Moved interest calculation to an enum

2021-07-05 21:48:56 -06:00
parent d48f1083b0
commit 1b202ca22e
5 changed files with 90 additions and 47 deletions
--- a/tests/test_persistence_leverage.py
+++ b/tests/test_persistence_leverage.py
@@ -8,6 +8,7 @@ import pytest
 from math import isclose
 from sqlalchemy import create_engine, inspect, text
 from freqtrade import constants
+from freqtrade.enums import InterestMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
 from tests.conftest import create_mock_trades_with_leverage, log_has, log_has_re
@@ -49,7 +50,8 @@ def test_interest_kraken(market_leveraged_buy_order, fee):
        fee_close=fee.return_value,
        exchange='kraken',
        leverage=3.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPER4
    )

    # The trades that last 10 minutes do not need to be rounded because they round up to 4 hours on kraken so we can predict the correct value
@@ -69,7 +71,8 @@ def test_interest_kraken(market_leveraged_buy_order, fee):
        fee_close=fee.return_value,
        exchange='kraken',
        leverage=5.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPER4
    )

    assert float(round(trade.calculate_interest(), 11)
@@ -113,9 +116,9 @@ def test_interest_binance(market_leveraged_buy_order, fee):
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
-
        leverage=3.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPERDAY
    )
    # The trades that last 10 minutes do not always need to be rounded because they round up to 4 hours on kraken so we can predict the correct value
    assert round(float(trade.calculate_interest()), 22) == round(4.166666666344583e-08, 22)
@@ -134,7 +137,8 @@ def test_interest_binance(market_leveraged_buy_order, fee):
        fee_close=fee.return_value,
        exchange='binance',
        leverage=5.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPERDAY
    )

    assert float(round(trade.calculate_interest(), 14)) == round(4.1666666663445834e-07, 14)
@@ -155,6 +159,7 @@ def test_update_open_order(limit_leveraged_buy_order):
        interest_rate=0.0005,
        leverage=3.0,
        exchange='binance',
+        interest_mode=InterestMode.HOURSPERDAY
    )
    assert trade.open_order_id is None
    assert trade.close_profit is None
@@ -195,7 +200,8 @@ def test_calc_open_trade_value(market_leveraged_buy_order, fee):
        fee_close=fee.return_value,
        interest_rate=0.0005,
        exchange='kraken',
-        leverage=3
+        leverage=3,
+        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'open_trade'
    trade.update(market_leveraged_buy_order)  # Buy @ 0.00001099
@@ -243,7 +249,8 @@ def test_calc_open_close_trade_price(limit_leveraged_buy_order, limit_leveraged_
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPERDAY
    )
    trade.open_order_id = 'something'
    trade.update(limit_leveraged_buy_order)
@@ -296,7 +303,8 @@ def test_trade_close(fee):
        open_date=datetime.utcnow() - timedelta(hours=5, minutes=0),
        exchange='kraken',
        leverage=3.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPER4
    )
    assert trade.close_profit is None
    assert trade.close_date is None
@@ -349,9 +357,9 @@ def test_calc_close_trade_price(market_leveraged_buy_order, market_leveraged_sel
        fee_close=fee.return_value,
        open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
        interest_rate=0.0005,
-
        leverage=3.0,
        exchange='kraken',
+        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'close_trade'
    trade.update(market_leveraged_buy_order)  # Buy @ 0.00001099
@@ -406,7 +414,8 @@ def test_update_limit_order(limit_leveraged_buy_order, limit_leveraged_sell_orde
        fee_close=fee.return_value,
        leverage=3.0,
        interest_rate=0.0005,
-        exchange='binance'
+        exchange='binance',
+        interest_mode=InterestMode.HOURSPERDAY
    )
    # assert trade.open_order_id is None
    assert trade.close_profit is None
@@ -474,7 +483,8 @@ def test_update_market_order(market_leveraged_buy_order, market_leveraged_sell_o
        fee_close=fee.return_value,
        open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
        interest_rate=0.0005,
-        exchange='kraken'
+        exchange='kraken',
+        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'something'
    trade.update(market_leveraged_buy_order)
@@ -516,7 +526,8 @@ def test_calc_close_trade_price_exception(limit_leveraged_buy_order, fee):
        fee_close=fee.return_value,
        exchange='binance',
        interest_rate=0.0005,
-        leverage=3.0
+        leverage=3.0,
+        interest_mode=InterestMode.HOURSPERDAY
    )
    trade.open_order_id = 'something'
    trade.update(limit_leveraged_buy_order)
@@ -572,7 +583,8 @@ def test_calc_profit(market_leveraged_buy_order, market_leveraged_sell_order, fe
        fee_close=fee.return_value,
        exchange='kraken',
        leverage=3.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'something'
    trade.update(market_leveraged_buy_order)  # Buy @ 0.00001099
--- a/tests/test_persistence_short.py
+++ b/tests/test_persistence_short.py
@@ -8,6 +8,7 @@ import pytest
 from math import isclose
 from sqlalchemy import create_engine, inspect, text
 from freqtrade import constants
+from freqtrade.enums import InterestMode
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
 from tests.conftest import create_mock_trades_with_leverage, log_has, log_has_re
@@ -48,7 +49,8 @@ def test_interest_kraken(market_short_order, fee):
        exchange='kraken',
        is_short=True,
        leverage=3.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPER4
    )

    assert float(round(trade.calculate_interest(), 8)) == round(0.137987716095, 8)
@@ -67,7 +69,8 @@ def test_interest_kraken(market_short_order, fee):
        exchange='kraken',
        is_short=True,
        leverage=5.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPER4
    )

    assert float(round(trade.calculate_interest(), 8)) == round(0.28747440853125, 8)
@@ -111,7 +114,8 @@ def test_interest_binance(market_short_order, fee):
        exchange='binance',
        is_short=True,
        leverage=3.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPERDAY
    )

    assert float(round(trade.calculate_interest(), 8)) == 0.00574949
@@ -129,7 +133,8 @@ def test_interest_binance(market_short_order, fee):
        exchange='binance',
        is_short=True,
        leverage=5.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPERDAY
    )

    assert float(round(trade.calculate_interest(), 8)) == 0.04791240
@@ -151,6 +156,7 @@ def test_calc_open_trade_value(market_short_order, fee):
        is_short=True,
        leverage=3.0,
        exchange='kraken',
+        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'open_trade'
    trade.update(market_short_order)  # Buy @ 0.00001099
@@ -174,6 +180,7 @@ def test_update_open_order(limit_short_order):
        interest_rate=0.0005,
        is_short=True,
        exchange='binance',
+        interest_mode=InterestMode.HOURSPERDAY
    )
    assert trade.open_order_id is None
    assert trade.close_profit is None
@@ -197,7 +204,8 @@ def test_calc_close_trade_price_exception(limit_short_order, fee):
        exchange='binance',
        interest_rate=0.0005,
        leverage=3.0,
-        is_short=True
+        is_short=True,
+        interest_mode=InterestMode.HOURSPERDAY
    )
    trade.open_order_id = 'something'
    trade.update(limit_short_order)
@@ -235,6 +243,7 @@ def test_calc_close_trade_price(market_short_order, market_exit_short_order, fee
        is_short=True,
        leverage=3.0,
        exchange='kraken',
+        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'close_trade'
    trade.update(market_short_order)  # Buy @ 0.00001099
@@ -285,7 +294,8 @@ def test_calc_open_close_trade_price(limit_short_order, limit_exit_short_order,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPERDAY
    )
    trade.open_order_id = 'something'
    trade.update(limit_short_order)
@@ -343,7 +353,8 @@ def test_trade_close(fee):
        exchange='kraken',
        is_short=True,
        leverage=3.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPER4
    )
    assert trade.close_profit is None
    assert trade.close_date is None
@@ -406,7 +417,8 @@ def test_update_with_binance(limit_short_order, limit_exit_short_order, fee, cap
        fee_close=fee.return_value,
        # borrowed=90.99181073,
        interest_rate=0.0005,
-        exchange='binance'
+        exchange='binance',
+        interest_mode=InterestMode.HOURSPERDAY
    )
    # assert trade.open_order_id is None
    assert trade.close_profit is None
@@ -482,7 +494,8 @@ def test_update_market_order(
        open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
        leverage=3.0,
        interest_rate=0.0005,
-        exchange='kraken'
+        exchange='kraken',
+        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'something'
    trade.update(market_short_order)
@@ -569,7 +582,8 @@ def test_calc_profit(market_short_order, market_exit_short_order, fee):
        exchange='kraken',
        is_short=True,
        leverage=3.0,
-        interest_rate=0.0005
+        interest_rate=0.0005,
+        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'something'
    trade.update(market_short_order)  # Buy @ 0.00001099
@@ -620,7 +634,8 @@ def test_adjust_stop_loss(fee):
        exchange='binance',
        open_rate=1,
        max_rate=1,
-        is_short=True
+        is_short=True,
+        interest_mode=InterestMode.HOURSPERDAY
    )
    trade.adjust_stop_loss(trade.open_rate, 0.05, True)
    assert trade.stop_loss == 1.05
@@ -685,6 +700,7 @@ def test_stoploss_reinitialization(default_conf, fee):
        max_rate=1,
        is_short=True,
        leverage=3.0,
+        interest_mode=InterestMode.HOURSPERDAY
    )
    trade.adjust_stop_loss(trade.open_rate, -0.05, True)
    assert trade.stop_loss == 1.05