import logging from datetime import datetime, timedelta from typing import Any from freqtrade.constants import Config, LongShort from freqtrade.enums import ExitType from freqtrade.persistence import Trade from freqtrade.plugins.protections import IProtection, ProtectionReturn logger = logging.getLogger(__name__) class StoplossGuard(IProtection): has_global_stop: bool = True has_local_stop: bool = True def __init__(self, config: Config, protection_config: dict[str, Any]) -> None: super().__init__(config, protection_config) self._trade_limit = protection_config.get("trade_limit", 10) self._disable_global_stop = protection_config.get("only_per_pair", False) self._only_per_side = protection_config.get("only_per_side", False) self._profit_limit = protection_config.get("required_profit", 0.0) def short_desc(self) -> str: """ Short method description - used for startup-messages """ return ( f"{self.name} - Frequent Stoploss Guard, {self._trade_limit} stoplosses " f"with profit < {self._profit_limit:.2%} within {self.lookback_period_str}." ) def _reason(self) -> str: """ LockReason to use """ return ( f"{self._trade_limit} stoplosses in {self._lookback_period} min, " f"locking {self.unlock_reason_time_element}." ) def _stoploss_guard( self, date_now: datetime, pair: str | None, side: LongShort ) -> ProtectionReturn | None: """ Evaluate recent trades """ look_back_until = date_now - timedelta(minutes=self._lookback_period) trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until) trades = [ trade for trade in trades1 if ( str(trade.exit_reason) in ( ExitType.TRAILING_STOP_LOSS.value, ExitType.STOP_LOSS.value, ExitType.STOPLOSS_ON_EXCHANGE.value, ExitType.LIQUIDATION.value, ) and trade.close_profit and trade.close_profit < self._profit_limit ) ] if self._only_per_side: # Long or short trades only trades = [trade for trade in trades if trade.trade_direction == side] if len(trades) < self._trade_limit: return None self.log_once( f"Trading stopped due to {self._trade_limit} " f"stoplosses within {self._lookback_period} minutes.", logger.info, ) until = self.calculate_lock_end(trades) return ProtectionReturn( lock=True, until=until, reason=self._reason(), lock_side=(side if self._only_per_side else "*"), ) def global_stop(self, date_now: datetime, side: LongShort) -> ProtectionReturn | None: """ 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 until """ if self._disable_global_stop: return None return self._stoploss_guard(date_now, None, side) def stop_per_pair( self, pair: str, date_now: datetime, side: LongShort ) -> ProtectionReturn | None: """ 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 until """ return self._stoploss_guard(date_now, pair, side)