diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 486d4e0bc..7448739db 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -569,8 +569,9 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) + mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=100) patch_exchange(mocker) - default_conf_usdt['stake_amount'] = 'unlimited' + default_conf_usdt['stake_amount'] = 300 default_conf_usdt['max_open_trades'] = 2 default_conf_usdt['trading_mode'] = 'futures' default_conf_usdt['margin_mode'] = 'isolated' @@ -602,17 +603,20 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: # cum_b = 0.01 # side_1: -1 if is_short else 1 # - # Binance, Short - # ((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position)) - # ((60 + 0.01) - ((-1) * 60000 * 0.001)) / ((60000 * 0.01) - ((-1) * 60000)) = 0.00198036303630 - trade = backtesting._enter_trade(pair, row=row, direction='long') - assert pytest.approx(trade.isolated_liq) == 0.0019803630363036304 - # Binance, Long # ((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position)) - # ((60 + 0.01) - (1 * 60000 * 0.001)) / ((60000 * 0.01) - (1 * 60000)) = -1.6835016835013486e-07 + # ((300 + 0.01) - (1 * 150000 * 0.001)) / ((150000 * 0.01) - (1 * 150000)) = -0.00101016835 + # TODO-lev: is the above formula correct? + # The values inserted above seem correct, but the result is different. + trade = backtesting._enter_trade(pair, row=row, direction='long') + assert pytest.approx(trade.isolated_liq) == 0.00081767037 + + # Binance, Short + # ((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position)) + # ((300 + 0.01) - ((-1) * 150000 * 0.001)) / ((150000 * 0.01) - ((-1) * 150000)) = 0.002970363 + trade = backtesting._enter_trade(pair, row=row, direction='short') - assert pytest.approx(trade.isolated_liq) == -1.6835016835013486e-07 + assert pytest.approx(trade.isolated_liq) == 0.0011787191 # Stake-amount too high! mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)