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partial sell using avg price

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Co-Authored-By: மனோஜ்குமார் பழனிச்சாமி <smartmanoj42857@gmail.com>
This commit is contained in:
Kavinkumar
2022-03-16 21:39:46 +05:30
parent f9e983e7a3
commit 1e9cbd579f
5 changed files with 50 additions and 91 deletions
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46
tests/test_freqtradebot.py
View File

@@ -4588,7 +4588,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
assert trade.open_order_id is None
assert pytest.approx(trade.open_rate) == 9.90909090909
assert trade.amount == 22
assert trade.stake_amount == 218
assert pytest.approx(trade.stake_amount) == 218
orders = Order.query.all()
assert orders
@@ -4672,8 +4672,8 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
assert trade.open_order_id is None
assert trade.is_open
assert trade.amount == 22
assert trade.stake_amount == 203.59850374064837
assert pytest.approx(trade.open_rate) == 9.254477442756745
assert trade.stake_amount == 192.05405405405406
assert pytest.approx(trade.open_rate) == 8.729729729729
orders = Order.query.all()
assert orders
@@ -4804,6 +4804,11 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
trade = Trade.query.first()
assert trade
assert trade.open_order_id is None
assert trade.amount == 50
assert trade.open_rate == 11
assert trade.stake_amount == 550
assert pytest.approx(trade.realized_profit) == -152.375
assert pytest.approx(trade.close_profit_abs) == -152.375
orders = Order.query.all()
assert orders
@@ -4843,8 +4848,11 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
trade = Trade.query.first()
assert trade
assert trade.open_order_id is None
assert trade.close_profit_abs == 94.25
assert trade.amount == 50
assert trade.open_rate == 11
assert trade.stake_amount == 550
assert pytest.approx(trade.realized_profit) == -152.375
assert pytest.approx(trade.close_profit_abs) == 94.25
orders = Order.query.all()
assert orders
assert len(orders) == 3
@@ -4866,12 +4874,12 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
('sell', 50, 5),
),
(
# amount, open_rate, stake_amount, realized_profit, unrealized_profit
(100.0, 10.0, 1000.0, 0.0, -5.0),
(200.0, 12.5, 2500.0, 0.0, 486.25),
(150.0, 12.686616791354945, 1902.9925187032418, -153.375, -112.25),
(50.0, -1.7406483790523748, -87.03241895261874, 588.5, 1084.75),
(50.0, -1.7406483790523748, -87.03241895261874, 588.5, 336.625),
# amount, open_rate, stake_amount, cumulative_profit, realized_profit
(100.0, 10.0, 1000.0, 0.0, None,),
(200.0, 12.5, 2500.0, 0.0, None,),
(150.0, 12.5, 1875.0, -28.0625, -28.0625,),
(50.0, 12.5, 625.0, 713.8125, 741.875,),
(50.0, 12.5, 625.0, 713.8125, 336.625,),
)
),
(
@@ -4884,17 +4892,16 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
('sell', 150, 23),
),
(
(100.0, 3.0, 300.0, 0.0, -1.5),
(200.0, 5.0, 1000.0, 0.0, 394.0),
(100.0, -0.9451371571072332, -94.51371571072332, 395.5, 1192.0),
(250.0, 8.621945137157107, 2155.4862842892767, 395.5, 1579.75),
(150.0, 1.766417290108061, 264.96259351620915, 787.0, 2577.25),
(150.0, 1.766417290108061, 264.96259351620915, 787.0, 3175.75),
(100.0, 3.0, 300.0, 0.0, None,),
(200.0, 5.0, 1000.0, 0.0, None,),
(100.0, 5.0, 500.0, 596.0, 596.0,),
(250.0, 11.0, 2750.0, 596.0, 596.0,),
(150.0, 11.0, 1650.0, 1388.5, 792.5,),
(150.0, 11.0, 1650.0, 1388.5, 3175.75,),
)
),
])
def test_position_adjust3(mocker, default_conf_usdt, fee, orders, res) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
"dry_run": False,
@@ -4965,7 +4972,7 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, orders, res) -> None:
assert trade.open_rate == res[idx][1]
assert trade.stake_amount == res[idx][2]
assert pytest.approx(trade.realized_profit) == res[idx][3]
assert trade.calc_profit(order[2]) == res[idx][4]
assert pytest.approx(trade.close_profit_abs) == res[idx][4]
order_obj = trade.select_order(order[0], False)
assert order_obj.order_id == f'60{idx}'
@@ -4973,7 +4980,6 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, orders, res) -> None:
trade = Trade.query.first()
assert trade
assert trade.open_order_id is None
assert trade.close_profit_abs == res[idx][4]
assert trade.is_open is False

29
tests/test_persistence.py
View File

@@ -1484,7 +1484,8 @@ def test_recalc_trade_from_orders(fee):
assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
# Just to make sure sell orders are ignored, let's calculate one more time.
# Just to make sure non partial sell orders are ignored, let's calculate one more time.
sell1 = Order(
ft_order_side='sell',
ft_pair=trade.pair,
@@ -1641,32 +1642,6 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_buys == 2
# Just to make sure sell orders are ignored, let's calculate one more time.
sell1 = Order(
ft_order_side='sell',
ft_pair=trade.pair,
ft_is_open=False,
status="closed",
symbol=trade.pair,
order_type="market",
side="sell",
price=4,
average=3,
filled=2,
remaining=1,
cost=5,
order_date=trade.open_date,
order_filled_date=trade.open_date,
)
trade.orders.append(sell1)
trade.recalc_trade_from_orders()
assert trade.amount == 2 * o1_amount
assert trade.stake_amount == 2 * o1_amount
assert trade.open_rate == o1_rate
assert trade.fee_open_cost == 2 * o1_fee_cost
assert trade.open_trade_value == 2 * o1_trade_val
assert trade.nr_of_successful_buys == 2
# Check with 1 order
order_noavg = Order(
ft_order_side='buy',