Adding templates for leverage/short tests

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

freqtrade/persistence/migrations.py

@@ -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, 
@@ -121,6 +122,8 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
             """))
 
 # TODO: Does leverage go in here?
+
+
 def migrate_open_orders_to_trades(engine):
     with engine.begin() as connection:
         connection.execute(text("""

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
+        # 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
+
+        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:
@@ -621,6 +623,9 @@ class LocalTrade():
             return 0.0
         if self.is_short:
             profit_ratio = (close_trade_value / self.open_trade_value) - 1
+        else:
+            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}")
@@ -769,7 +774,7 @@ class Trade(_DECL_BASE, LocalTrade):
     # 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_order_status = Column(String(100), nullable=True)
     strategy = Column(String(100), nullable=True)
     timeframe = Column(Integer, nullable=True)
 

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")
@@ -914,8 +917,7 @@ def limit_sell_order_old():
 
 @pytest.fixture
 def limit_buy_order_old_partial():
-    return {
+    return {'id': 'mocked_limit_buy_old_partial',
-        'id': 'mocked_limit_buy_old_partial',
             'type': 'limit',
                     'side': 'buy',
                     'symbol': 'ETH/BTC',
@@ -1735,6 +1737,7 @@ def rpc_balance():
             '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

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

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):