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https://github.com/freqtrade/freqtrade.git
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120 lines
4.2 KiB
Python
120 lines
4.2 KiB
Python
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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, Dict, List, Optional
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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: Optional[str]
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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: Optional[int] = None
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self._lookback_period_candles: Optional[int] = 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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else:
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self._stop_duration_candles = None
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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 (f"{self._stop_duration_candles} "
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f"{plural(self._stop_duration_candles, 'candle', 'candles')}")
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else:
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return (f"{self._stop_duration} "
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f"{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 (f"{self._lookback_period_candles} "
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f"{plural(self._lookback_period_candles, 'candle', 'candles')}")
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else:
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return (f"{self._lookback_period} "
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f"{plural(self._lookback_period, 'minute', 'minutes')}")
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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) -> Optional[ProtectionReturn]:
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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) -> Optional[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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@staticmethod
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def calculate_lock_end(trades: List[LocalTrade], 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 if trade.close_date])
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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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