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Update testt o be more precise

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This commit is contained in:
Matthias 2022-07-21 20:15:00 +02:00
parent a955603d78
commit 395e9e46c1
2 changed files with 15 additions and 13 deletions
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2
freqtrade/persistence/trade_model.py
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@ -889,7 +889,7 @@ class LocalTrade():
self.adjust_stop_loss(self.open_rate, self.stop_loss_pct) self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)
elif is_closing and total_stake > 0: elif is_closing and total_stake > 0:
# Close profit abs / maximum owned # Close profit abs / maximum owned
# TODO: Simplified - missing fees! # Fees are considered as they are part of close_profit_abs
self.close_profit = (close_profit_abs / total_stake) * self.leverage self.close_profit = (close_profit_abs / total_stake) * self.leverage
def select_order_by_order_id(self, order_id: str) -> Optional[Order]: def select_order_by_order_id(self, order_id: str) -> Optional[Order]:

26
tests/test_freqtradebot.py
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@ -1,5 +1,6 @@
# pragma pylint: disable=missing-docstring, C0103 # pragma pylint: disable=missing-docstring, C0103
# pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
import logging import logging
import time import time
from copy import deepcopy from copy import deepcopy
@ -5746,20 +5747,20 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
@pytest.mark.parametrize('data', [ @pytest.mark.parametrize('data', [
( (
# tuple 1 - side amount, price # tuple 1 - side amount, price
# tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None)), (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None)), (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625)), (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875)), (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 713.8125, 336.625)), (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, 336.625, 0.13465)), # final profit (sum)
), ),
( (
(('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None)), (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
(('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None)), (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0)), (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0)), (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5)), (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 1388.5, 3175.75)), (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 3175.75, 0.977153)), # final profit (sum)
) )
]) ])
def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None: def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
@ -5833,6 +5834,7 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
assert trade.stake_amount == result[2] assert trade.stake_amount == result[2]
assert pytest.approx(trade.realized_profit) == result[3] assert pytest.approx(trade.realized_profit) == result[3]
assert pytest.approx(trade.close_profit_abs) == result[4] assert pytest.approx(trade.close_profit_abs) == result[4]
assert pytest.approx(trade.close_profit) == result[5]
order_obj = trade.select_order(order[0], False) order_obj = trade.select_order(order[0], False)
assert order_obj.order_id == f'60{idx}' assert order_obj.order_id == f'60{idx}'