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Fix some tests to call update_trade with order object

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Matthias
2022-02-10 20:40:50 +01:00
parent 1b1216fc87
commit 508e677d70
4 changed files with 62 additions and 30 deletions
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50
tests/test_persistence.py
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@@ -108,7 +108,8 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
assert trade.close_date is None
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == 2.00
assert trade.close_profit is None
@@ -119,7 +120,8 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
caplog.clear()
trade.open_order_id = 'something'
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == 2.20
assert trade.close_profit == round(0.0945137157107232, 8)
@@ -146,7 +148,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
)
trade.open_order_id = 'something'
trade.update(market_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == 2.0
assert trade.close_profit is None
@@ -158,7 +161,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
caplog.clear()
trade.is_open = True
trade.open_order_id = 'something'
trade.update(market_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == 2.2
assert trade.close_profit == round(0.0945137157107232, 8)
@@ -181,9 +185,11 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade._calc_open_trade_value() == 60.15
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert isclose(trade.calc_close_trade_value(), 65.835)
# Profit in USDT
@@ -236,7 +242,8 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.calc_close_trade_value() == 0.0
@@ -257,7 +264,8 @@ def test_update_open_order(limit_buy_order_usdt):
assert trade.close_date is None
limit_buy_order_usdt['status'] = 'open'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_profit is None
@@ -276,8 +284,9 @@ def test_update_invalid_order(limit_buy_order_usdt):
exchange='binance',
)
limit_buy_order_usdt['type'] = 'invalid'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'meep')
with pytest.raises(ValueError, match=r'Unknown order type'):
trade.update(limit_buy_order_usdt)
trade.update_trade(oobj)
@pytest.mark.usefixtures("init_persistence")
@@ -304,7 +313,8 @@ def test_calc_open_trade_value(limit_buy_order_usdt, fee):
exchange='binance',
)
trade.open_order_id = 'open_trade'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Get the open rate price with the standard fee rate
assert trade._calc_open_trade_value() == 60.15
@@ -325,14 +335,16 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee
exchange='binance',
)
trade.open_order_id = 'close_trade'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Get the close rate price with a custom close rate and a regular fee rate
assert trade.calc_close_trade_value(rate=2.5) == 74.8125
# Get the close rate price with a custom close rate and a custom fee rate
assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.775
# Test when we apply a Sell order, and ask price with a custom fee rate
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.calc_close_trade_value(fee=0.005) == 65.67
@@ -409,7 +421,9 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
exchange='binance',
)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Custom closing rate and regular fee rate
# Higher than open rate - 2.1 quote
@@ -424,7 +438,8 @@ def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
assert trade.calc_profit(rate=1.9, fee=0.003) == round(-3.320999999999998, 8)
# Test when we apply a Sell order. Sell higher than open rate @ 2.2
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.calc_profit() == round(5.684999999999995, 8)
# Test with a custom fee rate on the close trade
@@ -443,7 +458,9 @@ def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
exchange='binance'
)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt) # Buy @ 2.0
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Higher than open rate - 2.1 quote
assert trade.calc_profit_ratio(rate=2.1) == round(0.04476309226932673, 8)
@@ -457,7 +474,8 @@ def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
assert trade.calc_profit_ratio(rate=1.9, fee=0.003) == round(-0.05521197007481293, 8)
# Test when we apply a Sell order. Sell higher than open rate @ 2.2
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
# Test with a custom fee rate on the close trade