stable/freqtrade/tests/test_persistence.py

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# pragma pylint: disable=missing-docstring
import pytest
from freqtrade.exchange import Exchanges
from freqtrade.persistence import Trade
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def test_update_with_bittrex(limit_buy_order, limit_sell_order):
"""
On this test we will buy and sell a crypto currency.
Buy
- Buy: 90.99181073 Crypto at 0.00001099 BTC (90.99181073*0.00001099 = 0.0009999 BTC)
- Buying fee: 0.25%
- Total cost of buy trade: 0.001002500 BTC ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
Sell
- Sell: 90.99181073 Crypto at 0.00001173 BTC (90.99181073*0.00001173 = 0,00106733394 BTC)
- Selling fee: 0.25%
- Total cost of sell trade: 0.001064666 BTC ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
Profit/Loss: +0.000062166 BTC (Sell:0.001064666 - Buy:0.001002500)
Profit/Loss percentage: 0.0620 ((0.001064666/0.001002500)-1 = 6.20%)
:param limit_buy_order:
:param limit_sell_order:
:return:
"""
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trade = Trade(
pair='BTC_ETH',
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stake_amount=0.001,
fee=0.0025,
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exchange=Exchanges.BITTREX,
)
assert trade.open_order_id is None
assert trade.open_rate is None
assert trade.close_profit is None
assert trade.close_date is None
trade.open_order_id = 'something'
trade.update(limit_buy_order)
assert trade.open_order_id is None
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assert trade.open_rate == 0.00001099
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assert trade.close_profit is None
assert trade.close_date is None
trade.open_order_id = 'something'
trade.update(limit_sell_order)
assert trade.open_order_id is None
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assert trade.close_rate == 0.00001173
assert trade.close_profit == 0.06201057
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assert trade.close_date is not None
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def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order):
trade = Trade(
pair='BTC_ETH',
stake_amount=0.001,
fee=0.0025,
exchange=Exchanges.BITTREX,
)
trade.open_order_id = 'something'
trade.update(limit_buy_order)
assert trade.calc_open_trade_price() == 0.001002500
trade.update(limit_sell_order)
assert trade.calc_close_trade_price() == 0.0010646656
# Profit in BTC
assert trade.calc_profit() == 0.00006217
# Profit in percent
assert trade.calc_profit_percent() == 0.06201057
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def test_update_open_order(limit_buy_order):
trade = Trade(
pair='BTC_ETH',
stake_amount=1.00,
fee=0.1,
exchange=Exchanges.BITTREX,
)
assert trade.open_order_id is None
assert trade.open_rate is None
assert trade.close_profit is None
assert trade.close_date is None
limit_buy_order['closed'] = False
trade.update(limit_buy_order)
assert trade.open_order_id is None
assert trade.open_rate is None
assert trade.close_profit is None
assert trade.close_date is None
def test_update_invalid_order(limit_buy_order):
trade = Trade(
pair='BTC_ETH',
stake_amount=1.00,
fee=0.1,
exchange=Exchanges.BITTREX,
)
limit_buy_order['type'] = 'invalid'
with pytest.raises(ValueError, match=r'Unknown order type'):
trade.update(limit_buy_order)
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def test_calc_open_trade_price(limit_buy_order):
trade = Trade(
pair='BTC_ETH',
stake_amount=0.001,
fee=0.0025,
exchange=Exchanges.BITTREX,
)
trade.open_order_id = 'open_trade'
trade.update(limit_buy_order) # Buy @ 0.00001099
# Get the open rate price with the standard fee rate
assert trade.calc_open_trade_price() == 0.001002500
# Get the open rate price with a custom fee rate
assert trade.calc_open_trade_price(fee=0.003) == 0.001003000
def test_calc_close_trade_price(limit_buy_order, limit_sell_order):
trade = Trade(
pair='BTC_ETH',
stake_amount=0.001,
fee=0.0025,
exchange=Exchanges.BITTREX,
)
trade.open_order_id = 'close_trade'
trade.update(limit_buy_order) # Buy @ 0.00001099
# Get the close rate price with a custom close rate and a regular fee rate
assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318
# Get the close rate price with a custom close rate and a custom fee rate
assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704
# Test when we apply a Sell order, and ask price with a custom fee rate
trade.update(limit_sell_order)
assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972
def test_calc_profit(limit_buy_order, limit_sell_order):
trade = Trade(
pair='BTC_ETH',
stake_amount=0.001,
fee=0.0025,
exchange=Exchanges.BITTREX,
)
trade.open_order_id = 'profit_percent'
trade.update(limit_buy_order) # Buy @ 0.00001099
# Custom closing rate and regular fee rate
# Higher than open rate
assert trade.calc_profit(rate=0.00001234) == 0.00011753
# Lower than open rate
assert trade.calc_profit(rate=0.00000123) == -0.00089086
# Custom closing rate and custom fee rate
# Higher than open rate
assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697
# Lower than open rate
assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092
# Only custom fee without sell order applied
with pytest.raises(TypeError):
trade.calc_profit(fee=0.003)
# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
trade.update(limit_sell_order)
assert trade.calc_profit() == 0.00006217
# Test with a custom fee rate on the close trade
assert trade.calc_profit(fee=0.003) == 0.00006163
def test_calc_profit_percent(limit_buy_order, limit_sell_order):
trade = Trade(
pair='BTC_ETH',
stake_amount=0.001,
fee=0.0025,
exchange=Exchanges.BITTREX,
)
trade.open_order_id = 'profit_percent'
trade.update(limit_buy_order) # Buy @ 0.00001099
# Get percent of profit with a custom rate (Higher than open rate)
assert trade.calc_profit_percent(rate=0.00001234) == 0.1172387
# Get percent of profit with a custom rate (Lower than open rate)
assert trade.calc_profit_percent(rate=0.00000123) == -0.88863827
# Only custom fee without sell order applied
with pytest.raises(TypeError):
trade.calc_profit_percent(fee=0.003)
# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
trade.update(limit_sell_order)
assert trade.calc_profit_percent() == 0.06201057
# Test with a custom fee rate on the close trade
assert trade.calc_profit_percent(fee=0.003) == 0.0614782