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Merge remote-tracking branch 'origin/tmp/calcprofit' into pr/mkavinkumar1/6545

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Matthias
2022-06-17 19:45:46 +02:00
parent 7fd5846d9f ade65fc274
commit 1250c0a32b
24 changed files with 969 additions and 129 deletions
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34
tests/test_persistence.py
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@@ -605,10 +605,10 @@ def test_calc_open_close_trade_price(
trade.open_rate = 2.0
trade.close_rate = 2.2
trade.recalc_open_trade_value()
assert isclose(trade._calc_open_trade_value(), open_value)
assert isclose(trade.calc_close_trade_value(), close_value)
assert isclose(trade.calc_profit(), round(profit, 8))
assert pytest.approx(trade.calc_profit_ratio()) == profit_ratio
assert isclose(trade._calc_open_trade_value(trade.amount, trade.open_rate), open_value)
assert isclose(trade.calc_close_trade_value(trade.close_rate), close_value)
assert isclose(trade.calc_profit(trade.close_rate), round(profit, 8))
assert pytest.approx(trade.calc_profit_ratio(trade.close_rate)) == profit_ratio
@pytest.mark.usefixtures("init_persistence")
@@ -660,7 +660,7 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
trade.open_order_id = 'something'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.calc_close_trade_value() == 0.0
assert trade.calc_close_trade_value(trade.close_rate) == 0.0
@pytest.mark.usefixtures("init_persistence")
@@ -763,7 +763,7 @@ def test_calc_open_trade_value(
trade.update_trade(oobj) # Buy @ 2.0
# Get the open rate price with the standard fee rate
assert trade._calc_open_trade_value() == result
assert trade._calc_open_trade_value(trade.amount, trade.open_rate) == result
@pytest.mark.parametrize(
@@ -813,7 +813,7 @@ def test_calc_close_trade_price(
funding_fees=funding_fees
)
trade.open_order_id = 'close_trade'
assert round(trade.calc_close_trade_value(rate=close_rate, fee=fee_rate), 8) == result
assert round(trade.calc_close_trade_value(rate=close_rate), 8) == result
@pytest.mark.parametrize(
@@ -884,6 +884,17 @@ def test_calc_close_trade_price(
('binance', False, 3, 2.2, 0.0025, 4.684999, 0.23366583, futures, -1),
('binance', True, 1, 2.2, 0.0025, -7.315, -0.12222222, futures, -1),
('binance', True, 3, 2.2, 0.0025, -7.315, -0.36666666, futures, -1),
# FUTURES, funding_fee=0
('binance', False, 1, 2.1, 0.0025, 2.6925, 0.04476309, futures, 0),
('binance', False, 3, 2.1, 0.0025, 2.6925, 0.13428928, futures, 0),
('binance', True, 1, 2.1, 0.0025, -3.3074999, -0.05526316, futures, 0),
('binance', True, 3, 2.1, 0.0025, -3.3074999, -0.16578947, futures, 0),
('binance', False, 1, 1.9, 0.0025, -3.2925, -0.05473815, futures, 0),
('binance', False, 3, 1.9, 0.0025, -3.2925, -0.16421446, futures, 0),
('binance', True, 1, 1.9, 0.0025, 2.7075, 0.0452381, futures, 0),
('binance', True, 3, 1.9, 0.0025, 2.7075, 0.13571429, futures, 0),
])
@pytest.mark.usefixtures("init_persistence")
def test_calc_profit(
@@ -1128,6 +1139,11 @@ def test_calc_profit(
assert pytest.approx(trade.calc_profit(rate=close_rate)) == round(profit, 8)
assert pytest.approx(trade.calc_profit_ratio(rate=close_rate)) == round(profit_ratio, 8)
assert pytest.approx(trade.calc_profit(close_rate, trade.amount,
trade.open_rate)) == round(profit, 8)
assert pytest.approx(trade.calc_profit_ratio(close_rate, trade.amount,
trade.open_rate)) == round(profit_ratio, 8)
def test_migrate_new(mocker, default_conf, fee, caplog):
"""
@@ -1287,7 +1303,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert log_has("trying trades_bak2", caplog)
assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
caplog)
assert trade.open_trade_value == trade._calc_open_trade_value()
assert trade.open_trade_value == trade._calc_open_trade_value(trade.amount, trade.open_rate)
assert trade.close_profit_abs is None
orders = trade.orders
@@ -2299,7 +2315,7 @@ def test_recalc_trade_from_orders(fee):
)
assert fee.return_value == 0.0025
assert trade._calc_open_trade_value() == o1_trade_val
assert trade._calc_open_trade_value(trade.amount, trade.open_rate) == o1_trade_val
assert trade.amount == o1_amount
assert trade.stake_amount == o1_cost
assert trade.open_rate == o1_rate