Merge pull request #10400 from simwai/feature/stoploss-start-at
Added unlock_at field for protection config
This commit is contained in:
Matthias
@@ -102,56 +102,94 @@ def test_protectionmanager(mocker, default_conf):
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@pytest.mark.parametrize(
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"timeframe,expected,protconf",
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"timeframe,expected_lookback,expected_stop,protconf",
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[
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(
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"1m",
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[20, 10],
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20,
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10,
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[{"method": "StoplossGuard", "lookback_period_candles": 20, "stop_duration": 10}],
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),
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(
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"5m",
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[100, 15],
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100,
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15,
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[{"method": "StoplossGuard", "lookback_period_candles": 20, "stop_duration": 15}],
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),
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(
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"1h",
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[1200, 40],
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1200,
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40,
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[{"method": "StoplossGuard", "lookback_period_candles": 20, "stop_duration": 40}],
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),
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(
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"1d",
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[1440, 5],
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1440,
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5,
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[{"method": "StoplossGuard", "lookback_period_candles": 1, "stop_duration": 5}],
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),
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(
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"1m",
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[20, 5],
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20,
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5,
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[{"method": "StoplossGuard", "lookback_period": 20, "stop_duration_candles": 5}],
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),
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(
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"5m",
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[15, 25],
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15,
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25,
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[{"method": "StoplossGuard", "lookback_period": 15, "stop_duration_candles": 5}],
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),
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(
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"1h",
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[50, 600],
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50,
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600,
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[{"method": "StoplossGuard", "lookback_period": 50, "stop_duration_candles": 10}],
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),
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(
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"1h",
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[60, 540],
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60,
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540,
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[{"method": "StoplossGuard", "lookback_period_candles": 1, "stop_duration_candles": 9}],
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),
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(
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"1m",
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20,
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"01:00",
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[{"method": "StoplossGuard", "lookback_period_candles": 20, "unlock_at": "01:00"}],
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),
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(
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"5m",
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100,
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"02:00",
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[{"method": "StoplossGuard", "lookback_period_candles": 20, "unlock_at": "02:00"}],
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),
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(
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"1h",
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1200,
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"03:00",
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[{"method": "StoplossGuard", "lookback_period_candles": 20, "unlock_at": "03:00"}],
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),
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(
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"1d",
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1440,
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"04:00",
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[{"method": "StoplossGuard", "lookback_period_candles": 1, "unlock_at": "04:00"}],
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),
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],
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)
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def test_protections_init(default_conf, timeframe, expected, protconf):
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def test_protections_init(default_conf, timeframe, expected_lookback, expected_stop, protconf):
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"""
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Test the initialization of protections with different configurations, including unlock_at.
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"""
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default_conf["timeframe"] = timeframe
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man = ProtectionManager(default_conf, protconf)
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assert len(man._protection_handlers) == len(protconf)
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assert man._protection_handlers[0]._lookback_period == expected[0]
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assert man._protection_handlers[0]._stop_duration == expected[1]
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assert man._protection_handlers[0]._lookback_period == expected_lookback
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if isinstance(expected_stop, int):
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assert man._protection_handlers[0]._stop_duration == expected_stop
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else:
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assert man._protection_handlers[0]._unlock_at == expected_stop
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@pytest.mark.parametrize("is_short", [False, True])
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@@ -385,6 +423,89 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
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assert not PairLocks.is_global_lock()
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@pytest.mark.usefixtures("init_persistence")
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def test_CooldownPeriod_unlock_at(mocker, default_conf, fee, caplog, time_machine):
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default_conf["protections"] = [
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{
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"method": "CooldownPeriod",
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"unlock_at": "05:00",
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}
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]
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freqtrade = get_patched_freqtradebot(mocker, default_conf)
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message = r"Trading stopped due to .*"
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assert not freqtrade.protections.global_stop()
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assert not freqtrade.protections.stop_per_pair("XRP/BTC")
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assert not log_has_re(message, caplog)
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caplog.clear()
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start_dt = datetime(2024, 5, 2, 0, 30, 0, tzinfo=timezone.utc)
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time_machine.move_to(start_dt, tick=False)
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generate_mock_trade(
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"XRP/BTC",
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fee.return_value,
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False,
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exit_reason=ExitType.STOP_LOSS.value,
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min_ago_open=20,
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min_ago_close=10,
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)
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assert not freqtrade.protections.global_stop()
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assert freqtrade.protections.stop_per_pair("XRP/BTC")
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assert PairLocks.is_pair_locked("XRP/BTC")
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assert not PairLocks.is_global_lock()
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# Move time to "4:30"
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time_machine.move_to(start_dt + timedelta(hours=4), tick=False)
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assert PairLocks.is_pair_locked("XRP/BTC")
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assert not PairLocks.is_global_lock()
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# Move time to "past 5:00"
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time_machine.move_to(start_dt + timedelta(hours=5), tick=False)
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assert not PairLocks.is_pair_locked("XRP/BTC")
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assert not PairLocks.is_global_lock()
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# Force rollover to the next day.
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start_dt = datetime(2024, 5, 2, 22, 00, 0, tzinfo=timezone.utc)
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time_machine.move_to(start_dt, tick=False)
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generate_mock_trade(
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"ETH/BTC",
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fee.return_value,
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False,
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exit_reason=ExitType.ROI.value,
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min_ago_open=20,
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min_ago_close=10,
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)
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assert not freqtrade.protections.global_stop()
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assert not PairLocks.is_pair_locked("ETH/BTC")
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assert freqtrade.protections.stop_per_pair("ETH/BTC")
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assert PairLocks.is_pair_locked("ETH/BTC")
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assert not PairLocks.is_global_lock()
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# Move to 23:00
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time_machine.move_to(start_dt + timedelta(hours=1), tick=False)
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assert PairLocks.is_pair_locked("ETH/BTC")
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assert not PairLocks.is_global_lock()
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# Move to 04:59 (should still be locked)
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time_machine.move_to(start_dt + timedelta(hours=6, minutes=59), tick=False)
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assert PairLocks.is_pair_locked("ETH/BTC")
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assert not PairLocks.is_global_lock()
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# Move to 05:01 (should still be locked - it unlocks once the 05:00 candle stops at 05:05)
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time_machine.move_to(start_dt + timedelta(hours=7, minutes=1), tick=False)
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assert PairLocks.is_pair_locked("ETH/BTC")
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assert not PairLocks.is_global_lock()
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# Move to 05:01 (unlocked).
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time_machine.move_to(start_dt + timedelta(hours=7, minutes=5), tick=False)
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assert not PairLocks.is_pair_locked("ETH/BTC")
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assert not PairLocks.is_global_lock()
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@pytest.mark.parametrize("only_per_side", [False, True])
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@pytest.mark.usefixtures("init_persistence")
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def test_LowProfitPairs(mocker, default_conf, fee, caplog, only_per_side):
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@@ -610,7 +731,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
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),
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(
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{"method": "CooldownPeriod", "stop_duration": 60},
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"[{'CooldownPeriod': 'CooldownPeriod - Cooldown period of 60 minutes.'}]",
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"[{'CooldownPeriod': 'CooldownPeriod - Cooldown period for 60 minutes.'}]",
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None,
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),
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(
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@@ -639,7 +760,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
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),
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(
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{"method": "CooldownPeriod", "stop_duration_candles": 5},
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"[{'CooldownPeriod': 'CooldownPeriod - Cooldown period of 5 candles.'}]",
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"[{'CooldownPeriod': 'CooldownPeriod - Cooldown period for 5 candles.'}]",
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None,
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),
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(
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@@ -654,6 +775,38 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
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"if drawdown is > 0.0 within 20 candles.'}]",
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None,
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),
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(
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{
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"method": "CooldownPeriod",
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"unlock_at": "01:00",
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},
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"[{'CooldownPeriod': 'CooldownPeriod - Cooldown period until 01:00.'}]",
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None,
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),
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(
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{
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"method": "StoplossGuard",
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"lookback_period_candles": 12,
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"trade_limit": 2,
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"required_profit": -0.05,
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"unlock_at": "01:00",
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},
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"[{'StoplossGuard': 'StoplossGuard - Frequent Stoploss Guard, "
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"2 stoplosses with profit < -5.00% within 12 candles.'}]",
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None,
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),
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(
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{"method": "LowProfitPairs", "lookback_period_candles": 11, "unlock_at": "03:00"},
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"[{'LowProfitPairs': 'LowProfitPairs - Low Profit Protection, locks pairs with "
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"profit < 0.0 within 11 candles.'}]",
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None,
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),
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(
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{"method": "MaxDrawdown", "lookback_period_candles": 20, "unlock_at": "04:00"},
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"[{'MaxDrawdown': 'MaxDrawdown - Max drawdown protection, stop trading "
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"if drawdown is > 0.0 within 20 candles.'}]",
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None,
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),
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],
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)
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def test_protection_manager_desc(
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@@ -840,6 +840,25 @@ def test_validate_whitelist(default_conf):
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],
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r"Protections must specify either `stop_duration`.*",
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),
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(
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[
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{
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"method": "StoplossGuard",
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"lookback_period": 20,
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"stop_duration": 10,
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"unlock_at": "20:02",
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}
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],
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r"Protections must specify either `unlock_at`, `stop_duration` or.*",
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),
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(
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[{"method": "StoplossGuard", "lookback_period_candles": 20, "unlock_at": "20:02"}],
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None,
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),
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(
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[{"method": "StoplossGuard", "lookback_period_candles": 20, "unlock_at": "55:102"}],
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"Invalid date format for unlock_at: 55:102.",
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),
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],
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)
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def test_validate_protections(default_conf, protconf, expected):
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