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Fix stake-amount handling for dry-run

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Matthias 2022-03-05 15:53:40 +01:00
parent 0bac7f824e
commit 76e5d5b232
3 changed files with 11 additions and 8 deletions
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2
freqtrade/exchange/exchange.py
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@ -779,7 +779,7 @@ class Exchange:
'price': rate, 'price': rate,
'average': rate, 'average': rate,
'amount': _amount, 'amount': _amount,
'cost': _amount * rate, 'cost': _amount * rate / leverage,
'type': ordertype, 'type': ordertype,
'side': side, 'side': side,
'filled': 0, 'filled': 0,

3
freqtrade/wallets.py
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@ -102,8 +102,7 @@ class Wallets:
for position in open_trades: for position in open_trades:
# size = self._exchange._contracts_to_amount(position.pair, position['contracts']) # size = self._exchange._contracts_to_amount(position.pair, position['contracts'])
size = position.amount size = position.amount
# TODO-lev: stake_amount in real trades does not include the leverage ... collateral = position.stake_amount
collateral = position.stake_amount / position.leverage
leverage = position.leverage leverage = position.leverage
tot_in_trades -= collateral tot_in_trades -= collateral
_positions[position.pair] = PositionWallet( _positions[position.pair] = PositionWallet(

14
tests/exchange/test_exchange.py
View File

@ -1040,12 +1040,14 @@ def test_exchange_has(default_conf, mocker):
assert not exchange.exchange_has("deadbeef") assert not exchange.exchange_has("deadbeef")
@pytest.mark.parametrize("side", [ @pytest.mark.parametrize("side,leverage", [
("buy"), ("buy", 1),
("sell") ("buy", 5),
("sell", 1.0),
("sell", 5.0),
]) ])
@pytest.mark.parametrize("exchange_name", EXCHANGES) @pytest.mark.parametrize("exchange_name", EXCHANGES)
def test_create_dry_run_order(default_conf, mocker, side, exchange_name): def test_create_dry_run_order(default_conf, mocker, side, exchange_name, leverage):
default_conf['dry_run'] = True default_conf['dry_run'] = True
exchange = get_patched_exchange(mocker, default_conf, id=exchange_name) exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@ -1055,7 +1057,7 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name):
side=side, side=side,
amount=1, amount=1,
rate=200, rate=200,
leverage=1.0 leverage=leverage
) )
assert 'id' in order assert 'id' in order
assert f'dry_run_{side}_' in order["id"] assert f'dry_run_{side}_' in order["id"]
@ -1063,6 +1065,8 @@ def test_create_dry_run_order(default_conf, mocker, side, exchange_name):
assert order["type"] == "limit" assert order["type"] == "limit"
assert order["symbol"] == "ETH/BTC" assert order["symbol"] == "ETH/BTC"
assert order["amount"] == 1 assert order["amount"] == 1
assert order["leverage"] == leverage
assert order["cost"] == 1 * 200 / leverage
@pytest.mark.parametrize("side,startprice,endprice", [ @pytest.mark.parametrize("side,startprice,endprice", [