freqtrade_origin/freqtrade/plugins/protections/low_profit_pairs.py
2020-12-07 08:23:10 +01:00

82 lines
3.0 KiB
Python

import logging
from datetime import datetime, timedelta
from typing import Any, Dict
from freqtrade.persistence import Trade
from freqtrade.plugins.protections import IProtection, ProtectionReturn
logger = logging.getLogger(__name__)
class LowProfitpairs(IProtection):
def __init__(self, config: Dict[str, Any], protection_config: Dict[str, Any]) -> None:
super().__init__(config, protection_config)
self._lookback_period = protection_config.get('lookback_period', 60)
self._trade_limit = protection_config.get('trade_limit', 1)
self._stop_duration = protection_config.get('stop_duration', 60)
self._required_profit = protection_config.get('required_profit', 0.0)
def short_desc(self) -> str:
"""
Short method description - used for startup-messages
"""
return (f"{self.name} - Low Profit Protection, locks pairs with "
f"profit < {self._required_profit} within {self._lookback_period} minutes.")
def _reason(self, profit: float) -> str:
"""
LockReason to use
"""
return (f'{profit} < {self._required_profit} in {self._lookback_period} min, '
f'locking for {self._stop_duration} min.')
def _low_profit(self, date_now: datetime, pair: str) -> ProtectionReturn:
"""
Evaluate recent trades for pair
"""
look_back_until = date_now - timedelta(minutes=self._lookback_period)
filters = [
Trade.is_open.is_(False),
Trade.close_date > look_back_until,
]
if pair:
filters.append(Trade.pair == pair)
trades = Trade.get_trades(filters).all()
if len(trades) < self._trade_limit:
# Not enough trades in the relevant period
return False, None, None
profit = sum(trade.close_profit for trade in trades)
if profit < self._required_profit:
self.log_on_refresh(
logger.info,
f"Trading for {pair} stopped due to {profit} < {self._required_profit} "
f"within {self._lookback_period} minutes.")
until = date_now + timedelta(minutes=self._stop_duration)
return True, until, self._reason(profit)
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>
"""
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._low_profit(date_now, pair=None)