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103 lines
3.6 KiB
Python
103 lines
3.6 KiB
Python
import logging
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from datetime import datetime, timedelta
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from typing import Any, Dict, Optional
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from freqtrade.constants import Config, 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 LowProfitPairs(IProtection):
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has_global_stop: bool = False
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has_local_stop: bool = True
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def __init__(self, config: Config, protection_config: Dict[str, Any]) -> None:
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super().__init__(config, protection_config)
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self._trade_limit = protection_config.get("trade_limit", 1)
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self._required_profit = protection_config.get("required_profit", 0.0)
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self._only_per_side = protection_config.get("only_per_side", False)
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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 (
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f"{self.name} - Low Profit Protection, locks pairs with "
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f"profit < {self._required_profit} within {self.lookback_period_str}."
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)
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def _reason(self, profit: float) -> str:
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"""
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LockReason to use
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"""
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return (
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f"{profit} < {self._required_profit} in {self.lookback_period_str}, "
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f"locking {self.unlock_reason_time_element}."
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)
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def _low_profit(
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self, date_now: datetime, pair: str, side: LongShort
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) -> Optional[ProtectionReturn]:
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"""
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Evaluate recent trades for 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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# ]
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# if pair:
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# filters.append(Trade.pair == pair)
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trades = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
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# trades = Trade.get_trades(filters).all()
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if len(trades) < self._trade_limit:
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# Not enough trades in the relevant period
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return None
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profit = sum(
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trade.close_profit
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for trade in trades
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if trade.close_profit and (not self._only_per_side or trade.trade_direction == side)
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)
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if profit < self._required_profit:
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self.log_once(
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f"Trading for {pair} stopped due to {profit:.2f} < {self._required_profit} "
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f"within {self._lookback_period} minutes.",
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logger.info,
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)
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until = self.calculate_lock_end(trades)
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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(profit),
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lock_side=(side if self._only_per_side else "*"),
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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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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._low_profit(date_now, pair=pair, side=side)
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