str:
"""
Short method description - used for startup-messages
"""
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return (f"{self.name} - Cooldown period of {self.stop_duration_str}.")
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def _cooldown_period(self, pair: str, date_now: datetime, ) -> ProtectionReturn:
"""
Get last trade for this pair
"""
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look_back_until = date_now - timedelta(minutes=self._stop_duration)
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# 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
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self.log_once(f"Cooldown for {pair} for {self.stop_duration_str}.", logger.info)
until = self.calculate_lock_end([trade], self._stop_duration)
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return True, until, self._reason()
return False, None, None
def global_stop(self, date_now: datetime) -> 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 False, None, None
def stop_per_pair(self, pair: str, date_now: datetime) -> 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)