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Merge pull request #7491 from freqtrade/partial_close_leverage

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Partial close leverage
This commit is contained in:
Matthias
2022-09-29 19:42:16 +02:00
committed by GitHub
parent b4fb28e4ef 255c748ca2
commit 578da343dc
5 changed files with 28 additions and 16 deletions
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21
tests/optimize/test_backtesting_adjust_position.py
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@@ -93,11 +93,16 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> None:
@pytest.mark.parametrize('leverage', [
1, 2
])
def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, leverage) -> None:
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=10)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
mocker.patch("freqtrade.exchange.Exchange.get_max_leverage", return_value=10)
patch_exchange(mocker)
default_conf.update({
"stake_amount": 100.0,
@@ -105,6 +110,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non
"strategy": "StrategyTestV3"
})
backtesting = Backtesting(default_conf)
backtesting._can_short = True
backtesting._set_strategy(backtesting.strategylist[0])
pair = 'XRP/USDT'
row = [
@@ -120,18 +126,19 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non
'', # enter_tag
'', # exit_tag
]
backtesting.strategy.leverage = MagicMock(return_value=leverage)
trade = backtesting._enter_trade(pair, row=row, direction='long')
trade.orders[0].close_bt_order(row[0], trade)
assert trade
assert pytest.approx(trade.stake_amount) == 100.0
assert pytest.approx(trade.amount) == 47.61904762
assert pytest.approx(trade.amount) == 47.61904762 * leverage
assert len(trade.orders) == 1
backtesting.strategy.adjust_trade_position = MagicMock(return_value=None)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
assert trade
assert pytest.approx(trade.stake_amount) == 100.0
assert pytest.approx(trade.amount) == 47.61904762
assert pytest.approx(trade.amount) == 47.61904762 * leverage
assert len(trade.orders) == 1
# Increase position by 100
backtesting.strategy.adjust_trade_position = MagicMock(return_value=100)
@@ -140,7 +147,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non
assert trade
assert pytest.approx(trade.stake_amount) == 200.0
assert pytest.approx(trade.amount) == 95.23809524
assert pytest.approx(trade.amount) == 95.23809524 * leverage
assert len(trade.orders) == 2
# Reduce by more than amount - no change to trade.
@@ -150,7 +157,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non
assert trade
assert pytest.approx(trade.stake_amount) == 200.0
assert pytest.approx(trade.amount) == 95.23809524
assert pytest.approx(trade.amount) == 95.23809524 * leverage
assert len(trade.orders) == 2
assert trade.nr_of_successful_entries == 2
@@ -160,7 +167,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non
assert trade
assert pytest.approx(trade.stake_amount) == 100.0
assert pytest.approx(trade.amount) == 47.61904762
assert pytest.approx(trade.amount) == 47.61904762 * leverage
assert len(trade.orders) == 3
assert trade.nr_of_successful_entries == 2
assert trade.nr_of_successful_exits == 1
@@ -171,7 +178,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker) -> Non
assert trade
assert pytest.approx(trade.stake_amount) == 100.0
assert pytest.approx(trade.amount) == 47.61904762
assert pytest.approx(trade.amount) == 47.61904762 * leverage
assert len(trade.orders) == 3
assert trade.nr_of_successful_entries == 2
assert trade.nr_of_successful_exits == 1