mirror of
https://github.com/freqtrade/freqtrade.git
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92 lines
3.6 KiB
Python
92 lines
3.6 KiB
Python
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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.enums import ExitType
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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 StoplossGuard(IProtection):
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has_global_stop: bool = True
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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', 10)
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self._disable_global_stop = protection_config.get('only_per_pair', False)
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self._only_per_side = protection_config.get('only_per_side', False)
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self._profit_limit = protection_config.get('required_profit', 0.0)
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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} - Frequent Stoploss Guard, {self._trade_limit} stoplosses "
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f"with profit < {self._profit_limit:.2%} within {self.lookback_period_str}.")
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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'{self._trade_limit} stoplosses in {self._lookback_period} min, '
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f'locking for {self._stop_duration} min.')
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def _stoploss_guard(self, date_now: datetime, pair: Optional[str],
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side: LongShort) -> Optional[ProtectionReturn]:
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"""
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Evaluate recent trades
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"""
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look_back_until = date_now - timedelta(minutes=self._lookback_period)
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trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
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trades = [trade for trade in trades1 if (str(trade.exit_reason) in (
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ExitType.TRAILING_STOP_LOSS.value, ExitType.STOP_LOSS.value,
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ExitType.STOPLOSS_ON_EXCHANGE.value, ExitType.LIQUIDATION.value)
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and trade.close_profit and trade.close_profit < self._profit_limit)]
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if self._only_per_side:
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# Long or short trades only
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trades = [trade for trade in trades if trade.trade_direction == side]
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if len(trades) < self._trade_limit:
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return None
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self.log_once(f"Trading stopped due to {self._trade_limit} "
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f"stoplosses within {self._lookback_period} minutes.", logger.info)
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until = self.calculate_lock_end(trades, self._stop_duration)
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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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lock_side=(side if self._only_per_side else '*')
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)
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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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if self._disable_global_stop:
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return None
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return self._stoploss_guard(date_now, None, side)
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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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return self._stoploss_guard(date_now, pair, side)
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