Added get open trades test

This commit is contained in:
Sam Germain 2021-07-02 02:48:30 -06:00
parent 17d562cbc8
commit 78f2987f88
4 changed files with 92 additions and 44 deletions

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@ -205,10 +205,10 @@ def create_mock_trades(fee, use_db: bool = True):
trade = mock_trade_6(fee) trade = mock_trade_6(fee)
add_trade(trade) add_trade(trade)
# TODO: margin trades # TODO: margin trades
# trade = short_trade(fee) trade = short_trade(fee)
# add_trade(trade) add_trade(trade)
# trade = leverage_trade(fee) trade = leverage_trade(fee)
# add_trade(trade) add_trade(trade)
if use_db: if use_db:
Trade.query.session.flush() Trade.query.session.flush()

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@ -319,8 +319,6 @@ def short_order():
'amount': 123.0, 'amount': 123.0,
'filled': 123.0, 'filled': 123.0,
'remaining': 0.0, 'remaining': 0.0,
'leverage': 5.0,
'isShort': True
} }
@ -335,36 +333,60 @@ def exit_short_order():
'amount': 123.0, 'amount': 123.0,
'filled': 123.0, 'filled': 123.0,
'remaining': 0.0, 'remaining': 0.0,
'leverage': 5.0,
'isShort': True
} }
def short_trade(fee): def short_trade(fee):
""" """
Closed trade... 10 minute short limit trade on binance
Short trade
fee: 0.25% base
interest_rate: 0.05% per day
open_rate: 0.123 base
close_rate: 0.128 base
amount: 123.0 crypto
stake_amount: 15.129 base
borrowed: 123.0 crypto
time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day)
interest: borrowed * interest_rate * time-periods
= 123.0 * 0.0005 * 1/24 = 0.0025625 crypto
open_value: (amount * open_rate) - (amount * open_rate * fee)
= (123 * 0.123) - (123 * 0.123 * 0.0025)
= 15.091177499999999
amount_closed: amount + interest = 123 + 0.0025625 = 123.0025625
close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
= (123.0025625 * 0.128) + (123.0025625 * 0.128 * 0.0025)
= 15.78368882
total_profit = open_value - close_value
= 15.091177499999999 - 15.78368882
= -0.6925113200000013
total_profit_percentage = total_profit / stake_amount
= -0.6925113200000013 / 15.129
= -0.04577376693766946
""" """
trade = Trade( trade = Trade(
pair='ETC/BTC', pair='ETC/BTC',
stake_amount=0.001, stake_amount=15.129,
amount=123.0, amount=123.0,
amount_requested=123.0, amount_requested=123.0,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
open_rate=0.123, open_rate=0.123,
close_rate=0.128, # close_rate=0.128,
close_profit=0.025, # close_profit=-0.04577376693766946,
close_profit_abs=0.000584127, # close_profit_abs=-0.6925113200000013,
exchange='binance', exchange='binance',
is_open=False, is_open=True,
open_order_id='dry_run_exit_short_12345', open_order_id='dry_run_exit_short_12345',
strategy='DefaultStrategy', strategy='DefaultStrategy',
timeframe=5, timeframe=5,
sell_reason='sell_signal', # TODO-mg: Update to exit/close reason sell_reason='sell_signal', # TODO-mg: Update to exit/close reason
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), # close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
# borrowed= # borrowed=
isShort=True is_short=True
) )
o = Order.parse_from_ccxt_object(short_order(), 'ETC/BTC', 'sell') o = Order.parse_from_ccxt_object(short_order(), 'ETC/BTC', 'sell')
trade.orders.append(o) trade.orders.append(o)
@ -399,34 +421,60 @@ def leverage_order_sell():
'amount': 123.0, 'amount': 123.0,
'filled': 123.0, 'filled': 123.0,
'remaining': 0.0, 'remaining': 0.0,
'leverage': 5.0,
'isShort': True
} }
def leverage_trade(fee): def leverage_trade(fee):
""" """
Closed trade... 5 hour short limit trade on kraken
Short trade
fee: 0.25% base
interest_rate: 0.05% per day
open_rate: 0.123 base
close_rate: 0.128 base
amount: 123.0 crypto
amount_with_leverage: 615.0
stake_amount: 15.129 base
borrowed: 60.516 base
leverage: 5
time-periods: 5 hrs( 5/4 time-period of 4 hours)
interest: borrowed * interest_rate * time-periods
= 60.516 * 0.0005 * 1/24 = 0.0378225 base
open_value: (amount * open_rate) - (amount * open_rate * fee)
= (615.0 * 0.123) - (615.0 * 0.123 * 0.0025)
= 75.4558875
close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
= (615.0 * 0.128) + (615.0 * 0.128 * 0.0025)
= 78.9168
total_profit = close_value - open_value - interest
= 78.9168 - 75.4558875 - 0.0378225
= 3.423089999999992
total_profit_percentage = total_profit / stake_amount
= 3.423089999999992 / 15.129
= 0.22626016260162551
""" """
trade = Trade( trade = Trade(
pair='ETC/BTC', pair='ETC/BTC',
stake_amount=0.001, stake_amount=15.129,
amount=615.0, amount=123.0,
amount_requested=615.0, leverage=5,
amount_requested=123.0,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
open_rate=0.123, open_rate=0.123,
close_rate=0.128, close_rate=0.128,
close_profit=0.005, # TODO-mg: Would this be -0.005 or -0.025 close_profit=0.22626016260162551,
close_profit_abs=0.000584127, close_profit_abs=3.423089999999992,
exchange='binance', exchange='kraken',
is_open=False, is_open=False,
open_order_id='dry_run_leverage_sell_12345', open_order_id='dry_run_leverage_sell_12345',
strategy='DefaultStrategy', strategy='DefaultStrategy',
timeframe=5, timeframe=5,
sell_reason='sell_signal', # TODO-mg: Update to exit/close reason sell_reason='sell_signal', # TODO-mg: Update to exit/close reason
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), close_date=datetime.now(tz=timezone.utc),
# borrowed= # borrowed=
) )
o = Order.parse_from_ccxt_object(leverage_order(), 'ETC/BTC', 'sell') o = Order.parse_from_ccxt_object(leverage_order(), 'ETC/BTC', 'sell')

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@ -907,7 +907,7 @@ def test_get_open(fee, use_db):
Trade.reset_trades() Trade.reset_trades()
create_mock_trades(fee, use_db) create_mock_trades(fee, use_db)
assert len(Trade.get_open_trades()) == 4 assert len(Trade.get_open_trades()) == 5
Trade.use_db = True Trade.use_db = True

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@ -43,9 +43,6 @@ def test_update_with_binance(limit_short_order, limit_exit_short_order, fee, ten
= (0.0010646656050132426 - 0.0010025208853391716) / 0.0010673339398629 = (0.0010646656050132426 - 0.0010025208853391716) / 0.0010673339398629
= 0.05822425142973869 = 0.05822425142973869
#Old
= 1-(0.0010025208853391716/0.0010646656050132426)
= 0.05837017687191848
""" """
trade = Trade( trade = Trade(
id=2, id=2,
@ -636,40 +633,43 @@ def test_adjust_stop_loss(fee):
assert trade.initial_stop_loss_pct == 0.05 assert trade.initial_stop_loss_pct == 0.05
# Get percent of profit with a custom rate (Higher than open rate) # Get percent of profit with a custom rate (Higher than open rate)
trade.adjust_stop_loss(0.7, 0.1) trade.adjust_stop_loss(0.7, 0.1)
# assert round(trade.stop_loss, 8) == 1.17 #TODO-mg: What is this test? assert round(trade.stop_loss, 8) == 1.17 # TODO-mg: What is this test?
assert trade.stop_loss_pct == 0.1 assert trade.stop_loss_pct == 0.1
assert trade.initial_stop_loss == 1.05 assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05 assert trade.initial_stop_loss_pct == 0.05
# current rate lower again ... should not change # current rate lower again ... should not change
trade.adjust_stop_loss(0.8, -0.1) trade.adjust_stop_loss(0.8, -0.1)
# assert round(trade.stop_loss, 8) == 1.17 #TODO-mg: What is this test? assert round(trade.stop_loss, 8) == 1.17 # TODO-mg: What is this test?
assert trade.initial_stop_loss == 1.05 assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05 assert trade.initial_stop_loss_pct == 0.05
# current rate higher... should raise stoploss # current rate higher... should raise stoploss
trade.adjust_stop_loss(0.6, -0.1) trade.adjust_stop_loss(0.6, -0.1)
# assert round(trade.stop_loss, 8) == 1.26 #TODO-mg: What is this test? assert round(trade.stop_loss, 8) == 1.26 # TODO-mg: What is this test?
assert trade.initial_stop_loss == 1.05 assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05 assert trade.initial_stop_loss_pct == 0.05
# Initial is true but stop_loss set - so doesn't do anything # Initial is true but stop_loss set - so doesn't do anything
trade.adjust_stop_loss(0.3, -0.1, True) trade.adjust_stop_loss(0.3, -0.1, True)
# assert round(trade.stop_loss, 8) == 1.26 #TODO-mg: What is this test? assert round(trade.stop_loss, 8) == 1.26 # TODO-mg: What is this test?
assert trade.initial_stop_loss == 1.05 assert trade.initial_stop_loss == 1.05
assert trade.initial_stop_loss_pct == 0.05 assert trade.initial_stop_loss_pct == 0.05
assert trade.stop_loss_pct == 0.1 assert trade.stop_loss_pct == 0.1
# TODO-mg: Do a test with a trade that has a liquidation price # TODO-mg: Do a test with a trade that has a liquidation price
# TODO: I don't know how to do this test, but it should be tested for shorts # TODO-mg: I don't know how to do this test, but it should be tested for shorts
# @pytest.mark.usefixtures("init_persistence")
# @pytest.mark.parametrize('use_db', [True, False])
# def test_get_open(fee, use_db): @pytest.mark.usefixtures("init_persistence")
# Trade.use_db = use_db @pytest.mark.parametrize('use_db', [True, False])
# Trade.reset_trades() def test_get_open(fee, use_db):
# create_mock_trades(fee, use_db) Trade.use_db = use_db
# assert len(Trade.get_open_trades()) == 4 Trade.reset_trades()
# Trade.use_db = True create_mock_trades(fee, use_db)
assert len(Trade.get_open_trades()) == 5
Trade.use_db = True
def test_stoploss_reinitialization(default_conf, fee): def test_stoploss_reinitialization(default_conf, fee):
# TODO-mg: I don't understand this at all, I was going in the opposite direction as the matching function form test_persistance.py
init_db(default_conf['db_url']) init_db(default_conf['db_url'])
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ETH/BTC',