stable/tests/persistence/test_persistence_short.py

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from datetime import datetime, timedelta
from math import isclose
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import arrow
import pytest
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from freqtrade.enums import InterestMode
from freqtrade.persistence import Trade, init_db
from tests.conftest import create_mock_trades_with_leverage, log_has_re
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@pytest.mark.usefixtures("init_persistence")
def test_interest_kraken_short(market_short_order, fee):
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"""
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Market trade on Kraken at 3x and 8x leverage
Short trade
interest_rate: 0.05%, 0.25% per 4 hrs
open_rate: 0.00004173 base
close_rate: 0.00004099 base
amount:
275.97543219 crypto
459.95905365 crypto
borrowed:
275.97543219 crypto
459.95905365 crypto
time-periods: 10 minutes(rounds up to 1 time-period of 4hrs)
5 hours = 5/4
interest: borrowed * interest_rate * ceil(1 + time-periods)
= 275.97543219 * 0.0005 * ceil(1+1) = 0.27597543219 crypto
= 275.97543219 * 0.00025 * ceil(9/4) = 0.20698157414249999 crypto
= 459.95905365 * 0.0005 * ceil(9/4) = 0.689938580475 crypto
= 459.95905365 * 0.00025 * ceil(1+1) = 0.229979526825 crypto
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"""
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=275.97543219,
open_rate=0.00001099,
open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='kraken',
is_short=True,
leverage=3.0,
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interest_rate=0.0005,
interest_mode=InterestMode.HOURSPER4
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)
assert float(round(trade.calculate_interest(), 8)) == round(0.27597543219, 8)
trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55)
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assert float(round(trade.calculate_interest(interest_rate=0.00025), 8)
) == round(0.20698157414249999, 8)
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trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=459.95905365,
open_rate=0.00001099,
open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
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fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='kraken',
is_short=True,
leverage=5.0,
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interest_rate=0.0005,
interest_mode=InterestMode.HOURSPER4
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)
assert float(round(trade.calculate_interest(), 8)) == round(0.689938580475, 8)
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trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10)
assert float(round(trade.calculate_interest(interest_rate=0.00025), 8)
) == round(0.229979526825, 8)
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@ pytest.mark.usefixtures("init_persistence")
def test_interest_binance_short(market_short_order, fee):
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"""
Market trade on Binance at 3x and 5x leverage
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Short trade
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interest_rate: 0.05%, 0.25% per 1 day
open_rate: 0.00004173 base
close_rate: 0.00004099 base
amount:
91.99181073 * leverage(3) = 275.97543219 crypto
91.99181073 * leverage(5) = 459.95905365 crypto
borrowed:
275.97543219 crypto
459.95905365 crypto
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time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day)
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5 hours = 5/24
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interest: borrowed * interest_rate * time-periods
= 275.97543219 * 0.0005 * 1/24 = 0.005749488170625 crypto
= 275.97543219 * 0.00025 * 5/24 = 0.0143737204265625 crypto
= 459.95905365 * 0.0005 * 5/24 = 0.047912401421875 crypto
= 459.95905365 * 0.00025 * 1/24 = 0.0047912401421875 crypto
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"""
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trade = Trade(
pair='ETH/BTC',
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stake_amount=0.001,
amount=275.97543219,
open_rate=0.00001099,
open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
is_short=True,
leverage=3.0,
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interest_rate=0.0005,
interest_mode=InterestMode.HOURSPERDAY
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)
assert float(round(trade.calculate_interest(), 8)) == 0.00574949
trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55)
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assert float(round(trade.calculate_interest(interest_rate=0.00025), 8)) == 0.01437372
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=459.95905365,
open_rate=0.00001099,
open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
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fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
is_short=True,
leverage=5.0,
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interest_rate=0.0005,
interest_mode=InterestMode.HOURSPERDAY
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)
assert float(round(trade.calculate_interest(), 8)) == 0.04791240
trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10)
assert float(round(trade.calculate_interest(interest_rate=0.00025), 8)) == 0.00479124
@ pytest.mark.usefixtures("init_persistence")
def test_calc_open_trade_value_short(market_short_order, fee):
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trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
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amount=5,
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open_rate=0.00004173,
open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
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fee_open=fee.return_value,
fee_close=fee.return_value,
interest_rate=0.0005,
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is_short=True,
leverage=3.0,
exchange='kraken',
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interest_mode=InterestMode.HOURSPER4
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)
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trade.open_order_id = 'open_trade'
trade.update(market_short_order) # Buy @ 0.00001099
# Get the open rate price with the standard fee rate
assert trade._calc_open_trade_value() == 0.011487663648325479
trade.fee_open = 0.003
# Get the open rate price with a custom fee rate
assert trade._calc_open_trade_value() == 0.011481905420932834
@ pytest.mark.usefixtures("init_persistence")
def test_update_open_order_short(limit_short_order):
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trade = Trade(
pair='ETH/BTC',
stake_amount=1.00,
open_rate=0.01,
amount=5,
leverage=3.0,
fee_open=0.1,
fee_close=0.1,
interest_rate=0.0005,
is_short=True,
exchange='binance',
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interest_mode=InterestMode.HOURSPERDAY
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)
assert trade.open_order_id is None
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assert trade.close_profit is None
assert trade.close_date is None
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limit_short_order['status'] = 'open'
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trade.update(limit_short_order)
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assert trade.open_order_id is None
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assert trade.close_profit is None
assert trade.close_date is None
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@ pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_exception_short(limit_short_order, fee):
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trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
open_rate=0.1,
amount=15.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
interest_rate=0.0005,
leverage=3.0,
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is_short=True,
interest_mode=InterestMode.HOURSPERDAY
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)
trade.open_order_id = 'something'
trade.update(limit_short_order)
assert trade.calc_close_trade_value() == 0.0
@ pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_short(market_short_order, market_exit_short_order, fee):
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"""
10 minute short market trade on Kraken at 3x leverage
Short trade
fee: 0.25% base
interest_rate: 0.05% per 4 hrs
open_rate: 0.00004173 base
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close_rate: 0.00001234 base
amount: = 275.97543219 crypto
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borrowed: 275.97543219 crypto
hours: 10 minutes = 1/6
interest: borrowed * interest_rate * ceil(1 + hours/4)
= 275.97543219 * 0.0005 * ceil(1 + ((1/6)/4)) = 0.27597543219 crypto
amount_closed: amount + interest = 275.97543219 + 0.27597543219 = 276.25140762219
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close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
= (276.25140762219 * 0.00004099) + (276.25140762219 * 0.00004099 * 0.005)
= 0.011380162924425737
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"""
trade = Trade(
pair='ETH/BTC',
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stake_amount=0.001,
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amount=5,
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open_rate=0.00001099,
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fee_open=fee.return_value,
fee_close=fee.return_value,
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open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
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interest_rate=0.0005,
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is_short=True,
leverage=3.0,
exchange='kraken',
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interest_mode=InterestMode.HOURSPER4
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)
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trade.open_order_id = 'close_trade'
trade.update(market_short_order) # Buy @ 0.00001099
# Get the close rate price with a custom close rate and a regular fee rate
assert isclose(trade.calc_close_trade_value(rate=0.00001234), 0.0034174647259)
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# Get the close rate price with a custom close rate and a custom fee rate
assert isclose(trade.calc_close_trade_value(rate=0.00001234, fee=0.003), 0.0034191691971679986)
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# Test when we apply a Sell order, and ask price with a custom fee rate
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trade.update(market_exit_short_order)
assert isclose(trade.calc_close_trade_value(fee=0.005), 0.011380162924425737)
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@ pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price_short(limit_short_order, limit_exit_short_order, fee):
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"""
5 hour short trade on Binance
Short trade
fee: 0.25% base
interest_rate: 0.05% per day
open_rate: 0.00001173 base
close_rate: 0.00001099 base
amount: 90.99181073 crypto
borrowed: 90.99181073 crypto
stake_amount: 0.0010673339398629
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time-periods: 5 hours = 5/24
interest: borrowed * interest_rate * time-periods
= 90.99181073 * 0.0005 * 5/24 = 0.009478313617708333 crypto
open_value: (amount * open_rate) - (amount * open_rate * fee)
= (90.99181073 * 0.00001173) - (90.99181073 * 0.00001173 * 0.0025)
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= 0.0010646656050132426
amount_closed: amount + interest = 90.99181073 + 0.009478313617708333 = 91.0012890436177
close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
= (91.0012890436177 * 0.00001099) + (91.0012890436177 * 0.00001099 * 0.0025)
= 0.001002604427005832
stake_value = (amount/lev * open_rate) - (amount/lev * open_rate * fee)
= 0.0010646656050132426
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total_profit = open_value - close_value
= 0.0010646656050132426 - 0.001002604427005832
= 0.00006206117800741065
total_profit_percentage = (close_value - open_value) / stake_value
= (0.0010646656050132426 - 0.001002604427005832)/0.0010646656050132426
= 0.05829170935473088
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"""
trade = Trade(
pair='ETH/BTC',
stake_amount=0.0010673339398629,
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open_rate=0.01,
amount=5,
open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
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fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
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interest_rate=0.0005,
interest_mode=InterestMode.HOURSPERDAY
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)
trade.open_order_id = 'something'
trade.update(limit_short_order)
assert trade._calc_open_trade_value() == 0.0010646656050132426
trade.update(limit_exit_short_order)
# Is slightly different due to compilation time. Interest depends on time
assert round(trade.calc_close_trade_value(), 11) == round(0.001002604427005832, 11)
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# Profit in BTC
assert round(trade.calc_profit(), 8) == round(0.00006206117800741065, 8)
# Profit in percent
assert round(trade.calc_profit_ratio(), 8) == round(0.05829170935473088, 8)
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@ pytest.mark.usefixtures("init_persistence")
def test_trade_close_short(fee):
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"""
Five hour short trade on Kraken at 3x leverage
Short trade
Exchange: Kraken
fee: 0.25% base
interest_rate: 0.05% per 4 hours
open_rate: 0.02 base
close_rate: 0.01 base
leverage: 3.0
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amount: 15 crypto
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borrowed: 15 crypto
time-periods: 5 hours = 5/4
interest: borrowed * interest_rate * time-periods
= 15 * 0.0005 * ceil(1 + 5/4) = 0.0225 crypto
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open_value: (amount * open_rate) - (amount * open_rate * fee)
= (15 * 0.02) - (15 * 0.02 * 0.0025)
= 0.29925
amount_closed: amount + interest = 15 + 0.009375 = 15.0225
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close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
= (15.0225 * 0.01) + (15.0225 * 0.01 * 0.0025)
= 0.15060056250000003
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total_profit = open_value - close_value
= 0.29925 - 0.15060056250000003
= 0.14864943749999998
total_profit_percentage = (1-(close_value/open_value)) * leverage
= (1 - (0.15060056250000003/0.29925)) * 3
= 1.4902199248120298
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"""
trade = Trade(
pair='ETH/BTC',
stake_amount=0.1,
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open_rate=0.02,
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amount=15,
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is_open=True,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
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exchange='kraken',
is_short=True,
leverage=3.0,
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interest_rate=0.0005,
interest_mode=InterestMode.HOURSPER4
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)
assert trade.close_profit is None
assert trade.close_date is None
assert trade.is_open is True
trade.close(0.01)
assert trade.is_open is False
assert trade.close_profit == round(1.4902199248120298, 8)
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assert trade.close_date is not None
# TODO-mg: Remove these comments probably
# new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,
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# assert trade.close_date != new_date
# # Close should NOT update close_date if the trade has been closed already
# assert trade.is_open is False
# trade.close_date = new_date
# trade.close(0.02)
# assert trade.close_date == new_date
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@ pytest.mark.usefixtures("init_persistence")
def test_update_with_binance_short(limit_short_order, limit_exit_short_order, fee, caplog):
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"""
10 minute short limit trade on binance
Short trade
fee: 0.25% base
interest_rate: 0.05% per day
open_rate: 0.00001173 base
close_rate: 0.00001099 base
amount: 90.99181073 crypto
stake_amount: 0.0010673339398629 base
borrowed: 90.99181073 crypto
time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day)
interest: borrowed * interest_rate * time-periods
= 90.99181073 * 0.0005 * 1/24 = 0.0018956627235416667 crypto
open_value: (amount * open_rate) - (amount * open_rate * fee)
= 90.99181073 * 0.00001173 - 90.99181073 * 0.00001173 * 0.0025
= 0.0010646656050132426
amount_closed: amount + interest = 90.99181073 + 0.0018956627235416667 = 90.99370639272354
close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
= (90.99370639272354 * 0.00001099) + (90.99370639272354 * 0.00001099 * 0.0025)
= 0.0010025208853391716
total_profit = open_value - close_value
= 0.0010646656050132426 - 0.0010025208853391716
= 0.00006214471967407108
total_profit_percentage = (1 - (close_value/open_value)) * leverage
= (1 - (0.0010025208853391716/0.0010646656050132426)) * 1
= 0.05837017687191848
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"""
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trade = Trade(
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id=2,
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pair='ETH/BTC',
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stake_amount=0.0010673339398629,
open_rate=0.01,
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amount=5,
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is_open=True,
open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
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fee_open=fee.return_value,
fee_close=fee.return_value,
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# borrowed=90.99181073,
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interest_rate=0.0005,
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exchange='binance',
interest_mode=InterestMode.HOURSPERDAY
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)
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# assert trade.open_order_id is None
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assert trade.close_profit is None
assert trade.close_date is None
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assert trade.borrowed == 0.0
assert trade.is_short is None
# trade.open_order_id = 'something'
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trade.update(limit_short_order)
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# assert trade.open_order_id is None
assert trade.open_rate == 0.00001173
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assert trade.close_profit is None
assert trade.close_date is None
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assert trade.borrowed == 90.99181073
assert trade.is_short is True
assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001173, open_since=.*\).",
caplog)
caplog.clear()
# trade.open_order_id = 'something'
trade.update(limit_exit_short_order)
# assert trade.open_order_id is None
assert trade.close_rate == 0.00001099
assert trade.close_profit == round(0.05837017687191848, 8)
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assert trade.close_date is not None
assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001173, open_since=.*\).",
caplog)
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@ pytest.mark.usefixtures("init_persistence")
def test_update_market_order_short(
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market_short_order,
market_exit_short_order,
fee,
caplog
):
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"""
10 minute short market trade on Kraken at 3x leverage
Short trade
fee: 0.25% base
interest_rate: 0.05% per 4 hrs
open_rate: 0.00004173 base
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close_rate: 0.00004099 base
amount: = 275.97543219 crypto
stake_amount: 0.0038388182617629
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borrowed: 275.97543219 crypto
time-periods: 10 minutes(rounds up to 1 time-period of 4hrs)
interest: borrowed * interest_rate * time-periods
= 275.97543219 * 0.0005 * 2 = 0.27597543219 crypto
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open_value: (amount * open_rate) - (amount * open_rate * fee)
= 275.97543219 * 0.00004173 - 275.97543219 * 0.00004173 * 0.0025
= 0.011487663648325479
amount_closed: amount + interest = 275.97543219 + 0.27597543219 = 276.25140762219
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close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
= (276.25140762219 * 0.00004099) + (276.25140762219 * 0.00004099 * 0.0025)
= 0.0034174647259
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total_profit = open_value - close_value
= 0.011487663648325479 - 0.0034174647259
= 0.00013580958689582596
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total_profit_percentage = total_profit / stake_amount
= (1 - (close_value/open_value)) * leverage
= (1 - (0.0034174647259/0.011487663648325479)) * 3
= 0.03546663387440563
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"""
trade = Trade(
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id=1,
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pair='ETH/BTC',
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stake_amount=0.0038388182617629,
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amount=5,
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open_rate=0.01,
is_open=True,
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fee_open=fee.return_value,
fee_close=fee.return_value,
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open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
interest_rate=0.0005,
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exchange='kraken',
interest_mode=InterestMode.HOURSPER4
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)
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trade.open_order_id = 'something'
trade.update(market_short_order)
assert trade.leverage == 3.0
assert trade.is_short is True
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assert trade.open_order_id is None
assert trade.open_rate == 0.00004173
assert trade.close_profit is None
assert trade.close_date is None
assert trade.interest_rate == 0.0005
# The logger also has the exact same but there's some spacing in there
assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
r"pair=ETH/BTC, amount=275.97543219, open_rate=0.00004173, open_since=.*\).",
caplog)
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caplog.clear()
trade.is_open = True
trade.open_order_id = 'something'
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trade.update(market_exit_short_order)
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assert trade.open_order_id is None
assert trade.close_rate == 0.00004099
assert trade.close_profit == round(0.03546663387440563, 8)
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assert trade.close_date is not None
# TODO-mg: The amount should maybe be the opening amount + the interest
# TODO-mg: Uncomment the next assert and make it work.
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# The logger also has the exact same but there's some spacing in there
assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, "
r"pair=ETH/BTC, amount=275.97543219, open_rate=0.00004173, open_since=.*\).",
caplog)
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@ pytest.mark.usefixtures("init_persistence")
def test_calc_profit_short(market_short_order, market_exit_short_order, fee):
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"""
Market trade on Kraken at 3x leverage
Short trade
fee: 0.25% base or 0.3%
interest_rate: 0.05%, 0.025% per 4 hrs
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open_rate: 0.00004173 base
close_rate: 0.00004099 base
stake_amount: 0.0038388182617629
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amount: = 275.97543219 crypto
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borrowed: 275.97543219 crypto
time-periods: 10 minutes(rounds up to 1 time-period of 4hrs)
5 hours = 5/4
interest: borrowed * interest_rate * time-periods
= 275.97543219 * 0.0005 * ceil(1+1) = 0.27597543219 crypto
= 275.97543219 * 0.00025 * ceil(1+5/4) = 0.20698157414249999 crypto
= 275.97543219 * 0.0005 * ceil(1+5/4) = 0.41396314828499997 crypto
= 275.97543219 * 0.00025 * ceil(1+1) = 0.27597543219 crypto
= 275.97543219 * 0.00025 * ceil(1+1) = 0.27597543219 crypto
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open_value: (amount * open_rate) - (amount * open_rate * fee)
= (275.97543219 * 0.00004173) - (275.97543219 * 0.00004173 * 0.0025)
= 0.011487663648325479
amount_closed: amount + interest
= 275.97543219 + 0.27597543219 = 276.25140762219
= 275.97543219 + 0.20698157414249999 = 276.1824137641425
= 275.97543219 + 0.41396314828499997 = 276.389395338285
= 275.97543219 + 0.27597543219 = 276.25140762219
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close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
(276.25140762219 * 0.00004374) + (276.25140762219 * 0.00004374 * 0.0025)
= 0.012113444660818078
(276.1824137641425 * 0.00000437) + (276.1824137641425 * 0.00000437 * 0.0025)
= 0.0012099344410196758
(276.389395338285 * 0.00004374) + (276.389395338285 * 0.00004374 * 0.003)
= 0.012125539968552874
(276.25140762219 * 0.00000437) + (276.25140762219 * 0.00000437 * 0.003)
= 0.0012102354919246037
(276.25140762219 * 0.00004099) + (276.25140762219 * 0.00004099 * 0.0025)
= 0.011351854061429653
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total_profit = open_value - close_value
= 0.011487663648325479 - 0.012113444660818078 = -0.0006257810124925996
= 0.011487663648325479 - 0.0012099344410196758 = 0.010277729207305804
= 0.011487663648325479 - 0.012125539968552874 = -0.0006378763202273957
= 0.011487663648325479 - 0.0012102354919246037 = 0.010277428156400875
= 0.011487663648325479 - 0.011351854061429653 = 0.00013580958689582596
total_profit_percentage = (1-(close_value/open_value)) * leverage
(1-(0.012113444660818078 /0.011487663648325479))*3 = -0.16342252828332549
(1-(0.0012099344410196758/0.011487663648325479))*3 = 2.6840259748040123
(1-(0.012125539968552874 /0.011487663648325479))*3 = -0.16658121435868578
(1-(0.0012102354919246037/0.011487663648325479))*3 = 2.68394735544829
(1-(0.011351854061429653/0.011487663648325479))*3 = 0.03546663387440563
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"""
trade = Trade(
pair='ETH/BTC',
stake_amount=0.0038388182617629,
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amount=5,
open_rate=0.00001099,
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open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
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fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='kraken',
is_short=True,
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interest_rate=0.0005,
interest_mode=InterestMode.HOURSPER4
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)
trade.open_order_id = 'something'
trade.update(market_short_order) # Buy @ 0.00001099
# Custom closing rate and regular fee rate
# Higher than open rate
assert trade.calc_profit(
rate=0.00004374, interest_rate=0.0005) == round(-0.0006257810124925996, 8)
assert trade.calc_profit_ratio(
rate=0.00004374, interest_rate=0.0005) == round(-0.16342252828332549, 8)
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# Lower than open rate
trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55)
assert trade.calc_profit(rate=0.00000437, interest_rate=0.00025) == round(
0.010277729207305804, 8)
assert trade.calc_profit_ratio(
rate=0.00000437, interest_rate=0.00025) == round(2.6840259748040123, 8)
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# Custom closing rate and custom fee rate
# Higher than open rate
assert trade.calc_profit(rate=0.00004374, fee=0.003,
interest_rate=0.0005) == round(-0.0006378763202273957, 8)
assert trade.calc_profit_ratio(rate=0.00004374, fee=0.003,
interest_rate=0.0005) == round(-0.16658121435868578, 8)
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# Lower than open rate
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trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10)
assert trade.calc_profit(rate=0.00000437, fee=0.003,
interest_rate=0.00025) == round(0.010277428156400875, 8)
assert trade.calc_profit_ratio(rate=0.00000437, fee=0.003,
interest_rate=0.00025) == round(2.68394735544829, 8)
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# Test when we apply a exit short order.
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trade.update(market_exit_short_order)
assert trade.calc_profit(rate=0.00004099) == round(0.00013580958689582596, 8)
assert trade.calc_profit_ratio() == round(0.03546663387440563, 8)
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# Test with a custom fee rate on the close trade
# assert trade.calc_profit(fee=0.003) == 0.00006163
# assert trade.calc_profit_ratio(fee=0.003) == 0.06147824
def test_adjust_stop_loss_short(fee):
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trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=5,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
max_rate=1,
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is_short=True,
interest_mode=InterestMode.HOURSPERDAY
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)
trade.adjust_stop_loss(trade.open_rate, 0.05, True)
assert trade.stop_loss == 1.05
assert trade.stop_loss_pct == 0.05
assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
# Get percent of profit with a lower rate
trade.adjust_stop_loss(1.04, 0.05)
assert trade.stop_loss == 1.05
assert trade.stop_loss_pct == 0.05
assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
# Get percent of profit with a custom rate (Higher than open rate)
trade.adjust_stop_loss(0.7, 0.1)
# If the price goes down to 0.7, with a trailing stop of 0.1,
# the new stoploss at 0.1 above 0.7 would be 0.7*0.1 higher
assert round(trade.stop_loss, 8) == 0.77
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assert trade.stop_loss_pct == 0.1
assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
# current rate lower again ... should not change
trade.adjust_stop_loss(0.8, -0.1)
assert round(trade.stop_loss, 8) == 0.77
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assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
# current rate higher... should raise stoploss
trade.adjust_stop_loss(0.6, -0.1)
assert round(trade.stop_loss, 8) == 0.66
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assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
# Initial is true but stop_loss set - so doesn't do anything
trade.adjust_stop_loss(0.3, -0.1, True)
assert round(trade.stop_loss, 8) == 0.66 # TODO-mg: What is this test?
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assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
assert trade.stop_loss_pct == 0.1
trade.set_liquidation_price(0.63)
trade.adjust_stop_loss(0.59, -0.1)
assert trade.stop_loss == 0.63
assert trade.liquidation_price == 0.63
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# TODO-mg: Do a test with a trade that has a liquidation price
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@ pytest.mark.usefixtures("init_persistence")
@ pytest.mark.parametrize('use_db', [True, False])
def test_get_open_short(fee, use_db):
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Trade.use_db = use_db
Trade.reset_trades()
create_mock_trades_with_leverage(fee, use_db)
assert len(Trade.get_open_trades()) == 5
Trade.use_db = True
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def test_stoploss_reinitialization_short(default_conf, fee):
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init_db(default_conf['db_url'])
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=10,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
max_rate=1,
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is_short=True,
leverage=3.0,
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interest_mode=InterestMode.HOURSPERDAY
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)
trade.adjust_stop_loss(trade.open_rate, -0.05, True)
assert trade.stop_loss == 1.05
assert trade.stop_loss_pct == 0.05
assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05
Trade.query.session.add(trade)
# Lower stoploss
Trade.stoploss_reinitialization(-0.06)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
assert trade_adj.stop_loss == 1.06
assert trade_adj.stop_loss_pct == 0.06
assert trade_adj.initial_stop_loss == 1.06
assert trade_adj.initial_stop_loss_pct == 0.06
# Raise stoploss
Trade.stoploss_reinitialization(-0.04)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
assert trade_adj.stop_loss == 1.04
assert trade_adj.stop_loss_pct == 0.04
assert trade_adj.initial_stop_loss == 1.04
assert trade_adj.initial_stop_loss_pct == 0.04
# Trailing stoploss
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trade.adjust_stop_loss(0.98, -0.04)
assert trade_adj.stop_loss == 1.0192
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assert trade_adj.initial_stop_loss == 1.04
Trade.stoploss_reinitialization(-0.04)
trades = Trade.get_open_trades()
assert len(trades) == 1
trade_adj = trades[0]
# Stoploss should not change in this case.
assert trade_adj.stop_loss == 1.0192
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assert trade_adj.stop_loss_pct == 0.04
assert trade_adj.initial_stop_loss == 1.04
assert trade_adj.initial_stop_loss_pct == 0.04
# Stoploss can't go above liquidation price
trade_adj.set_liquidation_price(1.0)
trade.adjust_stop_loss(0.97, -0.04)
assert trade_adj.stop_loss == 1.0
assert trade_adj.stop_loss == 1.0
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@ pytest.mark.usefixtures("init_persistence")
@ pytest.mark.parametrize('use_db', [True, False])
def test_total_open_trades_stakes_short(fee, use_db):
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Trade.use_db = use_db
Trade.reset_trades()
res = Trade.total_open_trades_stakes()
assert res == 0
create_mock_trades_with_leverage(fee, use_db)
res = Trade.total_open_trades_stakes()
assert res == 15.133
Trade.use_db = True
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@ pytest.mark.usefixtures("init_persistence")
def test_get_best_pair_short(fee):
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res = Trade.get_best_pair()
assert res is None
create_mock_trades_with_leverage(fee)
res = Trade.get_best_pair()
assert len(res) == 2
assert res[0] == 'DOGE/BTC'
assert res[1] == 0.1713156134055116