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76 lines
2.6 KiB
Python
76 lines
2.6 KiB
Python
import logging
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from datetime import datetime, timedelta
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from typing import Optional
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from freqtrade.constants import LongShort
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from freqtrade.persistence import Trade
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from freqtrade.plugins.protections import IProtection, ProtectionReturn
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logger = logging.getLogger(__name__)
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class CooldownPeriod(IProtection):
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has_global_stop: bool = False
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has_local_stop: bool = True
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def _reason(self) -> str:
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"""
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LockReason to use
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"""
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return f"Cooldown period for {self.unlock_reason_time_element}."
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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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"""
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return f"{self.name} - Cooldown period {self.unlock_reason_time_element}."
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def _cooldown_period(self, pair: str, date_now: datetime) -> Optional[ProtectionReturn]:
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"""
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Get last trade for this pair
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"""
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look_back_until = date_now - timedelta(minutes=self._lookback_period)
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# filters = [
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# Trade.is_open.is_(False),
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# Trade.close_date > look_back_until,
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# Trade.pair == pair,
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# ]
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# trade = Trade.get_trades(filters).first()
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trades = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
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if trades:
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# Get latest trade
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# Ignore type error as we know we only get closed trades.
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trade = sorted(trades, key=lambda t: t.close_date)[-1] # type: ignore
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self.log_once(f"Cooldown for {pair} {self.unlock_reason_time_element}.", logger.info)
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until = self.calculate_lock_end([trade])
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return ProtectionReturn(
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lock=True,
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until=until,
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reason=self._reason(),
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)
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return None
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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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:return: Tuple of [bool, until, reason].
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If true, all pairs will be locked with <reason> until <until>
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"""
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# Not implemented for cooldown period.
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return None
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def stop_per_pair(
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self, pair: str, date_now: datetime, side: LongShort
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) -> 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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return self._cooldown_period(pair, date_now)
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