Add LowProfitPairs only_per_side option

docs/includes/protections.md

@@ -96,6 +96,8 @@ def protections(self):
 `LowProfitPairs` uses all trades for a pair within `lookback_period` in minutes (or in candles when using `lookback_period_candles`) to determine the overall profit ratio.
 If that ratio is below `required_profit`, that pair will be locked for `stop_duration` in minutes (or in candles when using `stop_duration_candles`).
 
+For futures bots, setting `only_per_side` will make the bot only consider one side, and will then only lock this one side, allowing for example shorts to continue after a series of long losses.
+
 The below example will stop trading a pair for 60 minutes if the pair does not have a required profit of 2% (and a minimum of 2 trades) within the last 6 candles.
 
 ``` python
@@ -107,7 +109,8 @@ def protections(self):
             "lookback_period_candles": 6,
             "trade_limit": 2,
             "stop_duration": 60,
-            "required_profit": 0.02
+            "required_profit": 0.02,
+            "only_per_pair": False,
         }
     ]
 ```

freqtrade/plugins/protections/low_profit_pairs.py

@@ -21,6 +21,7 @@ class LowProfitPairs(IProtection):
 
         self._trade_limit = protection_config.get('trade_limit', 1)
         self._required_profit = protection_config.get('required_profit', 0.0)
+        self._only_per_side = protection_config.get('only_per_side', False)
 
     def short_desc(self) -> str:
         """
@@ -36,7 +37,8 @@ class LowProfitPairs(IProtection):
         return (f'{profit} < {self._required_profit} in {self.lookback_period_str}, '
                 f'locking for {self.stop_duration_str}.')
 
-    def _low_profit(self, date_now: datetime, pair: str) -> Optional[ProtectionReturn]:
+    def _low_profit(
+            self, date_now: datetime, pair: str, side: LongShort) -> Optional[ProtectionReturn]:
         """
         Evaluate recent trades for pair
         """
@@ -54,7 +56,10 @@ class LowProfitPairs(IProtection):
             # Not enough trades in the relevant period
             return None
 
-        profit = sum(trade.close_profit for trade in trades if trade.close_profit)
+        profit = sum(
+            trade.close_profit for trade in trades if trade.close_profit
+            and (not self._only_per_side or trade.trade_direction == side)
+            )
         if profit < self._required_profit:
             self.log_once(
                 f"Trading for {pair} stopped due to {profit:.2f} < {self._required_profit} "
@@ -65,6 +70,7 @@ class LowProfitPairs(IProtection):
                 lock=True,
                 until=until,
                 reason=self._reason(profit),
+                lock_side=(side if self._only_per_side else '*')
             )
 
         return None
@@ -86,4 +92,4 @@ class LowProfitPairs(IProtection):
         :return: Tuple of [bool, until, reason].
             If true, this pair will be locked with <reason> until <until>
         """
-        return self._low_profit(date_now, pair=pair)
+        return self._low_profit(date_now, pair=pair, side=side)

freqtrade/plugins/protections/stoploss_guard.py

@@ -38,8 +38,8 @@ class StoplossGuard(IProtection):
         return (f'{self._trade_limit} stoplosses in {self._lookback_period} min, '
                 f'locking for {self._stop_duration} min.')
 
-    def _stoploss_guard(
-            self, date_now: datetime, pair: Optional[str], side: str) -> Optional[ProtectionReturn]:
+    def _stoploss_guard(self, date_now: datetime, pair: Optional[str],
+                        side: LongShort) -> Optional[ProtectionReturn]:
         """
         Evaluate recent trades
         """

tests/plugins/test_protections.py

@@ -250,14 +250,16 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
     assert not PairLocks.is_global_lock()
 
 
+@pytest.mark.parametrize('only_per_side', [False, True])
 @pytest.mark.usefixtures("init_persistence")
-def test_LowProfitPairs(mocker, default_conf, fee, caplog):
+def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
     default_conf['protections'] = [{
         "method": "LowProfitPairs",
         "lookback_period": 400,
         "stop_duration": 60,
         "trade_limit": 2,
         "required_profit": 0.0,
+        "only_per_side": only_per_side,
     }]
     freqtrade = get_patched_freqtradebot(mocker, default_conf)
     message = r"Trading stopped due to .*"
@@ -292,10 +294,11 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
     # Add positive trade
     Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
-        min_ago_open=20, min_ago_close=10, profit_rate=1.15,
+        min_ago_open=20, min_ago_close=10, profit_rate=1.15, is_short=True
     ))
-    assert not freqtrade.protections.stop_per_pair('XRP/BTC')
-    assert not PairLocks.is_pair_locked('XRP/BTC')
+    assert freqtrade.protections.stop_per_pair('XRP/BTC') != only_per_side
+    assert not PairLocks.is_pair_locked('XRP/BTC', side='*')
+    assert PairLocks.is_pair_locked('XRP/BTC', side='long') == only_per_side
 
     Trade.query.session.add(generate_mock_trade(
         'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
@@ -303,9 +306,10 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
     ))
 
     # Locks due to 2nd trade
-    assert not freqtrade.protections.global_stop()
-    assert freqtrade.protections.stop_per_pair('XRP/BTC')
-    assert PairLocks.is_pair_locked('XRP/BTC')
+    assert freqtrade.protections.global_stop() != only_per_side
+    assert freqtrade.protections.stop_per_pair('XRP/BTC') != only_per_side
+    assert PairLocks.is_pair_locked('XRP/BTC', side='long')
+    assert PairLocks.is_pair_locked('XRP/BTC', side='*') != only_per_side
     assert not PairLocks.is_global_lock()