mirror of
https://github.com/freqtrade/freqtrade.git
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142 lines
5.0 KiB
Python
142 lines
5.0 KiB
Python
import logging
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from abc import ABC, abstractmethod
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from dataclasses import dataclass
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from datetime import datetime, timedelta, timezone
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from typing import Any
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from freqtrade.constants import Config, LongShort
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from freqtrade.exchange import timeframe_to_minutes
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from freqtrade.misc import plural
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from freqtrade.mixins import LoggingMixin
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from freqtrade.persistence import LocalTrade
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logger = logging.getLogger(__name__)
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@dataclass
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class ProtectionReturn:
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lock: bool
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until: datetime
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reason: str | None
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lock_side: str = "*"
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class IProtection(LoggingMixin, ABC):
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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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def __init__(self, config: Config, protection_config: dict[str, Any]) -> None:
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self._config = config
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self._protection_config = protection_config
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self._stop_duration_candles: int | None = None
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self._stop_duration: int = 0
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self._lookback_period_candles: int | None = None
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self._unlock_at: str | None = None
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tf_in_min = timeframe_to_minutes(config["timeframe"])
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if "stop_duration_candles" in protection_config:
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self._stop_duration_candles = int(protection_config.get("stop_duration_candles", 1))
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self._stop_duration = tf_in_min * self._stop_duration_candles
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elif "unlock_at" in protection_config:
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self._unlock_at = protection_config.get("unlock_at")
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else:
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self._stop_duration = int(protection_config.get("stop_duration", 60))
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if "lookback_period_candles" in protection_config:
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self._lookback_period_candles = int(protection_config.get("lookback_period_candles", 1))
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self._lookback_period = tf_in_min * self._lookback_period_candles
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else:
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self._lookback_period_candles = None
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self._lookback_period = int(protection_config.get("lookback_period", 60))
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LoggingMixin.__init__(self, logger)
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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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@property
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def stop_duration_str(self) -> str:
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"""
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Output configured stop duration in either candles or minutes
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"""
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if self._stop_duration_candles:
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return (
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f"{self._stop_duration_candles} "
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f"{plural(self._stop_duration_candles, 'candle', 'candles')}"
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)
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else:
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return f"{self._stop_duration} {plural(self._stop_duration, 'minute', 'minutes')}"
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@property
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def lookback_period_str(self) -> str:
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"""
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Output configured lookback period in either candles or minutes
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"""
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if self._lookback_period_candles:
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return (
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f"{self._lookback_period_candles} "
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f"{plural(self._lookback_period_candles, 'candle', 'candles')}"
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)
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else:
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return f"{self._lookback_period} {plural(self._lookback_period, 'minute', 'minutes')}"
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@property
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def unlock_reason_time_element(self) -> str:
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"""
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Output configured unlock time or stop duration
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"""
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if self._unlock_at is not None:
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return f"until {self._unlock_at}"
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else:
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return f"for {self.stop_duration_str}"
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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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@abstractmethod
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def global_stop(self, date_now: datetime, side: LongShort) -> ProtectionReturn | None:
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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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@abstractmethod
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def stop_per_pair(
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self, pair: str, date_now: datetime, side: LongShort
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) -> ProtectionReturn | None:
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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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def calculate_lock_end(self, trades: list[LocalTrade]) -> datetime:
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"""
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Get lock end time
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Implicitly uses `self._stop_duration` or `self._unlock_at` depending on the configuration.
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"""
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max_date: datetime = max([trade.close_date for trade in trades if trade.close_date])
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# coming 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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if self._unlock_at is not None:
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# unlock_at case with fixed hour of the day
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hour, minutes = self._unlock_at.split(":")
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unlock_at = max_date.replace(hour=int(hour), minute=int(minutes))
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if unlock_at < max_date:
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unlock_at += timedelta(days=1)
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return unlock_at
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until = max_date + timedelta(minutes=self._stop_duration)
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return until
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