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added none to LiqFormula

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This commit is contained in:
Sam Germain 2021-08-01 21:08:52 -06:00
parent 9c8acd98c4
commit 14c345f6f6
2 changed files with 33 additions and 54 deletions
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9
freqtrade/enums/liqformula.py
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@ -3,16 +3,17 @@ from enum import Enum
# from math import ceil
from typing import Optional
from freqtrade.enums import TradingMode
from freqtrade.enums.tradingmode import TradingMode
from freqtrade.exceptions import OperationalException
class LiqFormula(Enum):
"""Equations to calculate liquidation price"""
BINANCE = "BINANCE"
KRAKEN = "KRAKEN"
BINANCE = "Binance"
KRAKEN = "Kraken"
FTX = "FTX"
NONE = None
def __exception(self, trading_mode: TradingMode, freq_specific: Optional[bool] = True):
"""
@ -72,7 +73,7 @@ class LiqFormula(Enum):
trading_mode: TradingMode = k['trading_mode']
if trading_mode == TradingMode.SPOT:
if trading_mode == TradingMode.SPOT or self.name == "NONE":
return None
if self.name == "BINANCE":

78
tests/leverage/test_liquidation_price.py
View File

@ -5,61 +5,39 @@ from freqtrade.enums import LiqFormula, TradingMode
def test_liquidation_formula():
spot = TradingMode.SPOT
# cross_margin = TradingMode.CROSS_MARGIN
# isolated_margin = TradingMode.ISOLATED_MARGIN
# cross_futures = TradingMode.CROSS_FUTURES
# isolated_futures = TradingMode.ISOLATED_FUTURES
cross_margin = TradingMode.CROSS_MARGIN
isolated_margin = TradingMode.ISOLATED_MARGIN
cross_futures = TradingMode.CROSS_FUTURES
isolated_futures = TradingMode.ISOLATED_FUTURES
assert LiqFormula.BINANCE(
trading_mode=spot
) is None
# TODO-lev: Uncomment these assertions and make them real calculation tests
# assert LiqFormula.BINANCE(
# trading_mode=cross_margin
# ) == 1.0 #Replace 1.0 with real value
# assert LiqFormula.BINANCE(
# trading_mode=isolated_margin
# ) == 1.0
# assert LiqFormula.BINANCE(
# trading_mode=cross_futures
# ) == 1.0
# assert LiqFormula.BINANCE(
# trading_mode=isolated_futures
# ) == 1.0
assert LiqFormula.NONE(trading_mode=spot) is None
assert LiqFormula.NONE(trading_mode=cross_margin) is None
assert LiqFormula.NONE(trading_mode=isolated_margin) is None
assert LiqFormula.NONE(trading_mode=cross_futures) is None
assert LiqFormula.NONE(trading_mode=isolated_futures) is None
assert LiqFormula.KRAKEN(
trading_mode=spot
) is None
assert LiqFormula.BINANCE(trading_mode=spot) is None
# TODO-lev: Uncomment these assertions and make them real calculation tests
# assert LiqFormula.KRAKEN(
# trading_mode=cross_margin
# ) == 1.0
# LiqFormula.KRAKEN(
# trading_mode=isolated_margin
# )
# TODO-lev: Replace 1.0 with real value
# assert LiqFormula.BINANCE(trading_mode=cross_margin) == 1.0
# assert LiqFormula.BINANCE(trading_mode=isolated_margin) == 1.0
# assert LiqFormula.BINANCE(trading_mode=cross_futures) == 1.0
# assert LiqFormula.BINANCE(trading_mode=isolated_futures) == 1.0
assert LiqFormula.KRAKEN(trading_mode=spot) is None
# TODO-lev: Uncomment these assertions and make them real calculation tests
# assert LiqFormula.KRAKEN(trading_mode=cross_margin) == 1.0
# LiqFormula.KRAKEN(trading_mode=isolated_margin)
# asset exception thrown #TODO-lev: Check that exception is thrown
# assert LiqFormula.KRAKEN(
# trading_mode=cross_futures
# ) == 1.0
# LiqFormula.KRAKEN(
# trading_mode=isolated_futures
# )
# assert LiqFormula.KRAKEN(trading_mode=cross_futures) == 1.0
# LiqFormula.KRAKEN(trading_mode=isolated_futures)
# asset exception thrown #TODO-lev: Check that exception is thrown
assert LiqFormula.FTX(
trading_mode=spot
) is None
assert LiqFormula.FTX(trading_mode=spot) is None
# TODO-lev: Uncomment these assertions and make them real calculation tests
# assert LiqFormula.FTX(
# trading_mode=cross_margin
# ) == 1.0
# assert LiqFormula.FTX(
# trading_mode=isolated_margin
# ) == 1.0
# assert LiqFormula.FTX(
# trading_mode=cross_futures
# ) == 1.0
# assert LiqFormula.FTX(
# trading_mode=isolated_futures
# ) == 1.0
# assert LiqFormula.FTX(trading_mode=cross_margin) == 1.0
# assert LiqFormula.FTX(trading_mode=isolated_margin) == 1.0
# assert LiqFormula.FTX(trading_mode=cross_futures) == 1.0
# assert LiqFormula.FTX(trading_mode=isolated_futures) == 1.0