Merge branch 'freqtrade:develop' into strategy_utils

tests/exchange/test_ccxt_compat.py

@@ -463,7 +463,9 @@ class TestCCXTExchange():
         if exchangename == 'gate':
             # TODO: Gate is unstable here at the moment, ignoring the limit partially.
             return
-        for val in [1, 2, 5, 25, 100]:
+        for val in [1, 2, 5, 25, 50, 100]:
+            if val > 50 and exchangename == 'bybit':
+                continue
             l2 = exch.fetch_l2_order_book(pair, val)
             if not l2_limit_range or val in l2_limit_range:
                 if val > 50:

tests/persistence/test_persistence.py

@@ -1362,6 +1362,7 @@ def test_to_json(fee):
                       'trade_duration': None,
                       'trade_duration_s': None,
                       'realized_profit': 0.0,
+                      'realized_profit_ratio': None,
                       'close_profit': None,
                       'close_profit_pct': None,
                       'close_profit_abs': None,
@@ -1438,6 +1439,7 @@ def test_to_json(fee):
                       'initial_stop_loss_pct': None,
                       'initial_stop_loss_ratio': None,
                       'realized_profit': 0.0,
+                      'realized_profit_ratio': None,
                       'close_profit': None,
                       'close_profit_pct': None,
                       'close_profit_abs': None,

tests/rpc/test_rpc.py

@@ -76,6 +76,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'stoploss_entry_dist_ratio': -0.10376381,
         'open_order': None,
         'realized_profit': 0.0,
+        'realized_profit_ratio': None,
         'total_profit_abs': -4.09e-06,
         'total_profit_fiat': ANY,
         'exchange': 'binance',

tests/rpc/test_rpc_apiserver.py

@@ -1013,6 +1013,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
         'total_profit_abs': ANY,
         'total_profit_fiat': ANY,
         'realized_profit': 0.0,
+        'realized_profit_ratio': None,
         'current_rate': current_rate,
         'open_date': ANY,
         'open_timestamp': ANY,
@@ -1243,6 +1244,7 @@ def test_api_force_entry(botclient, mocker, fee, endpoint):
         'profit_abs': None,
         'profit_fiat': None,
         'realized_profit': 0.0,
+        'realized_profit_ratio': None,
         'fee_close': 0.0025,
         'fee_close_cost': None,
         'fee_close_currency': None,

tests/rpc/test_rpc_telegram.py

@@ -2012,7 +2012,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
             'sub_trade': True,
         })
         assert msg_mock.call_args[0][0] == (
-            '\N{WARNING SIGN} *Binance (dry):* Exiting KEY/ETH (#1)\n'
+            '\N{WARNING SIGN} *Binance (dry):* Partially exiting KEY/ETH (#1)\n'
             '*Unrealized Sub Profit:* `-57.41% (loss: -0.05746268 ETH / -24.812 USD)`\n'
             '*Cumulative Profit:* (`-0.15746268 ETH / -24.812 USD`)\n'
             '*Enter Tag:* `buy_signal1`\n'

tests/strategy/test_strategy_helpers.py

@@ -169,6 +169,36 @@ def test_stoploss_from_open(side, profitrange):
                         assert pytest.approx(stop_price) == expected_stop_price
 
 
+@pytest.mark.parametrize("side,rel_stop,curr_profit,leverage,expected", [
+    # profit range for long is [-1, inf] while for shorts is [-inf, 1]
+    ("long", 0, -1, 1, 1),
+    ("long", 0, 0.1, 1, 0.09090909),
+    ("long", -0.1, 0.1, 1, 0.18181818),
+    ("long", 0.1, 0.2, 1, 0.08333333),
+    ("long", 0.1, 0.5, 1, 0.266666666),
+    ("long", 0.1, 5, 1, 0.816666666),  # 500% profit, set stoploss to 10% above open price
+
+    ("short", 0, 0.1, 1, 0.1111111),
+    ("short", -0.1, 0.1, 1, 0.2222222),
+    ("short", 0.1, 0.2, 1, 0.125),
+    ("short", 0.1, 1, 1, 1),
+])
+def test_stoploss_from_open_leverage(side, rel_stop, curr_profit, leverage, expected):
+
+    stoploss = stoploss_from_open(rel_stop, curr_profit, side == 'short')
+    assert pytest.approx(stoploss) == expected
+    open_rate = 100
+    if stoploss != 1:
+        if side == 'long':
+            current_rate = open_rate * (1 + curr_profit)
+            stop = current_rate * (1 - stoploss)
+            assert pytest.approx(stop) == open_rate * (1 + rel_stop)
+        else:
+            current_rate = open_rate * (1 - curr_profit)
+            stop = current_rate * (1 + stoploss)
+            assert pytest.approx(stop) == open_rate * (1 - rel_stop)
+
+
 def test_stoploss_from_absolute():
     assert pytest.approx(stoploss_from_absolute(90, 100)) == 1 - (90 / 100)
     assert pytest.approx(stoploss_from_absolute(90, 100)) == 0.1