Multiple paire detection / limit 3

Zeus_8_3_2_B_4_2.py

@@ -27,6 +27,7 @@ import requests
 from datetime import timezone, timedelta
 from scipy.signal import savgol_filter
 from ta.trend import SMAIndicator, EMAIndicator, MACD, ADXIndicator
+from collections import Counter
 
 logger = logging.getLogger(__name__)
 
@@ -261,6 +262,9 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         #     if count < 3:
         #         allow_to_buy = False
 
+        if not self.should_enter_trade(pair):
+            allow_to_buy = False
+
         if allow_to_buy:
             self.trades = list()
             self.pairs[pair]['first_buy'] = rate
@@ -925,6 +929,9 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         days_since_open = (current_time_utc - open_date).days
         pair = trade.pair
 
+        if not self.should_enter_trade(pair):
+            return None
+
         pct_first = 0
         if self.pairs[pair]['first_buy']:
             pct_first = round((last_candle['close'] - self.pairs[pair]['first_buy']) / self.pairs[pair]['first_buy'], 3)
@@ -950,10 +957,12 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         if (len(dataframe) < 1):
             print("skip dataframe")
             return None
-        if self.dp.runmode.value in ('dry_run'):
+
-            if pair not in ('BTC/USDT', 'BTC/USDC', 'XRP/USDT', 'XRP/USDC', 'ETH/USDT', 'ETH/USDC'):
+        # if self.dp.runmode.value in ('dry_run'):
-                # print(f"skip pair {pair}")
+        #     if pair not in ('BTC/USDT', 'BTC/USDC', 'XRP/USDT', 'XRP/USDC', 'ETH/USDT', 'ETH/USDC', 'SOL/USDT', 'SOL/USDT'):
-                return None
+        #         # print(f"skip pair {pair}")
+        #         return None
+
         # else:
         #     if pair not in ('BTC/USDT', 'BTC/USDC'):
         #         btc_count = self.pairs['BTC/USDT']['count_of_buys'] + self.pairs['BTC/USDC']['count_of_buys']
@@ -1166,6 +1175,8 @@ class Zeus_8_3_2_B_4_2(IStrategy):
     def adjust_stake_amount(self, pair: str, last_candle: DataFrame):
         # Calculer le minimum des 14 derniers jours
         base_stake_amount = self.config.get('stake_amount')  # Montant de base configuré
+        if not pair.startswith('BTC'):
+            base_stake_amount = base_stake_amount * 0.75
 
         first_price = self.pairs[pair]['first_buy']
         if (first_price == 0):
@@ -1371,50 +1382,50 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         return numeric_matrice[row_idx, col_idx]
 
 
-    # @property
+    @property
-    # def protections(self):
+    def protections(self):
-    #     return [
+        return [
+            {
+                "method": "CooldownPeriod",
+                "stop_duration_candles": 12
+            }
             # {
-    #             "method": "CooldownPeriod",
+            #     "method": "MaxDrawdown",
-    #             "stop_duration_candles": 12
+            #     "lookback_period_candles": self.lookback.value,
+            #     "trade_limit": self.trade_limit.value,
+            #     "stop_duration_candles": self.protection_stop.value,
+            #     "max_allowed_drawdown": self.protection_max_allowed_dd.value,
+            #     "only_per_pair": False
+            # },
+            # {
+            #     "method": "StoplossGuard",
+            #     "lookback_period_candles": 24,
+            #     "trade_limit": 4,
+            #     "stop_duration_candles": self.protection_stoploss_stop.value,
+            #     "only_per_pair": False
+            # },
+            # {
+            #     "method": "StoplossGuard",
+            #     "lookback_period_candles": 24,
+            #     "trade_limit": 4,
+            #     "stop_duration_candles": 2,
+            #     "only_per_pair": False
+            # },
+            # {
+            #     "method": "LowProfitPairs",
+            #     "lookback_period_candles": 6,
+            #     "trade_limit": 2,
+            #     "stop_duration_candles": 60,
+            #     "required_profit": 0.02
+            # },
+            # {
+            #     "method": "LowProfitPairs",
+            #     "lookback_period_candles": 24,
+            #     "trade_limit": 4,
+            #     "stop_duration_candles": 2,
+            #     "required_profit": 0.01
             # }
-    #         # {
+        ]
-    #         #     "method": "MaxDrawdown",
-    #         #     "lookback_period_candles": self.lookback.value,
-    #         #     "trade_limit": self.trade_limit.value,
-    #         #     "stop_duration_candles": self.protection_stop.value,
-    #         #     "max_allowed_drawdown": self.protection_max_allowed_dd.value,
-    #         #     "only_per_pair": False
-    #         # },
-    #         # {
-    #         #     "method": "StoplossGuard",
-    #         #     "lookback_period_candles": 24,
-    #         #     "trade_limit": 4,
-    #         #     "stop_duration_candles": self.protection_stoploss_stop.value,
-    #         #     "only_per_pair": False
-    #         # },
-    #         # {
-    #         #     "method": "StoplossGuard",
-    #         #     "lookback_period_candles": 24,
-    #         #     "trade_limit": 4,
-    #         #     "stop_duration_candles": 2,
-    #         #     "only_per_pair": False
-    #         # },
-    #         # {
-    #         #     "method": "LowProfitPairs",
-    #         #     "lookback_period_candles": 6,
-    #         #     "trade_limit": 2,
-    #         #     "stop_duration_candles": 60,
-    #         #     "required_profit": 0.02
-    #         # },
-    #         # {
-    #         #     "method": "LowProfitPairs",
-    #         #     "lookback_period_candles": 24,
-    #         #     "trade_limit": 4,
-    #         #     "stop_duration_candles": 2,
-    #         #     "required_profit": 0.01
-    #         # }
-    #     ]
 
     def conditional_smoothing(self, series, threshold=0.002):
         smoothed = [series.iloc[0]]
@@ -1697,3 +1708,40 @@ class Zeus_8_3_2_B_4_2(IStrategy):
         # Résultat
         print("Moyenne des valeurs par double-tranche :")
         print(pivot_mean.round(2))
+
+    def should_enter_trade(self, pair: str) -> bool:
+
+        limit = 3
+
+        if pair.startswith('BTC'):
+            return True  # BTC toujours autorisé
+
+            # Filtrer les paires non-BTC
+        non_btc_pairs = [p for p in self.pairs if not p.startswith('BTC')]
+
+        # Compter les positions actives sur les paires non-BTC
+        has_more_than_3 = False
+        total_non_btc = 0
+        for p in non_btc_pairs:
+            nb_trades = self.pairs[p]['count_of_buys']
+            if nb_trades > 0:
+                if nb_trades > limit and pair != p:
+                    has_more_than_3 = True
+                total_non_btc += nb_trades
+
+        this_pair_count = self.pairs[p]['count_of_buys']
+
+        if total_non_btc >= 12:
+            # print("total_non_btc > 10")
+            return False
+
+        if this_pair_count >= limit:
+            # Si une autre paire non-BTC a aussi >3 trades, blocage
+            # for other_pair, count in pair_counts.items():
+            #     if other_pair != pair and count >= 3:
+            #         return False
+            if not has_more_than_3:
+                print(f"{pair} Cette paire est la seule avec >=3 / {this_pair_count}")
+            return not has_more_than_3
+        else:
+            return True