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Add example calculation

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Matthias
2022-07-31 10:32:16 +02:00
parent 2cacb3767f
commit 04d4f15dff
3 changed files with 43 additions and 10 deletions
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25
tests/test_persistence.py
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@@ -2835,7 +2835,7 @@ def test_order_to_ccxt(limit_buy_order_open):
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.04)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.60)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 725.0, -375.0, -0.60)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 350.0, -375.0, -0.60)),
],
'end_profit': 350.0,
'end_profit_ratio': 0.14,
@@ -2847,7 +2847,7 @@ def test_order_to_ccxt(limit_buy_order_open):
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 713.8125, -377.1875, -0.60199501)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, -377.1875, -0.60199501)),
],
'end_profit': 336.625,
'end_profit_ratio': 0.1343142,
@@ -2860,7 +2860,7 @@ def test_order_to_ccxt(limit_buy_order_open):
(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 1388.5, 1787.25, 1.08048062)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 1787.25, 1.08048062)),
],
'end_profit': 3175.75,
'end_profit_ratio': 0.9747170,
@@ -2874,11 +2874,24 @@ def test_order_to_ccxt(limit_buy_order_open):
(('sell', 100, 11), (100.0, 5.0, 500.0, 600.0, 600.0, 1.2)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 600.0, 600.0, 1.2)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 0.72727273)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 1400.0, 1800.0, 1.09090909)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 3200.0, 1800.0, 1.09090909)),
],
'end_profit': 3200.0,
'fee': 0.0,
'end_profit_ratio': 0.98461538,
'fee': 0.0,
},
{
'orders': [
(('buy', 100, 8), (100.0, 8.0, 800.0, 0.0, None, None)),
(('buy', 100, 9), (200.0, 8.5, 1700.0, 0.0, None, None)),
(('sell', 100, 10), (100.0, 8.5, 850.0, 150.0, 150.0, 0.17647059)),
(('buy', 150, 11), (250.0, 10, 2500.0, 150.0, 150.0, 0.17647059)),
(('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 350.0, 0.2)),
(('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 950.0, 0.40)),
],
'end_profit': 950.0,
'end_profit_ratio': 0.283582,
'fee': 0.0,
},
])
def test_recalc_trade_from_orders_dca(data) -> None:
@@ -2940,7 +2953,7 @@ def test_recalc_trade_from_orders_dca(data) -> None:
assert trade.open_rate == result[1]
assert trade.stake_amount == result[2]
# TODO: enable the below.
# assert pytest.approx(trade.realized_profit) == result[3]
assert pytest.approx(trade.realized_profit) == result[3]
# assert pytest.approx(trade.close_profit_abs) == result[4]
assert pytest.approx(trade.close_profit) == result[5]