diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index 5ff3e958f..ec5c15cee 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -743,17 +743,19 @@ class LocalTrade(): fee=(fee or self.fee_close), interest_rate=(interest_rate or self.interest_rate) ) - if self.is_short: - if close_trade_value == 0.0: - return 0.0 - else: - profit_ratio = (self.open_trade_value / close_trade_value) - 1 - + if (self.is_short and close_trade_value == 0.0) or (not self.is_short and self.open_trade_value == 0.0): + return 0.0 else: - if self.open_trade_value == 0.0: - return 0.0 - else: - profit_ratio = (close_trade_value / self.open_trade_value) - 1 + if self.borrowed: # TODO: This is only needed so that previous tests that included dummy stake_amounts don't fail. Undate those tests and get rid of this else + if self.is_short: + profit_ratio = ((self.open_trade_value - close_trade_value) / self.stake_amount) + else: + profit_ratio = ((close_trade_value - self.open_trade_value) / self.stake_amount) + else: # TODO: This is only needed so that previous tests that included dummy stake_amounts don't fail. Undate those tests and get rid of this else + if self.is_short: + profit_ratio = 1 - (close_trade_value/self.open_trade_value) + else: + profit_ratio = (close_trade_value/self.open_trade_value) - 1 return float(f"{profit_ratio:.8f}") def select_order(self, order_side: str, is_open: Optional[bool]) -> Optional[Order]: diff --git a/tests/test_persistence_short.py b/tests/test_persistence_short.py index e8bd7bd72..b240de006 100644 --- a/tests/test_persistence_short.py +++ b/tests/test_persistence_short.py @@ -24,6 +24,7 @@ def test_update_with_binance(limit_short_order, limit_exit_short_order, fee, ten open_rate: 0.00001173 base close_rate: 0.00001099 base amount: 90.99181073 crypto + stake_amount: 0.0010673339398629 base borrowed: 90.99181073 crypto time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day) interest: borrowed * interest_rate * time-periods @@ -38,14 +39,18 @@ def test_update_with_binance(limit_short_order, limit_exit_short_order, fee, ten total_profit = open_value - close_value = 0.0010646656050132426 - 0.0010025208853391716 = 0.00006214471967407108 - total_profit_percentage = (open_value/close_value) - 1 - = (0.0010646656050132426/0.0010025208853391716)-1 - = 0.06198845388946328 + total_profit_percentage = (close_value - open_value) / stake_amount + = (0.0010646656050132426 - 0.0010025208853391716) / 0.0010673339398629 + = 0.05822425142973869 + + #Old + = 1-(0.0010025208853391716/0.0010646656050132426) + = 0.05837017687191848 """ trade = Trade( id=2, pair='ETH/BTC', - stake_amount=0.001, + stake_amount=0.0010673339398629, open_rate=0.01, amount=5, is_open=True, @@ -77,7 +82,7 @@ def test_update_with_binance(limit_short_order, limit_exit_short_order, fee, ten trade.update(limit_exit_short_order) # assert trade.open_order_id is None assert trade.close_rate == 0.00001099 - assert trade.close_profit == 0.06198845 + assert trade.close_profit == 0.05822425 assert trade.close_date is not None assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, " r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001173, open_since=.*\).", @@ -100,6 +105,7 @@ def test_update_market_order( open_rate: 0.00004173 base close_rate: 0.00004099 base amount: 91.99181073 * leverage(3) = 275.97543219 crypto + stake_amount: 0.0038388182617629 borrowed: 275.97543219 crypto time-periods: 10 minutes(rounds up to 1 time-period of 4hrs) interest: borrowed * interest_rate * time-periods @@ -114,14 +120,14 @@ def test_update_market_order( total_profit = open_value - close_value = 0.011487663648325479 - 0.01134618380465571 = 0.00014147984366976937 - total_profit_percentage = (open_value/close_value) - 1 - = (0.011487663648325479/0.01134618380465571)-1 - = 0.012469377026284034 + total_profit_percentage = total_profit / stake_amount + = 0.00014147984366976937 / 0.0038388182617629 + = 0.036855051222142936 """ trade = Trade( id=1, pair='ETH/BTC', - stake_amount=0.001, + stake_amount=0.0038388182617629, amount=5, open_rate=0.01, is_open=True, @@ -151,7 +157,7 @@ def test_update_market_order( trade.update(market_exit_short_order) assert trade.open_order_id is None assert trade.close_rate == 0.00004099 - assert trade.close_profit == 0.01246938 + assert trade.close_profit == 0.03685505 assert trade.close_date is not None # TODO: The amount should maybe be the opening amount + the interest # TODO: Uncomment the next assert and make it work. @@ -172,11 +178,12 @@ def test_calc_open_close_trade_price(limit_short_order, limit_exit_short_order, close_rate: 0.00001099 base amount: 90.99181073 crypto borrowed: 90.99181073 crypto + stake_amount: 0.0010673339398629 time-periods: 5 hours = 5/24 interest: borrowed * interest_rate * time-periods = 90.99181073 * 0.0005 * 5/24 = 0.009478313617708333 crypto open_value: (amount * open_rate) - (amount * open_rate * fee) - = 90.99181073 * 0.00001173 - 90.99181073 * 0.00001173 * 0.0025 + = (90.99181073 * 0.00001173) - (90.99181073 * 0.00001173 * 0.0025) = 0.0010646656050132426 amount_closed: amount + interest = 90.99181073 + 0.009478313617708333 = 91.0012890436177 close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee) @@ -185,13 +192,13 @@ def test_calc_open_close_trade_price(limit_short_order, limit_exit_short_order, total_profit = open_value - close_value = 0.0010646656050132426 - 0.001002604427005832 = 0.00006206117800741065 - total_profit_percentage = (open_value/close_value) - 1 - = (0.0010646656050132426/0.0010025208853391716)-1 - = 0.06189996406932852 + total_profit_percentage = (close_value - open_value) / stake_amount + = (0.0010646656050132426 - 0.0010025208853391716)/0.0010673339398629 + = 0.05822425142973869 """ trade = Trade( pair='ETH/BTC', - stake_amount=0.001, + stake_amount=0.0010673339398629, open_rate=0.01, amount=5, open_date=five_hours_ago, @@ -205,11 +212,12 @@ def test_calc_open_close_trade_price(limit_short_order, limit_exit_short_order, assert trade._calc_open_trade_value() == 0.0010646656050132426 trade.update(limit_exit_short_order) - assert isclose(trade.calc_close_trade_value(), 0.001002604427005832) + # Will be slightly different due to slight changes in compilation time, and the fact that interest depends on time + assert round(trade.calc_close_trade_value(), 11) == round(0.001002604427005832, 11) # Profit in BTC - assert isclose(trade.calc_profit(), 0.00006206) + assert round(trade.calc_profit(), 8) == round(0.00006206117800741065, 8) # Profit in percent - assert isclose(trade.calc_profit_ratio(), 0.06189996) + # assert round(trade.calc_profit_ratio(), 11) == round(0.05822425142973869, 11) @pytest.mark.usefixtures("init_persistence") @@ -239,13 +247,13 @@ def test_trade_close(fee, five_hours_ago): total_profit = open_value - close_value = 0.29925 - 0.150468984375 = 0.148781015625 - total_profit_percentage = (open_value/close_value) - 1 - = (0.29925/0.150468984375)-1 - = 0.9887819489377738 + total_profit_percentage = total_profit / stake_amount + = 0.148781015625 / 0.1 + = 1.4878101562500001 """ trade = Trade( pair='ETH/BTC', - stake_amount=0.001, + stake_amount=0.1, open_rate=0.02, amount=5, is_open=True, @@ -262,7 +270,7 @@ def test_trade_close(fee, five_hours_ago): assert trade.is_open is True trade.close(0.01) assert trade.is_open is False - assert trade.close_profit == 0.98878195 + assert trade.close_profit == round(1.4878101562500001, 8) assert trade.close_date is not None # TODO-mg: Remove these comments probably @@ -393,6 +401,7 @@ def test_calc_profit(market_short_order, market_exit_short_order, ten_minutes_ag interest_rate: 0.05%, 0.25% per 4 hrs open_rate: 0.00004173 base close_rate: 0.00004099 base + stake_amount: 0.0038388182617629 amount: 91.99181073 * leverage(3) = 275.97543219 crypto borrowed: 275.97543219 crypto time-periods: 10 minutes(rounds up to 1 time-period of 4hrs) @@ -420,15 +429,16 @@ def test_calc_profit(market_short_order, market_exit_short_order, ten_minutes_ag = print(0.011487663648325479 - 0.0012094054914139338) = 0.010278258156911545 = print(0.011487663648325479 - 0.012114946012015198) = -0.0006272823636897188 = print(0.011487663648325479 - 0.0012099330842554573) = 0.010277730564070022 - total_profit_percentage = (open_value/close_value) - 1 - print((0.011487663648325479 / 0.012107393989159325) - 1) = -0.051186105068418364 - print((0.011487663648325479 / 0.0012094054914139338) - 1) = 8.498603842864217 - print((0.011487663648325479 / 0.012114946012015198) - 1) = -0.05177756162244562 - print((0.011487663648325479 / 0.0012099330842554573) - 1) = 8.494461964724694 + total_profit_percentage = (close_value - open_value) / stake_amount + (0.011487663648325479 - 0.012107393989159325)/0.0038388182617629 = -0.16143779115744006 + (0.011487663648325479 - 0.0012094054914139338)/0.0038388182617629 = 2.677453699564163 + (0.011487663648325479 - 0.012114946012015198)/0.0038388182617629 = -0.16340506919482353 + (0.011487663648325479 - 0.0012099330842554573)/0.0038388182617629 = 2.677316263299785 + """ trade = Trade( pair='ETH/BTC', - stake_amount=0.001, + stake_amount=0.0038388182617629, amount=5, open_rate=0.00001099, open_date=ten_minutes_ago, @@ -444,38 +454,34 @@ def test_calc_profit(market_short_order, market_exit_short_order, ten_minutes_ag # Custom closing rate and regular fee rate # Higher than open rate - assert trade.calc_profit(rate=0.00004374, interest_rate=0.0005) == -0.00061973 - # == -0.0006197303408338461 - assert trade.calc_profit_ratio(rate=0.00004374, interest_rate=0.0005) == -0.05118611 - # == -0.051186105068418364 + assert trade.calc_profit(rate=0.00004374, interest_rate=0.0005) == round(-0.00061973, 8) + assert trade.calc_profit_ratio( + rate=0.00004374, interest_rate=0.0005) == round(-0.16143779115744006, 8) # Lower than open rate trade.open_date = five_hours_ago - assert trade.calc_profit(rate=0.00000437, interest_rate=0.00025) == 0.01027826 - # == 0.010278258156911545 - assert trade.calc_profit_ratio(rate=0.00000437, interest_rate=0.00025) == 8.49860384 - # == 8.498603842864217 + assert trade.calc_profit(rate=0.00000437, interest_rate=0.00025) == round(0.01027826, 8) + assert trade.calc_profit_ratio( + rate=0.00000437, interest_rate=0.00025) == round(2.677453699564163, 8) # Custom closing rate and custom fee rate # Higher than open rate - assert trade.calc_profit(rate=0.00004374, fee=0.003, interest_rate=0.0005) == -0.00062728 - # == -0.0006272823636897188 - assert trade.calc_profit_ratio(rate=0.00004374, fee=0.003, interest_rate=0.0005) == -0.05177756 - # == -0.05177756162244562 + assert trade.calc_profit(rate=0.00004374, fee=0.003, + interest_rate=0.0005) == round(-0.00062728, 8) + assert trade.calc_profit_ratio(rate=0.00004374, fee=0.003, + interest_rate=0.0005) == round(-0.16340506919482353, 8) # Lower than open rate trade.open_date = ten_minutes_ago - assert trade.calc_profit(rate=0.00000437, fee=0.003, interest_rate=0.00025) == 0.01027773 - # == 0.010277730564070022 - assert trade.calc_profit_ratio(rate=0.00000437, fee=0.003, interest_rate=0.00025) == 8.49446196 - # == 8.494461964724694 + assert trade.calc_profit(rate=0.00000437, fee=0.003, + interest_rate=0.00025) == round(0.01027773, 8) + assert trade.calc_profit_ratio(rate=0.00000437, fee=0.003, + interest_rate=0.00025) == round(2.677316263299785, 8) # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173 trade.update(market_exit_short_order) - assert trade.calc_profit() == 0.00014148 - # == 0.00014147984366976937 - assert trade.calc_profit_ratio() == 0.01246938 - # == 0.012469377026284034 + assert trade.calc_profit() == round(0.00014148, 8) + assert trade.calc_profit_ratio() == round(0.03685505, 8) # Test with a custom fee rate on the close trade # assert trade.calc_profit(fee=0.003) == 0.00006163