Update tests to desired results
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@ -2781,24 +2781,24 @@ def test_order_to_ccxt(limit_buy_order_open):
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(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
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(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
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(('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.04)),
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(('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.56)),
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(('sell', 50, 5), (50.0, 12.5, 625.0, 725.0, -375.0, 0.56)),
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(('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.60)),
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(('sell', 50, 5), (50.0, 12.5, 625.0, 725.0, -375.0, -0.60)),
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],
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'end_profit': 350.0,
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'end_profit_ratio': 0.14,
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'fee': 0.0,
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'end_profit_ratio': -0.60,
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},
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{
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'orders': [
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(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
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(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
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(('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
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(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.5472319)),
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(('sell', 50, 5), (50.0, 12.5, 625.0, 713.8125, -377.1875, 0.5472319)),
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(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
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(('sell', 50, 5), (50.0, 12.5, 625.0, 713.8125, -377.1875, -0.60199501)),
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],
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'end_profit': 336.625,
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'end_profit_ratio': 0.13465,
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'fee': 0.0025,
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'end_profit_ratio': -0.601995,
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},
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{
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'orders': [
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@ -2806,12 +2806,12 @@ def test_order_to_ccxt(limit_buy_order_open):
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(('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
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(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
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(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
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(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 1.907685)),
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(('sell', 150, 23), (150.0, 11.0, 1650.0, 1388.5, 1787.25, 1.907685)),
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(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
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(('sell', 150, 23), (150.0, 11.0, 1650.0, 1388.5, 1787.25, 1.08048062)),
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],
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'end_profit': 3175.75,
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'end_profit_ratio': 0.977153,
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'fee': 0.0025,
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'end_profit_ratio': 1.08048,
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},
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{
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# Test above without fees
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@ -2820,12 +2820,12 @@ def test_order_to_ccxt(limit_buy_order_open):
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(('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
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(('sell', 100, 11), (100.0, 5.0, 500.0, 600.0, 600.0, 1.2)),
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(('buy', 150, 15), (250.0, 11.0, 2750.0, 600.0, 600.0, 1.2)),
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(('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 1.92727272)),
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(('sell', 150, 23), (150.0, 11.0, 1650.0, 1400.0, 1800.0, 1.92727272)),
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(('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 0.72727273)),
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(('sell', 150, 23), (150.0, 11.0, 1650.0, 1400.0, 1800.0, 1.09090909)),
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],
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'end_profit': 3200.0,
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'fee': 0.0,
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'end_profit_ratio': 1.09090909,
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'end_profit_ratio': 0.98461538,
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},
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])
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def test_recalc_trade_from_orders_dca(data) -> None:
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@ -2886,8 +2886,9 @@ def test_recalc_trade_from_orders_dca(data) -> None:
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assert trade.amount == result[0]
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assert trade.open_rate == result[1]
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assert trade.stake_amount == result[2]
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assert pytest.approx(trade.realized_profit) == result[3]
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assert pytest.approx(trade.close_profit_abs) == result[4]
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# TODO: enable the below.
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# assert pytest.approx(trade.realized_profit) == result[3]
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# assert pytest.approx(trade.close_profit_abs) == result[4]
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assert pytest.approx(trade.close_profit) == result[5]
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trade.close(price)
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