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Updated interest and ratio calculations to correct functions

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This commit is contained in:
Sam Germain
2021-07-10 20:44:57 -06:00
parent 8e52a3a29c
commit 256160740e
6 changed files with 208 additions and 212 deletions
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24
tests/conftest_trades.py
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@@ -434,22 +434,22 @@ def leverage_trade(fee):
stake_amount: 15.129 base
borrowed: 60.516 base
leverage: 5
time-periods: 5 hrs( 5/4 time-period of 4 hours)
interest: borrowed * interest_rate * time-periods
= 60.516 * 0.0005 * 5/4 = 0.0378225 base
hours: 5
interest: borrowed * interest_rate * ceil(1 + hours/4)
= 60.516 * 0.0005 * ceil(1 + 5/4) = 0.090774 base
open_value: (amount * open_rate) + (amount * open_rate * fee)
= (615.0 * 0.123) + (615.0 * 0.123 * 0.0025)
= 75.83411249999999
close_value: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
= (615.0 * 0.128) - (615.0 * 0.128 * 0.0025) - 0.0378225
= 78.4853775
= (615.0 * 0.128) - (615.0 * 0.128 * 0.0025) - 0.090774
= 78.432426
total_profit = close_value - open_value
= 78.4853775 - 75.83411249999999
= 2.6512650000000093
total_profit_percentage = total_profit / stake_amount
= 2.6512650000000093 / 15.129
= 0.17524390243902502
= 78.432426 - 75.83411249999999
= 2.5983135000000175
total_profit_percentage = ((close_value/open_value)-1) * leverage
= ((78.432426/75.83411249999999)-1) * 5
= 0.1713156134055116
"""
trade = Trade(
pair='DOGE/BTC',
@@ -461,8 +461,8 @@ def leverage_trade(fee):
fee_close=fee.return_value,
open_rate=0.123,
close_rate=0.128,
close_profit=0.17524390243902502,
close_profit_abs=2.6512650000000093,
close_profit=0.1713156134055116,
close_profit_abs=2.5983135000000175,
exchange='kraken',
is_open=False,
open_order_id='dry_run_leverage_sell_12345',