Added get open trades test
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@ -205,10 +205,10 @@ def create_mock_trades(fee, use_db: bool = True):
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trade = mock_trade_6(fee)
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trade = mock_trade_6(fee)
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add_trade(trade)
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add_trade(trade)
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# TODO: margin trades
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# TODO: margin trades
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# trade = short_trade(fee)
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trade = short_trade(fee)
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# add_trade(trade)
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add_trade(trade)
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# trade = leverage_trade(fee)
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trade = leverage_trade(fee)
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# add_trade(trade)
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add_trade(trade)
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if use_db:
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if use_db:
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Trade.query.session.flush()
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Trade.query.session.flush()
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@ -319,8 +319,6 @@ def short_order():
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'amount': 123.0,
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'amount': 123.0,
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'filled': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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'remaining': 0.0,
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'leverage': 5.0,
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'isShort': True
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}
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}
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@ -335,36 +333,60 @@ def exit_short_order():
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'amount': 123.0,
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'amount': 123.0,
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'filled': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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'remaining': 0.0,
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'leverage': 5.0,
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'isShort': True
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}
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}
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def short_trade(fee):
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def short_trade(fee):
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"""
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"""
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Closed trade...
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10 minute short limit trade on binance
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Short trade
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fee: 0.25% base
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interest_rate: 0.05% per day
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open_rate: 0.123 base
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close_rate: 0.128 base
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amount: 123.0 crypto
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stake_amount: 15.129 base
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borrowed: 123.0 crypto
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time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day)
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interest: borrowed * interest_rate * time-periods
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= 123.0 * 0.0005 * 1/24 = 0.0025625 crypto
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open_value: (amount * open_rate) - (amount * open_rate * fee)
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= (123 * 0.123) - (123 * 0.123 * 0.0025)
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= 15.091177499999999
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amount_closed: amount + interest = 123 + 0.0025625 = 123.0025625
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close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
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= (123.0025625 * 0.128) + (123.0025625 * 0.128 * 0.0025)
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= 15.78368882
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total_profit = open_value - close_value
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= 15.091177499999999 - 15.78368882
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= -0.6925113200000013
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total_profit_percentage = total_profit / stake_amount
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= -0.6925113200000013 / 15.129
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= -0.04577376693766946
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"""
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"""
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trade = Trade(
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trade = Trade(
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pair='ETC/BTC',
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pair='ETC/BTC',
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stake_amount=0.001,
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stake_amount=15.129,
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amount=123.0,
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amount=123.0,
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amount_requested=123.0,
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amount_requested=123.0,
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fee_open=fee.return_value,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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open_rate=0.123,
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close_rate=0.128,
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# close_rate=0.128,
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close_profit=0.025,
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# close_profit=-0.04577376693766946,
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close_profit_abs=0.000584127,
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# close_profit_abs=-0.6925113200000013,
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exchange='binance',
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exchange='binance',
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is_open=False,
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is_open=True,
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open_order_id='dry_run_exit_short_12345',
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open_order_id='dry_run_exit_short_12345',
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strategy='DefaultStrategy',
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strategy='DefaultStrategy',
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timeframe=5,
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timeframe=5,
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sell_reason='sell_signal', # TODO-mg: Update to exit/close reason
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sell_reason='sell_signal', # TODO-mg: Update to exit/close reason
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
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# close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
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# borrowed=
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# borrowed=
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isShort=True
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is_short=True
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)
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)
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o = Order.parse_from_ccxt_object(short_order(), 'ETC/BTC', 'sell')
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o = Order.parse_from_ccxt_object(short_order(), 'ETC/BTC', 'sell')
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trade.orders.append(o)
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trade.orders.append(o)
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@ -399,34 +421,60 @@ def leverage_order_sell():
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'amount': 123.0,
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'amount': 123.0,
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'filled': 123.0,
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'filled': 123.0,
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'remaining': 0.0,
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'remaining': 0.0,
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'leverage': 5.0,
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'isShort': True
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}
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}
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def leverage_trade(fee):
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def leverage_trade(fee):
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"""
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"""
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Closed trade...
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5 hour short limit trade on kraken
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Short trade
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fee: 0.25% base
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interest_rate: 0.05% per day
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open_rate: 0.123 base
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close_rate: 0.128 base
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amount: 123.0 crypto
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amount_with_leverage: 615.0
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stake_amount: 15.129 base
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borrowed: 60.516 base
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leverage: 5
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time-periods: 5 hrs( 5/4 time-period of 4 hours)
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interest: borrowed * interest_rate * time-periods
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= 60.516 * 0.0005 * 1/24 = 0.0378225 base
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open_value: (amount * open_rate) - (amount * open_rate * fee)
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= (615.0 * 0.123) - (615.0 * 0.123 * 0.0025)
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= 75.4558875
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close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
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= (615.0 * 0.128) + (615.0 * 0.128 * 0.0025)
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= 78.9168
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total_profit = close_value - open_value - interest
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= 78.9168 - 75.4558875 - 0.0378225
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= 3.423089999999992
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total_profit_percentage = total_profit / stake_amount
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= 3.423089999999992 / 15.129
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= 0.22626016260162551
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"""
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"""
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trade = Trade(
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trade = Trade(
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pair='ETC/BTC',
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pair='ETC/BTC',
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stake_amount=0.001,
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stake_amount=15.129,
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amount=615.0,
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amount=123.0,
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amount_requested=615.0,
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leverage=5,
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amount_requested=123.0,
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fee_open=fee.return_value,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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fee_close=fee.return_value,
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open_rate=0.123,
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open_rate=0.123,
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close_rate=0.128,
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close_rate=0.128,
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close_profit=0.005, # TODO-mg: Would this be -0.005 or -0.025
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close_profit=0.22626016260162551,
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close_profit_abs=0.000584127,
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close_profit_abs=3.423089999999992,
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exchange='binance',
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exchange='kraken',
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is_open=False,
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is_open=False,
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open_order_id='dry_run_leverage_sell_12345',
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open_order_id='dry_run_leverage_sell_12345',
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strategy='DefaultStrategy',
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strategy='DefaultStrategy',
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timeframe=5,
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timeframe=5,
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sell_reason='sell_signal', # TODO-mg: Update to exit/close reason
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sell_reason='sell_signal', # TODO-mg: Update to exit/close reason
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
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close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
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close_date=datetime.now(tz=timezone.utc),
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# borrowed=
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# borrowed=
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)
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)
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o = Order.parse_from_ccxt_object(leverage_order(), 'ETC/BTC', 'sell')
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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):
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Trade.reset_trades()
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Trade.reset_trades()
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create_mock_trades(fee, use_db)
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create_mock_trades(fee, use_db)
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assert len(Trade.get_open_trades()) == 4
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assert len(Trade.get_open_trades()) == 5
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Trade.use_db = True
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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
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= (0.0010646656050132426 - 0.0010025208853391716) / 0.0010673339398629
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= (0.0010646656050132426 - 0.0010025208853391716) / 0.0010673339398629
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= 0.05822425142973869
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= 0.05822425142973869
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#Old
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= 1-(0.0010025208853391716/0.0010646656050132426)
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= 0.05837017687191848
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"""
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"""
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trade = Trade(
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trade = Trade(
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id=2,
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id=2,
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@ -636,40 +633,43 @@ def test_adjust_stop_loss(fee):
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.initial_stop_loss_pct == 0.05
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# Get percent of profit with a custom rate (Higher than open rate)
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# Get percent of profit with a custom rate (Higher than open rate)
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trade.adjust_stop_loss(0.7, 0.1)
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trade.adjust_stop_loss(0.7, 0.1)
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# assert round(trade.stop_loss, 8) == 1.17 #TODO-mg: What is this test?
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assert round(trade.stop_loss, 8) == 1.17 # TODO-mg: What is this test?
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assert trade.stop_loss_pct == 0.1
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assert trade.stop_loss_pct == 0.1
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.initial_stop_loss_pct == 0.05
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# current rate lower again ... should not change
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# current rate lower again ... should not change
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trade.adjust_stop_loss(0.8, -0.1)
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trade.adjust_stop_loss(0.8, -0.1)
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# assert round(trade.stop_loss, 8) == 1.17 #TODO-mg: What is this test?
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assert round(trade.stop_loss, 8) == 1.17 # TODO-mg: What is this test?
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.initial_stop_loss_pct == 0.05
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# current rate higher... should raise stoploss
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# current rate higher... should raise stoploss
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trade.adjust_stop_loss(0.6, -0.1)
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trade.adjust_stop_loss(0.6, -0.1)
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# assert round(trade.stop_loss, 8) == 1.26 #TODO-mg: What is this test?
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assert round(trade.stop_loss, 8) == 1.26 # TODO-mg: What is this test?
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.initial_stop_loss_pct == 0.05
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# Initial is true but stop_loss set - so doesn't do anything
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# Initial is true but stop_loss set - so doesn't do anything
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trade.adjust_stop_loss(0.3, -0.1, True)
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trade.adjust_stop_loss(0.3, -0.1, True)
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# assert round(trade.stop_loss, 8) == 1.26 #TODO-mg: What is this test?
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assert round(trade.stop_loss, 8) == 1.26 # TODO-mg: What is this test?
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss == 1.05
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.initial_stop_loss_pct == 0.05
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assert trade.stop_loss_pct == 0.1
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assert trade.stop_loss_pct == 0.1
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# TODO-mg: Do a test with a trade that has a liquidation price
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# TODO-mg: Do a test with a trade that has a liquidation price
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# TODO: I don't know how to do this test, but it should be tested for shorts
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# TODO-mg: I don't know how to do this test, but it should be tested for shorts
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# @pytest.mark.usefixtures("init_persistence")
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# @pytest.mark.parametrize('use_db', [True, False])
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# def test_get_open(fee, use_db):
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@pytest.mark.usefixtures("init_persistence")
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# Trade.use_db = use_db
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@pytest.mark.parametrize('use_db', [True, False])
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# Trade.reset_trades()
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def test_get_open(fee, use_db):
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# create_mock_trades(fee, use_db)
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Trade.use_db = use_db
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# assert len(Trade.get_open_trades()) == 4
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Trade.reset_trades()
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# Trade.use_db = True
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create_mock_trades(fee, use_db)
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assert len(Trade.get_open_trades()) == 5
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Trade.use_db = True
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def test_stoploss_reinitialization(default_conf, fee):
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def test_stoploss_reinitialization(default_conf, fee):
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# TODO-mg: I don't understand this at all, I was going in the opposite direction as the matching function form test_persistance.py
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init_db(default_conf['db_url'])
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init_db(default_conf['db_url'])
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trade = Trade(
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trade = Trade(
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pair='ETH/BTC',
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pair='ETH/BTC',
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