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IStrategyWithEntryOrderBlocking.py
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IStrategyWithEntryOrderBlocking.py
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from datetime import datetime, timedelta
import json
from typing import Optional
from freqtrade.strategy.interface import IStrategy
from pathlib import Path
import pandas as pd
from warnings import simplefilter
simplefilter(action="ignore", category=pd.errors.PerformanceWarning)
class IStrategyWithEntryOrderBlocking(IStrategy):
max_open_trades_per_pair = 3 # Max number of concurrent trades per pair
wait_time_after_trade = timedelta(minutes=60) # 30 minutes wait time after a trade
trade_count_file = Path("trade_counts.json") # File to track trade counts
def __init__(self):
# Initialize trade counts from file if exists, else start with an empty dict
if self.trade_count_file.exists():
with open(self.trade_count_file, 'r') as f:
self.trade_counts = json.load(f)
else:
self.trade_counts = {}
def _update_trade_count(self, pair: str):
"""Updates the trade count for a given pair and saves to the file."""
self.trade_counts[pair] = self.trade_counts.get(pair, 0) + 1
with open(self.trade_count_file, 'w') as f:
json.dump(self.trade_counts, f)
def _can_open_trade(self, pair: str, current_time: datetime):
"""Checks if a new trade can be opened for the given pair."""
if self.trade_counts.get(pair, 0) >= self.max_open_trades_per_pair:
return False
last_trade_time = self.trade_counts.get(f"{pair}_last_trade_time")
if last_trade_time:
last_trade_time = datetime.fromisoformat(last_trade_time)
if current_time - last_trade_time < self.wait_time_after_trade:
return False
return True
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, current_time: datetime, entry_tag: Optional[str] = None, side: str = 'long', **kwargs) -> bool:
if not self._can_open_trade(pair, current_time):
return False # Abort trade if conditions are not met
# Update trade count and last trade time
self._update_trade_count(pair)
self.trade_counts[f"{pair}_last_trade_time"] = current_time.isoformat()
with open(self.trade_count_file, 'w') as f:
json.dump(self.trade_counts, f)
return True # Confirm trade entry