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test_update_limit_order has both a buy and sell leverage short order

This commit is contained in:
Sam Germain 2021-07-31 01:05:37 -06:00
parent 26be620f71
commit bc42516f68
1 changed files with 29 additions and 2 deletions
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31
tests/test_persistence.py
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@ -487,6 +487,13 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
binance -3x: (1-(66.1663784375 / 59.85)) * 3 = -0.3166104479949876
kraken -1x: (1-(66.2311650 / 59.85)) * 1 = -0.106619298245614
kraken -3x: (1-(66.2311650 / 59.85)) * 3 = -0.319857894736842
open_rate: 2.2, close_rate: 2.0, -3x, binance, short
open_value: 30 * 2.2 - 30 * 2.2 * 0.0025 = 65.835 quote
amount_closed: 30 + 0.000625 = 30.000625 crypto
close_value: (30.000625 * 2.0) + (30.000625 * 2.0 * 0.0025) = 60.151253125
total_profit: 65.835 - 60.151253125 = 5.683746874999997
total_profit_ratio: (1-(60.151253125/65.835)) * 3 = 0.2589996297562085
"""
trade = Trade(
@ -532,7 +539,7 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
trade = Trade(
id=226531,
pair='ETH/BTC',
stake_amount=60.0,
stake_amount=20.0,
open_rate=2.0,
amount=30.0,
is_open=True,
@ -545,11 +552,31 @@ def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, ca
interest_rate=0.0005,
interest_mode=InterestMode.HOURSPERDAY
)
trade.open_order_id = 'something'
trade.update(limit_sell_order_usdt)
assert trade.open_order_id is None
assert trade.open_rate == 2.20
assert trade.close_profit is None
assert trade.close_date is None
assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=226531, "
r"pair=ETH/BTC, amount=30.00000000, "
r"is_short=True, leverage=3.0, open_rate=2.20000000, open_since=.*\).",
caplog)
caplog.clear()
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
assert trade.open_order_id is None
assert trade.close_rate == 2.00
assert trade.close_profit == round(0.2589996297562085, 8)
assert trade.close_date is not None
assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=226531, "
r"pair=ETH/BTC, amount=30.00000000, "
r"is_short=True, leverage=3.0, open_rate=2.00000000, open_since=.*\).",
r"is_short=True, leverage=3.0, open_rate=2.20000000, open_since=.*\).",
caplog)
caplog.clear()
@pytest.mark.usefixtures("init_persistence")