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Add test without fees

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This commit is contained in:
Matthias 2022-06-21 19:23:18 +02:00
parent 761af1f974
commit a01581ba70
2 changed files with 18 additions and 5 deletions
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3
freqtrade/persistence/trade_model.py
View File

@ -620,8 +620,7 @@ class LocalTrade():
else: else:
logger.warning( logger.warning(
f'Got different open_order_id {self.open_order_id} != {order.order_id}') f'Got different open_order_id {self.open_order_id} != {order.order_id}')
if isclose(order.safe_amount_after_fee, if isclose(order.safe_amount_after_fee, self.amount, abs_tol=MATH_CLOSE_PREC):
self.amount, abs_tol=MATH_CLOSE_PREC):
self.close(order.safe_price) self.close(order.safe_price)
else: else:
self.recalc_trade_from_orders() self.recalc_trade_from_orders()

20
tests/test_persistence.py
View File

@ -2734,6 +2734,18 @@ def test_order_to_ccxt(limit_buy_order_open):
{ {
# tuple 1 - side, amount, price # tuple 1 - side, amount, price
# tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit
'orders': [
(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None)),
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 725.0, -375.0)),
],
'end_profit': 350.0,
'fee': 0.0,
'end_profit_ratio': -0.60,
},
{
'orders': [ 'orders': [
(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None)), (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None)),
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None)), (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None)),
@ -2742,6 +2754,7 @@ def test_order_to_ccxt(limit_buy_order_open):
(('sell', 50, 5), (50.0, 12.5, 625.0, 713.8125, -377.1875)), (('sell', 50, 5), (50.0, 12.5, 625.0, 713.8125, -377.1875)),
], ],
'end_profit': 336.625, 'end_profit': 336.625,
'fee': 0.0025,
'end_profit_ratio': -0.601995, 'end_profit_ratio': -0.601995,
}, },
{ {
@ -2754,10 +2767,11 @@ def test_order_to_ccxt(limit_buy_order_open):
(('sell', 150, 23), (150.0, 11.0, 1650.0, 1388.5, 1787.25)), (('sell', 150, 23), (150.0, 11.0, 1650.0, 1388.5, 1787.25)),
], ],
'end_profit': 3175.75, 'end_profit': 3175.75,
'fee': 0.0025,
'end_profit_ratio': 1.08048, 'end_profit_ratio': 1.08048,
} }
]) ])
def test_recalc_trade_from_orders_dca(fee, data) -> None: def test_recalc_trade_from_orders_dca(data) -> None:
pair = 'ETH/USDT' pair = 'ETH/USDT'
trade = Trade( trade = Trade(
@ -2768,8 +2782,8 @@ def test_recalc_trade_from_orders_dca(fee, data) -> None:
amount=data['orders'][0][0][1], amount=data['orders'][0][0][1],
is_open=True, is_open=True,
open_date=arrow.utcnow().datetime, open_date=arrow.utcnow().datetime,
fee_open=fee.return_value, fee_open=data['fee'],
fee_close=fee.return_value, fee_close=data['fee'],
exchange='binance', exchange='binance',
is_short=False, is_short=False,
leverage=1.0, leverage=1.0,