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added one test for binance isolated liq

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This commit is contained in:
Sam Germain 2021-09-19 00:05:39 -06:00
parent 6ec4432c92
commit 544b88f026
3 changed files with 60 additions and 25 deletions
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1
freqtrade/enums/__init__.py
View File

@ -7,4 +7,3 @@ from freqtrade.enums.selltype import SellType
from freqtrade.enums.signaltype import SignalTagType, SignalType
from freqtrade.enums.state import State
from freqtrade.enums.tradingmode import TradingMode
from freqtrade.enums.marginmode import MarginMode

29
freqtrade/leverage/liquidation_price.py
View File

@ -19,6 +19,7 @@ def liquidation_price(
entry_price_1_both: Optional[float],
maintenance_margin_rate_both: Optional[float]
) -> Optional[float]:
if trading_mode == TradingMode.SPOT:
return None
@ -29,16 +30,34 @@ def liquidation_price(
)
if exchange_name.lower() == "binance":
if not wallet_balance or not maintenance_margin_ex_1 or not unrealized_pnl_ex_1 or not maintenance_amount_both \
or not position_1_both or not entry_price_1_both or not maintenance_margin_rate_both:
if (
not wallet_balance or
not maintenance_margin_ex_1 or
not unrealized_pnl_ex_1 or
not maintenance_amount_both or
not position_1_both or
not entry_price_1_both or
not maintenance_margin_rate_both
):
raise OperationalException(
f"Parameters wallet_balance, maintenance_margin_ex_1, unrealized_pnl_ex_1, maintenance_amount_both, "
f"position_1_both, entry_price_1_both, maintenance_margin_rate_both is required by liquidation_price "
f"when exchange is {exchange_name.lower()}")
return binance(open_rate, is_short, leverage, trading_mode, collateral, wallet_balance, maintenance_margin_ex_1,
unrealized_pnl_ex_1, maintenance_amount_both, position_1_both, entry_price_1_both,
maintenance_margin_rate_both)
return binance(
open_rate,
is_short,
leverage,
trading_mode,
collateral,
wallet_balance,
maintenance_margin_ex_1,
unrealized_pnl_ex_1,
maintenance_amount_both,
position_1_both,
entry_price_1_both,
maintenance_margin_rate_both
)
elif exchange_name.lower() == "kraken":
return kraken(open_rate, is_short, leverage, trading_mode, collateral)
elif exchange_name.lower() == "ftx":

55
tests/leverage/test_liquidation_price.py
View File

@ -46,7 +46,14 @@ def test_liquidation_price_is_none(
is_short,
leverage,
trading_mode,
collateral
collateral,
1535443.01,
71200.81144,
-56354.57,
135365.00,
3683.979,
1456.84,
0.10,
) is None
@ -80,17 +87,14 @@ def test_liquidation_price_exception_thrown(
@pytest.mark.parametrize(
'exchange_name,open_rate,is_short,leverage,trading_mode,collateral,result', [
('exchange_name,open_rate,is_short,leverage,trading_mode,collateral,wallet_balance,'
'maintenance_margin_ex_1,unrealized_pnl_ex_1,maintenance_amount_both,'
'position_1_both,entry_price_1_both,maintenance_margin_rate_both,liq_price'), [
# Binance
('binance', "2.0", False, "1.0", margin, cross, 1.0),
('binance', "2.0", False, "1.0", futures, cross, 1.0),
('binance', "2.0", False, "1.0", futures, isolated, 1.0),
("binance", 0.0, False, 1, futures, cross, 1535443.01,
71200.81144, -56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1153.26)
# Kraken
('kraken', "2.0", True, "3.0", margin, cross, 1.0),
('kraken', "2.0", True, "3.0", futures, cross, 1.0),
# FTX
('ftx', "2.0", False, "3.0", margin, cross, 1.0),
('ftx', "2.0", False, "3.0", futures, cross, 1.0),
]
)
def test_liquidation_price(
@ -100,14 +104,27 @@ def test_liquidation_price(
leverage,
trading_mode,
collateral,
result
wallet_balance,
maintenance_margin_ex_1,
unrealized_pnl_ex_1,
maintenance_amount_both,
position_1_both,
entry_price_1_both,
maintenance_margin_rate_both,
liq_price
):
# assert liquidation_price(
# exchange_name,
# open_rate,
# is_short,
# leverage,
# trading_mode,
# collateral
# ) == result
return # Here to avoid indent error
assert liquidation_price(
exchange_name,
open_rate,
is_short,
leverage,
trading_mode,
collateral,
wallet_balance,
maintenance_margin_ex_1,
unrealized_pnl_ex_1,
maintenance_amount_both,
position_1_both,
entry_price_1_both,
maintenance_margin_rate_both
) == liq_price