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Improve tests to align with modified logic

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This commit is contained in:
Matthias 2022-07-29 06:58:59 +02:00
parent f57ecb1861
commit 9852733ef7
2 changed files with 10 additions and 13 deletions
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6
freqtrade/persistence/trade_model.py
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@ -535,14 +535,8 @@ class LocalTrade():
leverage = self.leverage or 1.0 leverage = self.leverage or 1.0
if self.is_short: if self.is_short:
new_loss = float(current_price * (1 + abs(stoploss / leverage))) new_loss = float(current_price * (1 + abs(stoploss / leverage)))
# If trading with leverage, don't set the stoploss below the liquidation price
if self.liquidation_price:
new_loss = min(self.liquidation_price, new_loss)
else: else:
new_loss = float(current_price * (1 - abs(stoploss / leverage))) new_loss = float(current_price * (1 - abs(stoploss / leverage)))
# If trading with leverage, don't set the stoploss below the liquidation price
if self.liquidation_price:
new_loss = max(self.liquidation_price, new_loss)
# no stop loss assigned yet # no stop loss assigned yet
if self.initial_stop_loss_pct is None or refresh: if self.initial_stop_loss_pct is None or refresh:

17
tests/test_persistence.py
View File

@ -133,13 +133,14 @@ def test_set_stop_loss_isolated_liq(fee):
trade.set_isolated_liq(0.11) trade.set_isolated_liq(0.11)
trade._set_stop_loss(0.1, 0) trade._set_stop_loss(0.1, 0)
assert trade.liquidation_price == 0.11 assert trade.liquidation_price == 0.11
assert trade.stop_loss == 0.11 # Stoploss does not change from liquidation price
assert trade.stop_loss == 0.1
assert trade.initial_stop_loss == 0.1 assert trade.initial_stop_loss == 0.1
# lower stop doesn't move stoploss # lower stop doesn't move stoploss
trade._set_stop_loss(0.1, 0) trade._set_stop_loss(0.1, 0)
assert trade.liquidation_price == 0.11 assert trade.liquidation_price == 0.11
assert trade.stop_loss == 0.11 assert trade.stop_loss == 0.1
assert trade.initial_stop_loss == 0.1 assert trade.initial_stop_loss == 0.1
trade.stop_loss = None trade.stop_loss = None
@ -174,13 +175,14 @@ def test_set_stop_loss_isolated_liq(fee):
trade.set_isolated_liq(0.07) trade.set_isolated_liq(0.07)
trade._set_stop_loss(0.1, (1.0 / 8.0)) trade._set_stop_loss(0.1, (1.0 / 8.0))
assert trade.liquidation_price == 0.07 assert trade.liquidation_price == 0.07
assert trade.stop_loss == 0.07 # Stoploss does not change from liquidation price
assert trade.stop_loss == 0.1
assert trade.initial_stop_loss == 0.08 assert trade.initial_stop_loss == 0.08
# Stop doesn't move stop higher # Stop doesn't move stop higher
trade._set_stop_loss(0.1, (1.0 / 9.0)) trade._set_stop_loss(0.1, (1.0 / 9.0))
assert trade.liquidation_price == 0.07 assert trade.liquidation_price == 0.07
assert trade.stop_loss == 0.07 assert trade.stop_loss == 0.1
assert trade.initial_stop_loss == 0.08 assert trade.initial_stop_loss == 0.08
@ -1609,9 +1611,10 @@ def test_adjust_stop_loss_short(fee):
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
# Liquidation price is lower than stoploss - so liquidation would trigger first.
trade.set_isolated_liq(0.63) trade.set_isolated_liq(0.63)
trade.adjust_stop_loss(0.59, -0.1) trade.adjust_stop_loss(0.59, -0.1)
assert trade.stop_loss == 0.63 assert trade.stop_loss == 0.649
assert trade.liquidation_price == 0.63 assert trade.liquidation_price == 0.63
@ -2011,8 +2014,8 @@ def test_stoploss_reinitialization_short(default_conf, fee):
# Stoploss can't go above liquidation price # Stoploss can't go above liquidation price
trade_adj.set_isolated_liq(0.985) trade_adj.set_isolated_liq(0.985)
trade.adjust_stop_loss(0.9799, -0.05) trade.adjust_stop_loss(0.9799, -0.05)
assert trade_adj.stop_loss == 0.985 assert trade_adj.stop_loss == 0.989699
assert trade_adj.stop_loss == 0.985 assert trade_adj.liquidation_price == 0.985
def test_update_fee(fee): def test_update_fee(fee):