2020-10-13 06:06:29 +00:00
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import logging
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2020-11-22 10:49:41 +00:00
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from abc import ABC, abstractmethod
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2020-11-17 18:43:12 +00:00
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from datetime import datetime, timedelta, timezone
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from typing import Any, Dict, List, Optional, Tuple
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2020-10-13 06:06:29 +00:00
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2020-10-15 05:38:00 +00:00
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from freqtrade.mixins import LoggingMixin
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2020-11-17 18:43:12 +00:00
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from freqtrade.persistence import Trade
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2020-10-15 05:38:00 +00:00
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2020-10-13 06:06:29 +00:00
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logger = logging.getLogger(__name__)
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2020-10-15 06:07:09 +00:00
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ProtectionReturn = Tuple[bool, Optional[datetime], Optional[str]]
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2020-10-13 06:06:29 +00:00
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2020-10-15 05:38:00 +00:00
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class IProtection(LoggingMixin, ABC):
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2020-10-13 06:06:29 +00:00
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2020-11-19 19:34:29 +00:00
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# Can globally stop the bot
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has_global_stop: bool = False
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# Can stop trading for one pair
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has_local_stop: bool = False
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2020-10-14 05:40:44 +00:00
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def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
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2020-10-13 06:06:29 +00:00
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self._config = config
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2020-10-14 05:40:44 +00:00
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self._protection_config = protection_config
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2020-11-27 09:32:23 +00:00
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self._stop_duration = protection_config.get('stop_duration', 60)
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2020-12-07 07:27:14 +00:00
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self._lookback_period = protection_config.get('lookback_period', 60)
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2020-11-27 09:32:23 +00:00
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2020-10-15 05:38:00 +00:00
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LoggingMixin.__init__(self, logger)
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2020-10-13 06:06:29 +00:00
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@property
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def name(self) -> str:
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return self.__class__.__name__
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@abstractmethod
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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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-> Please overwrite in subclasses
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"""
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2020-10-14 05:40:44 +00:00
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@abstractmethod
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2020-10-15 06:07:09 +00:00
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def global_stop(self, date_now: datetime) -> ProtectionReturn:
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2020-10-14 05:40:44 +00:00
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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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"""
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2020-10-24 14:52:26 +00:00
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@abstractmethod
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def stop_per_pair(self, pair: str, date_now: datetime) -> ProtectionReturn:
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"""
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Stops trading (position entering) for this pair
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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, this pair will be locked with <reason> until <until>
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"""
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2020-11-17 18:43:12 +00:00
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@staticmethod
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def calculate_lock_end(trades: List[Trade], stop_minutes: int) -> datetime:
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"""
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Get lock end time
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"""
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max_date: datetime = max([trade.close_date for trade in trades])
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# comming from Database, tzinfo is not set.
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if max_date.tzinfo is None:
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max_date = max_date.replace(tzinfo=timezone.utc)
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until = max_date + timedelta(minutes=stop_minutes)
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return until
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