Changed the name of a test to match it's equivelent
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Sam Germain
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docs/test-analysis-lev.md
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docs/test-analysis-lev.md
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# Margin-db Pull Request Review
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## Calculations
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### Binance interest formula
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I (interest) = P (borrowed money) * R (daily_interest/24) * ceiling(T) (in hours)
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[source](https://www.binance.com/en/support/faq/360030157812)
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### Kraken interest formula
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Opening fee = P (borrowed money) * R (quat_hourly_interest)
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Rollover fee = P (borrowed money) * R (quat_hourly_interest) * ceiling(T/4) (in hours)
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I (interest) = Opening fee + Rollover fee
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[source](https://support.kraken.com/hc/en-us/articles/206161568-What-are-the-fees-for-margin-trading-)
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### Profit ratio for short trades
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`profit_ratio = (1 - (close_trade_value/self.open_trade_value))`
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### Profit ratio for leveraged trades
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`leveraged_profit_ratio = profit_ratio * leverage`
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## Tests
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To add shorting and leverage functionality to freqtrade, the majority of changes involved editing existing methods within `freqtrade/persistence/models.py`. `freqtrade/persistence/models` was already fully tested, so to test the new functionality, new tests were created inside `tests/persistence/test_persistence_short.py` and `tests/persistence/test_persistence_leverage.py`, which mirrored the the tests inside `tests/persistence/test_persistence.py`, but accounted for additional factors created by _leverage_ and _short trading_
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### Factors added to freqtrade/persistence
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#### Short trading
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- Exit trade amounts are slightly higher than their enter amounts, due to the extra amount purchased for paying back interest owed for the amount of currency borrowed
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- Profit calculation were calculated inversely compared to longs
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- Stoplosses moved in the reverse direction
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- The entering/starting trade was a "sell" and the exiting/closing trade was a "buy"
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#### Leveraged long trading
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- Leveraged long trades had the amount of interest owed subtracted from the value of their exiting trade
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<hr>
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These are all the tests from `test_persistence.py` for which mirror versions were created inside `test_persistence_short.py` and `test_persistence_long.py`. These tests were chosen because the factors listed above affect the output of these methods. Some tests were only mirrored within `test_persistence_short.py` because the methods they test would not be impacted by leverage. `test_persistence_short.py`repeated tests from `test_persistence.py`, but for short trades, to make sure that the methods tested calculated the right values for shorts, and `test_persistence_long.py`repeated tests from `test_persistence.py`, but for leveraged long trades, to make sure that the methods tested calculated the right values when leverage was involved
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<table style="width:100%">
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<tr>
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<th>test_persistence</th>
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<th>test_persistence_short</th>
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<th>test_persistence_leverage</th>
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</tr>
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<tr>
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<td>test_update_with_binance</td>
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<td>test_update_with_binance_short</td>
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<td>test_update_with_binance_lev</td>
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</tr>
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<tr>
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<td>test_update_market_order</td>
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<td>test_update_market_order_short</td>
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<td>test_update_market_order_lev</td>
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</tr>
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<tr>
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<td>test_update_open_order</td>
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<td>test_update_open_order_short</td>
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<td>test_update_open_order_lev</td>
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</tr>
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<tr>
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<td>test_calc_open_trade_value</td>
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<td>test_calc_open_trade_value_short</td>
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<td>test_calc_open_trade_value_lev</td>
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</tr>
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<tr>
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<td>test_calc_open_close_trade_price</td>
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<td>test_calc_open_close_trade_price_short</td>
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<td>test_calc_open_close_trade_price_lev</td>
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</tr>
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<tr>
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<td>test_trade_close</td>
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<td>test_trade_close_short</td>
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<td>test_trade_close_lev</td>
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</tr>
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<tr>
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<td>test_calc_close_trade_price_exception</td>
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<td>test_calc_close_trade_price_exception_short</td>
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<td>test_calc_close_trade_price_exception_lev</td>
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</tr>
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<tr>
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<td>test_calc_close_trade_price</td>
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<td>test_calc_close_trade_price_short</td>
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<td>test_calc_close_trade_price_lev</td>
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</tr>
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<tr>
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<td>test_calc_close_trade_price_exception</td>
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<td>test_calc_close_trade_price_exception_short</td>
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<td>test_calc_close_trade_price_exception_lev</td>
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</tr>
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<tr>
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<td>test_calc_profit & test_calc_profit_ratio</td>
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<td>test_calc_profit_short</td>
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<td>test_calc_profit_lev</td>
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</tr>
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<tr>
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<th colspan="3">
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Tests with no equivelent in test_persistence_lev
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</th>
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</tr>
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<tr>
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<td>test_adjust_stop_loss</td>
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<td>test_adjust_stop_loss_short</td>
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</tr>
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<tr>
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<td>test_get_open</td>
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<td>test_get_open_short</td>
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</tr>
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<tr>
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<td>test_total_open_trades_stakes</td>
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<td>test_total_open_trades_stakes_short</td>
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</tr>
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<tr>
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<td>test_stoploss_reinitialization</td>
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<td>test_stoploss_reinitialization_short</td>
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</tr>
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<tr>
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<td>test_get_best_pair</td>
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<td>test_get_best_pair_short</td>
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</tr>
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</table>
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### Tests not repeated
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These tests did not have an equivelent version created inside `test_persistence_short.py` or `test_persistence_lev.py` because no new situations arise in the methods they test when adding leverage or short trading to `freqtrade/persistence`
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- <small>test_init_create_session</small>
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- <small>test_init_custom_db_url</small>
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- <small>test_init_invalid_db_url</small>
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- <small>test_init_prod_db</small>
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- <small>test_init_dryrun_db</small>
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- <small>test_update_order_from_ccxt</small>
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- <small>test_select_order</small>
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- <small>test_Trade_object_idem</small>
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- <small>test_get_trades_proxy</small>
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- <small>test_update_fee</small>
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- <small>test_fee_updated</small>
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- <small>test_to_json</small>
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- <small>test_migrate_old</small>
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- <small>test_migrate_new</small>
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- <small>test_migrate_mid_state</small>
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- <small>test_clean_dry_run_db</small>
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- <small>test_update_invalid_order</small>
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- <small>test_adjust_min_max_rates</small>
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- <small>test_get_trades_backtest</small>
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- <small>test_get_overall_performance</small>
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<hr>
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### Original tests
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These methods were added to `LocalTrade` in `freqtrade/persistence/models.py`
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- `is_opening_trade`
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- `is_closing_trade`
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- `set_stop_loss`
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- `set_liquidation_price`
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- `calculate_interest`
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- `borrowed(calculated property)`
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These were the tests created to test these methods
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<table style="width:100%">
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<tr>
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<th>test_persistence</th>
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<th>test_persistence_short</th>
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<th>test_persistence_lev</th>
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</tr>
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<tr>
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<td>test_is_opening_closing_trade</td>
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<td>/</td>
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<td>/</td>
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</tr>
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<tr>
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<td>test_set_stop_loss_liquidation_price</td>
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<td>/</td>
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<td>/</td>
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</tr>
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<tr>
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<td>/</td>
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<td>test_interest_kraken_short</td>
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<td>test_interest_binance_short</td>
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</tr>
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<tr>
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<td>/</td>
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<td>test_interest_kraken_lev</td>
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<td>test_interest_binance_lev</td>
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</tr>
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</table>
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#### test_is_opening_closing_trade
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Tested methods from `freqtrade/persistence/models.py`
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- `LocalTrade.is_opening_trade`
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- `LocalTrade.is_closing_trade`
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Tested to check that the correct boolean value is returned according to this truth table
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<table style="width:100%">
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<tr>
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<th colspan="1"></th>
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<th colspan="2">is_opening_trade</th>
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<th colspan="2">is_closing_trade</th>
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</tr>
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<tr>
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<td></td>
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<td>short</td>
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<td>long</td>
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<td>short</td>
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<td>long</td>
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</tr>
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<tr>
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<td>side="buy"</td>
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<td>False</td>
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<td>True</td>
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<td>True</td>
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<td>False</td>
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</tr>
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<tr>
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<td>side="sell"</td>
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<td>True</td>
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<td>False</td>
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<td>False</td>
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<td>True</td>
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</tr>
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</table>
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#### test_set_stop_loss_liquidation_price
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Tested methods from `freqtrade/persistence/models.py`
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- `LocalTrade.set_stop_loss`
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- `LocalTrade.set_liquidation_price`
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Tested to check for these conditions
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- `LocalTrade.stop_loss` is never lower than `LocalTrade.liquidation_price` for longs
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- `LocalTrade.stop_loss` is never higher than `LocalTrade.liquidation_price` for shorts
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- `LocalTrade.stop_loss` and `LocalTrade.intial_stop_loss` are assigned to the value of `LocalTrade.liquidation_price` when no `LocalTrade.stop_loss` is not assigned
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- `LocalTrade.liquidation_price` is not changed when `LocalTrade.stop_loss` gets assigned
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#### LocalTrade.calculate_interest
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Tests created to test this method
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- `test_interest_kraken_short`
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- `test_interest_binance_short`
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- `test_interest_kraken_lev`
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- `test_interest_binance_lev`
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Conditions tested
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- correct interest calculated for a short trade made on kraken
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- correct interest calculated for a long trade made on kraken
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- correct interest calculated for a short trade made on binance
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- correct interest calculated for a long trade made on binance
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#### LocalTrade.borrowed
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Tested within
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- test_update_with_binance_short
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- test_update_with_binance_lev
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Conditions tested for
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- borrowed was equal to `amount` for short trades
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- borrowed was equal to `amount * leverage-1` for long trades (1 is subtracted from leverage because the collateral is in the borrowed currency and is already owned)
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@ -372,7 +372,7 @@ def test_calc_close_trade_price_lev(market_lev_buy_order, market_lev_sell_order,
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@pytest.mark.usefixtures("init_persistence")
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def test_update_limit_order_lev(limit_lev_buy_order, limit_lev_sell_order, fee, caplog):
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def test_update_with_binance_lev(limit_lev_buy_order, limit_lev_sell_order, fee, caplog):
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"""
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10 minute leveraged limit trade on binance at 3x leverage
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