diff --git a/TODO b/TODO index c3f571cb9..c89e7ddf0 100644 --- a/TODO +++ b/TODO @@ -12,6 +12,33 @@ Files to edit Tests tests/test_persistence.pys + init with + lev & bor + lev + bor + neither lev nor bor + adjust_stop_loss + short + leverage + is_opening_trade + short + long + shortBuy + longSell + is_closing_trade + short + long + shortBuy + longSell + update, close, update fee + possible to test? + calc_profit + * * create a few shorts, a few leveraged longs test correct ratio + calc_profit_ratio + * create a few shorts, a few leveraged longs test correct ratio + get_open_trades + * create a short, check if exists + tests/test_freqtradebot.py later diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py index 298b18775..c4e6368c5 100644 --- a/freqtrade/persistence/migrations.py +++ b/freqtrade/persistence/migrations.py @@ -47,7 +47,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col min_rate = get_column_def(cols, 'min_rate', 'null') sell_reason = get_column_def(cols, 'sell_reason', 'null') strategy = get_column_def(cols, 'strategy', 'null') - + leverage = get_column_def(cols, 'leverage', '0.0') borrowed = get_column_def(cols, 'borrowed', '0.0') borrowed_currency = get_column_def(cols, 'borrowed_currency', 'null') @@ -66,7 +66,8 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col close_profit_abs = get_column_def( cols, 'close_profit_abs', f"(amount * close_rate * (1 - {fee_close})) - {open_trade_value}") - close_order_status = get_column_def(cols, 'close_order_status', 'null') + # TODO-mg: update to exit order status + sell_order_status = get_column_def(cols, 'sell_order_status', 'null') amount_requested = get_column_def(cols, 'amount_requested', 'amount') # Schema migration necessary @@ -88,7 +89,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col stake_amount, amount, amount_requested, open_date, close_date, open_order_id, stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, stoploss_order_id, stoploss_last_update, - max_rate, min_rate, sell_reason, close_order_status, strategy, + max_rate, min_rate, sell_reason, sell_order_status, strategy, timeframe, open_trade_value, close_profit_abs, leverage, borrowed, borrowed_currency, collateral_currency, interest_rate, liquidation_price, is_short ) @@ -111,7 +112,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col {initial_stop_loss_pct} initial_stop_loss_pct, {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update, {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason, - {close_order_status} close_order_status, + {sell_order_status} sell_order_status, {strategy} strategy, {timeframe} timeframe, {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs, {leverage} leverage, {borrowed} borrowed, {borrowed_currency} borrowed_currency, @@ -120,7 +121,9 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col from {table_back_name} """)) -#TODO: Does leverage go in here? +# TODO: Does leverage go in here? + + def migrate_open_orders_to_trades(engine): with engine.begin() as connection: connection.execute(text(""" diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index a3801d24a..5e9862463 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -258,7 +258,7 @@ class LocalTrade(): # Lowest price reached min_rate: float = 0.0 sell_reason: str = '' - close_order_status: str = '' + sell_order_status: str = '' strategy: str = '' timeframe: Optional[int] = None @@ -348,7 +348,7 @@ class LocalTrade(): 'profit_abs': self.close_profit_abs, 'sell_reason': self.sell_reason, - 'close_order_status': self.close_order_status, + 'sell_order_status': self.sell_order_status, 'stop_loss_abs': self.stop_loss, 'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None, 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, @@ -502,7 +502,7 @@ class LocalTrade(): self.close_profit = self.calc_profit_ratio() self.close_profit_abs = self.calc_profit() self.is_open = False - self.close_order_status = 'closed' + self.sell_order_status = 'closed' self.open_order_id = None if show_msg: logger.info( @@ -576,8 +576,10 @@ class LocalTrade(): close_trade = Decimal(self.amount) * Decimal(rate or self.close_rate) # type: ignore fees = close_trade * Decimal(fee or self.fee_close) - #TODO: Interest rate could be hourly instead of daily - interest = ((Decimal(self.interest_rate) * Decimal(self.borrowed)) * Decimal((datetime.utcnow() - self.open_date).days)) or 0 # Interest/day * num of days + # TODO: This interest rate is bad, doesn't get fractions of days + + interest = ((Decimal(self.interest_rate) * Decimal(self.borrowed)) * + Decimal((datetime.utcnow() - self.open_date).days)) or 0 # Interest/day * num of days if (self.is_short): return float(close_trade + fees + interest) else: @@ -622,7 +624,10 @@ class LocalTrade(): if self.is_short: profit_ratio = (close_trade_value / self.open_trade_value) - 1 else: - profit_ratio = (self.open_trade_value / close_trade_value) - 1 + if close_trade_value == 0: + profit_ratio = 0 + else: + profit_ratio = (self.open_trade_value / close_trade_value) - 1 return float(f"{profit_ratio:.8f}") def select_order(self, order_side: str, is_open: Optional[bool]) -> Optional[Order]: @@ -672,7 +677,7 @@ class LocalTrade(): sel_trades = [trade for trade in sel_trades if trade.close_date and trade.close_date > close_date] - return sel_trades + return sel_trades @staticmethod def close_bt_trade(trade): @@ -768,8 +773,8 @@ class Trade(_DECL_BASE, LocalTrade): max_rate = Column(Float, nullable=True, default=0.0) # Lowest price reached min_rate = Column(Float, nullable=True) - sell_reason = Column(String(100), nullable=True) #TODO: Change to close_reason - close_order_status = Column(String(100), nullable=True) + sell_reason = Column(String(100), nullable=True) # TODO: Change to close_reason + sell_order_status = Column(String(100), nullable=True) strategy = Column(String(100), nullable=True) timeframe = Column(Integer, nullable=True) diff --git a/tests/conftest.py b/tests/conftest.py index c6a0dfcfd..864cfd243 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -221,6 +221,8 @@ def create_mock_trades(fee, use_db: bool = True): trade = mock_trade_6(fee) add_trade(trade) + # TODO-mg: Add margin trades + if use_db: Trade.query.session.flush() @@ -250,6 +252,7 @@ def patch_coingekko(mocker) -> None: @pytest.fixture(scope='function') def init_persistence(default_conf): init_db(default_conf['db_url'], default_conf['dry_run']) + # TODO-mg: margin with leverage and/or borrowed? @pytest.fixture(scope="function") @@ -812,7 +815,7 @@ def shitcoinmarkets(markets): "future": False, "active": True }, - }) + }) return shitmarkets @@ -914,18 +917,17 @@ def limit_sell_order_old(): @pytest.fixture def limit_buy_order_old_partial(): - return { - 'id': 'mocked_limit_buy_old_partial', - 'type': 'limit', - 'side': 'buy', - 'symbol': 'ETH/BTC', - 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), - 'price': 0.00001099, - 'amount': 90.99181073, - 'filled': 23.0, - 'remaining': 67.99181073, - 'status': 'open' - } + return {'id': 'mocked_limit_buy_old_partial', + 'type': 'limit', + 'side': 'buy', + 'symbol': 'ETH/BTC', + 'datetime': arrow.utcnow().shift(minutes=-601).isoformat(), + 'price': 0.00001099, + 'amount': 90.99181073, + 'filled': 23.0, + 'remaining': 67.99181073, + 'status': 'open' + } @pytest.fixture @@ -1728,13 +1730,14 @@ def rpc_balance(): 'total': 0.1, 'free': 0.01, 'used': 0.0 - }, + }, 'EUR': { 'total': 10.0, 'free': 10.0, 'used': 0.0 }, } + # TODO-mg: Add shorts and leverage? @pytest.fixture @@ -2049,3 +2052,95 @@ def saved_hyperopt_results(): ].total_seconds() return hyperopt_res + + +# * Margin Tests + +@pytest.fixture +def leveraged_fee(): + return + + +@pytest.fixture +def short_fee(): + return + + +@pytest.fixture +def ticker_short(): + return + + +@pytest.fixture +def ticker_exit_short_up(): + return + + +@pytest.fixture +def ticker_exit_short_down(): + return + + +@pytest.fixture +def leveraged_markets(): + return + + +@pytest.fixture(scope='function') +def limit_short_order_open(): + return + + +@pytest.fixture(scope='function') +def limit_short_order(limit_short_order_open): + return + + +@pytest.fixture(scope='function') +def market_short_order(): + return + + +@pytest.fixture +def market_short_exit_order(): + return + + +@pytest.fixture +def limit_short_order_old(): + return + + +@pytest.fixture +def limit_exit_short_order_old(): + return + + +@pytest.fixture +def limit_short_order_old_partial(): + return + + +@pytest.fixture +def limit_short_order_old_partial_canceled(limit_short_order_old_partial): + return + + +@pytest.fixture(scope='function') +def limit_short_order_canceled_empty(request): + return + + +@pytest.fixture +def limit_exit_short_order_open(): + return + + +@pytest.fixture +def limit_exit_short_order(limit_sell_order_open): + return + + +@pytest.fixture +def short_order_fee(): + return diff --git a/tests/conftest_trades.py b/tests/conftest_trades.py index b92b51144..de856a98d 100644 --- a/tests/conftest_trades.py +++ b/tests/conftest_trades.py @@ -3,7 +3,7 @@ from datetime import datetime, timedelta, timezone from freqtrade.persistence.models import Order, Trade -MOCK_TRADE_COUNT = 6 +MOCK_TRADE_COUNT = 6 # TODO-mg: Increase for short and leverage def mock_order_1(): @@ -303,3 +303,5 @@ def mock_trade_6(fee): o = Order.parse_from_ccxt_object(mock_order_6_sell(), 'LTC/BTC', 'sell') trade.orders.append(o) return trade + +# TODO-mg: Mock orders for leveraged and short trades diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 1576aaa5a..c926ed2f8 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -129,6 +129,9 @@ def test_update_with_binance(limit_buy_order, limit_sell_order, fee, caplog): r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=.*\).", caplog) + # TODO-mg: create a short order + # TODO-mg: create a leveraged long order + @pytest.mark.usefixtures("init_persistence") def test_update_market_order(market_buy_order, market_sell_order, fee, caplog): @@ -167,6 +170,9 @@ def test_update_market_order(market_buy_order, market_sell_order, fee, caplog): r"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=.*\).", caplog) + # TODO-mg: market short + # TODO-mg: market leveraged long + @pytest.mark.usefixtures("init_persistence") def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee): @@ -1303,7 +1309,7 @@ def test_Trade_object_idem(): 'get_open_trades_without_assigned_fees', 'get_open_order_trades', 'get_trades', - ) + ) # Parent (LocalTrade) should have the same attributes for item in trade: