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Merge branch 'feat/short' into lev-freqtradebot

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This commit is contained in:
Sam Germain
2021-10-13 19:02:57 -06:00
parent 437fadc258 bd488cc086
commit bcbe8f229c
53 changed files with 902 additions and 313 deletions
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27
tests/commands/test_commands.py
View File

@@ -605,16 +605,33 @@ def test_get_ui_download_url(mocker):
def test_get_ui_download_url_direct(mocker):
response = MagicMock()
response.json = MagicMock(
side_effect=[[{
'assets_url': 'http://whatever.json',
'name': '0.0.1',
'assets': [{'browser_download_url': 'http://download11.zip'}]}]])
return_value=[
{
'assets_url': 'http://whatever.json',
'name': '0.0.2',
'assets': [{'browser_download_url': 'http://download22.zip'}]
},
{
'assets_url': 'http://whatever.json',
'name': '0.0.1',
'assets': [{'browser_download_url': 'http://download1.zip'}]
},
])
get_mock = mocker.patch("freqtrade.commands.deploy_commands.requests.get",
return_value=response)
x, last_version = get_ui_download_url()
assert get_mock.call_count == 1
assert last_version == '0.0.2'
assert x == 'http://download22.zip'
get_mock.reset_mock()
response.json.reset_mock()
x, last_version = get_ui_download_url('0.0.1')
assert last_version == '0.0.1'
assert x == 'http://download11.zip'
assert x == 'http://download1.zip'
with pytest.raises(ValueError, match="UI-Version not found."):
x, last_version = get_ui_download_url('0.0.3')
def test_download_data_keyboardInterrupt(mocker, caplog, markets):

83
tests/exchange/test_exchange.py
View File

@@ -277,6 +277,7 @@ def test_amount_to_precision(default_conf, mocker, amount, precision_mode, preci
(234.43, 4, 0.5, 234.5),
(234.53, 4, 0.5, 235.0),
(0.891534, 4, 0.0001, 0.8916),
(64968.89, 4, 0.01, 64968.89),
])
def test_price_to_precision(default_conf, mocker, price, precision_mode, precision, expected):
@@ -295,7 +296,7 @@ def test_price_to_precision(default_conf, mocker, price, precision_mode, precisi
PropertyMock(return_value=precision_mode))
pair = 'ETH/BTC'
assert pytest.approx(exchange.price_to_precision(pair, price)) == expected
assert exchange.price_to_precision(pair, price) == expected
@pytest.mark.parametrize("price,precision_mode,precision,expected", [
@@ -1895,6 +1896,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
('ask', 20, 19, 10, 0.3, 17), # Between ask and last
('ask', 5, 6, 10, 1.0, 5), # last bigger than ask
('ask', 5, 6, 10, 0.5, 5), # last bigger than ask
('ask', 20, 19, 10, None, 20), # ask_last_balance missing
('ask', 10, 20, None, 0.5, 10), # last not available - uses ask
('ask', 4, 5, None, 0.5, 4), # last not available - uses ask
('ask', 4, 5, None, 1, 4), # last not available - uses ask
@@ -1905,6 +1907,7 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
('bid', 21, 20, 10, 0.7, 13), # Between bid and last
('bid', 21, 20, 10, 0.3, 17), # Between bid and last
('bid', 6, 5, 10, 1.0, 5), # last bigger than bid
('bid', 21, 20, 10, None, 20), # ask_last_balance missing
('bid', 6, 5, 10, 0.5, 5), # last bigger than bid
('bid', 21, 20, None, 0.5, 20), # last not available - uses bid
('bid', 6, 5, None, 0.5, 5), # last not available - uses bid
@@ -1914,7 +1917,10 @@ def test_fetch_l2_order_book_exception(default_conf, mocker, exchange_name):
def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
default_conf['bid_strategy']['ask_last_balance'] = last_ab
if last_ab is None:
del default_conf['bid_strategy']['ask_last_balance']
else:
default_conf['bid_strategy']['ask_last_balance'] = last_ab
default_conf['bid_strategy']['price_side'] = side
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
@@ -1939,6 +1945,7 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
('bid', 12.0, 11.2, 10.5, 1.0, 11.2), # Last smaller than bid - uses bid
('bid', 12.0, 11.2, 10.5, 0.5, 11.2), # Last smaller than bid - uses bid
('bid', 0.003, 0.002, 0.005, 0.0, 0.002),
('bid', 0.003, 0.002, 0.005, None, 0.002),
('ask', 12.0, 11.0, 12.5, 0.0, 12.0), # full ask side
('ask', 12.0, 11.0, 12.5, 1.0, 12.5), # full last side
('ask', 12.0, 11.0, 12.5, 0.5, 12.25), # between bid and lat
@@ -1949,13 +1956,15 @@ def test_get_buy_rate(mocker, default_conf, caplog, side, ask, bid,
('ask', 10.11, 11.2, 11.0, 0.0, 10.11),
('ask', 0.001, 0.002, 11.0, 0.0, 0.001),
('ask', 0.006, 1.0, 11.0, 0.0, 0.006),
('ask', 0.006, 1.0, 11.0, None, 0.006),
])
def test_get_sell_rate(default_conf, mocker, caplog, side, bid, ask,
last, last_ab, expected) -> None:
caplog.set_level(logging.DEBUG)
default_conf['ask_strategy']['price_side'] = side
default_conf['ask_strategy']['bid_last_balance'] = last_ab
if last_ab is not None:
default_conf['ask_strategy']['bid_last_balance'] = last_ab
mocker.patch('freqtrade.exchange.Exchange.fetch_ticker',
return_value={'ask': ask, 'bid': bid, 'last': last})
pair = "ETH/BTC"
@@ -3048,6 +3057,74 @@ def test_calculate_backoff(retrycount, max_retries, expected):
assert calculate_backoff(retrycount, max_retries) == expected
@pytest.mark.parametrize("exchange_name", ['binance', 'ftx'])
def test_get_funding_fees_from_exchange(default_conf, mocker, exchange_name):
api_mock = MagicMock()
api_mock.fetch_funding_history = MagicMock(return_value=[
{
'amount': 0.14542,
'code': 'USDT',
'datetime': '2021-09-01T08:00:01.000Z',
'id': '485478',
'info': {'asset': 'USDT',
'income': '0.14542',
'incomeType': 'FUNDING_FEE',
'info': 'FUNDING_FEE',
'symbol': 'XRPUSDT',
'time': '1630382001000',
'tradeId': '',
'tranId': '993203'},
'symbol': 'XRP/USDT',
'timestamp': 1630382001000
},
{
'amount': -0.14642,
'code': 'USDT',
'datetime': '2021-09-01T16:00:01.000Z',
'id': '485479',
'info': {'asset': 'USDT',
'income': '-0.14642',
'incomeType': 'FUNDING_FEE',
'info': 'FUNDING_FEE',
'symbol': 'XRPUSDT',
'time': '1630314001000',
'tradeId': '',
'tranId': '993204'},
'symbol': 'XRP/USDT',
'timestamp': 1630314001000
}
])
type(api_mock).has = PropertyMock(return_value={'fetchFundingHistory': True})
# mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y)
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange_name)
date_time = datetime.strptime("2021-09-01T00:00:01.000Z", '%Y-%m-%dT%H:%M:%S.%fZ')
unix_time = int(date_time.timestamp())
expected_fees = -0.001 # 0.14542341 + -0.14642341
fees_from_datetime = exchange.get_funding_fees_from_exchange(
pair='XRP/USDT',
since=date_time
)
fees_from_unix_time = exchange.get_funding_fees_from_exchange(
pair='XRP/USDT',
since=unix_time
)
assert(isclose(expected_fees, fees_from_datetime))
assert(isclose(expected_fees, fees_from_unix_time))
ccxt_exceptionhandlers(
mocker,
default_conf,
api_mock,
exchange_name,
"get_funding_fees_from_exchange",
"fetch_funding_history",
pair="XRP/USDT",
since=unix_time
)
@pytest.mark.parametrize('exchange', ['binance', 'kraken', 'ftx'])
@pytest.mark.parametrize('stake_amount,leverage,min_stake_with_lev', [
(9.0, 3.0, 3.0),

28
tests/exchange/test_gateio.py Normal file
View File

@@ -0,0 +1,28 @@
import pytest
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import Gateio
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
def test_validate_order_types_gateio(default_conf, mocker):
default_conf['exchange']['name'] = 'gateio'
mocker.patch('freqtrade.exchange.Exchange._init_ccxt')
mocker.patch('freqtrade.exchange.Exchange._load_markets', return_value={})
mocker.patch('freqtrade.exchange.Exchange.validate_pairs')
mocker.patch('freqtrade.exchange.Exchange.validate_timeframes')
mocker.patch('freqtrade.exchange.Exchange.validate_stakecurrency')
mocker.patch('freqtrade.exchange.Exchange.name', 'Bittrex')
exch = ExchangeResolver.load_exchange('gateio', default_conf, True)
assert isinstance(exch, Gateio)
default_conf['order_types'] = {
'buy': 'market',
'sell': 'limit',
'stoploss': 'market',
'stoploss_on_exchange': False
}
with pytest.raises(OperationalException,
match=r'Exchange .* does not support market orders.'):
ExchangeResolver.load_exchange('gateio', default_conf, True)

5
tests/optimize/test_hyperoptloss.py
View File

@@ -84,13 +84,14 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
"SortinoHyperOptLossDaily",
"SharpeHyperOptLoss",
"SharpeHyperOptLossDaily",
"MaxDrawDownHyperOptLoss",
])
def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
results_over = hyperopt_results.copy()
results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2
results_over['profit_abs'] = hyperopt_results['profit_abs'] * 2 + 0.2
results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
results_under = hyperopt_results.copy()
results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2
results_under['profit_abs'] = hyperopt_results['profit_abs'] / 2 - 0.2
results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
default_conf.update({'hyperopt_loss': lossfunction})

6
tests/rpc/test_rpc.py
View File

@@ -8,7 +8,7 @@ import pytest
from numpy import isnan
from freqtrade.edge import PairInfo
from freqtrade.enums import State
from freqtrade.enums import State, TradingMode
from freqtrade.exceptions import ExchangeError, InvalidOrderException, TemporaryError
from freqtrade.persistence import Trade
from freqtrade.persistence.pairlock_middleware import PairLocks
@@ -112,6 +112,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'interest_rate': 0.0,
'isolated_liq': None,
'is_short': False,
'funding_fees': 0.0,
'trading_mode': TradingMode.SPOT
}
mocker.patch('freqtrade.exchange.Exchange.get_rate',
@@ -183,6 +185,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'interest_rate': 0.0,
'isolated_liq': None,
'is_short': False,
'funding_fees': 0.0,
'trading_mode': TradingMode.SPOT
}

10
tests/rpc/test_rpc_apiserver.py
View File

@@ -1282,6 +1282,16 @@ def test_list_available_pairs(botclient):
assert len(rc.json()['pair_interval']) == 1
def test_sysinfo(botclient):
ftbot, client = botclient
rc = client_get(client, f"{BASE_URI}/sysinfo")
assert_response(rc)
result = rc.json()
assert 'cpu_pct' in result
assert 'ram_pct' in result
def test_api_backtesting(botclient, mocker, fee, caplog):
ftbot, client = botclient
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)

51
tests/test_freqtradebot.py
View File

@@ -4,14 +4,14 @@
import logging
import time
from copy import deepcopy
from math import floor, isclose
from math import isclose
from unittest.mock import ANY, MagicMock, PropertyMock
import arrow
import pytest
from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
from freqtrade.enums import RPCMessageType, RunMode, SellType, SignalDirection, State
from freqtrade.enums import RPCMessageType, RunMode, SellType, SignalDirection, State, TradingMode
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError,
TemporaryError)
@@ -2832,16 +2832,22 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
)
# Prevented sell ...
# TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI)
)
assert rpc_mock.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
# Repatch with true
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
# TODO-lev: side="buy"
freqtrade.execute_trade_exit(trade=trade, limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI)
)
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
@@ -4627,3 +4633,36 @@ def test_get_valid_price(mocker, default_conf_usdt) -> None:
def test_leverage_prep():
# TODO-lev
return
@pytest.mark.parametrize('trading_mode,calls,t1,t2', [
(TradingMode.SPOT, 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
(TradingMode.MARGIN, 0, "2021-09-01 00:00:00", "2021-09-01 08:00:00"),
(TradingMode.FUTURES, 31, "2021-09-01 00:00:02", "2021-09-01 08:00:01"),
(TradingMode.FUTURES, 32, "2021-09-01 00:00:00", "2021-09-01 08:00:01"),
(TradingMode.FUTURES, 32, "2021-09-01 00:00:02", "2021-09-01 08:00:02"),
(TradingMode.FUTURES, 33, "2021-09-01 00:00:00", "2021-09-01 08:00:02"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:02"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:03"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:04"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:05"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:06"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:59", "2021-09-01 08:00:07"),
(TradingMode.FUTURES, 33, "2021-08-31 23:59:58", "2021-09-01 08:00:07"),
])
def test_update_funding_fees(mocker, default_conf, trading_mode, calls, time_machine,
t1, t2):
time_machine.move_to(f"{t1} +00:00")
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch('freqtrade.freqtradebot.FreqtradeBot.update_funding_fees', return_value=True)
default_conf['trading_mode'] = trading_mode
default_conf['collateral'] = 'isolated'
freqtrade = get_patched_freqtradebot(mocker, default_conf)
time_machine.move_to(f"{t2} +00:00")
# Check schedule jobs in debugging with freqtrade._schedule.jobs
freqtrade._schedule.run_pending()
assert freqtrade.update_funding_fees.call_count == calls

378
tests/test_persistence.py
View File

@@ -11,12 +11,16 @@ import pytest
from sqlalchemy import create_engine, inspect, text
from freqtrade import constants
from freqtrade.enums import TradingMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
from tests.conftest import (create_mock_trades, create_mock_trades_with_leverage, get_sides,
log_has, log_has_re)
spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURES
def test_init_create_session(default_conf):
# Check if init create a session
init_db(default_conf['db_url'], default_conf['dry_run'])
@@ -81,7 +85,8 @@ def test_enter_exit_side(fee, is_short):
fee_close=fee.return_value,
exchange='binance',
is_short=is_short,
leverage=2.0
leverage=2.0,
trading_mode=margin
)
assert trade.enter_side == enter_side
assert trade.exit_side == exit_side
@@ -101,7 +106,8 @@ def test_set_stop_loss_isolated_liq(fee):
fee_close=fee.return_value,
exchange='binance',
is_short=False,
leverage=2.0
leverage=2.0,
trading_mode=margin
)
trade.set_isolated_liq(0.09)
assert trade.isolated_liq == 0.09
@@ -168,32 +174,40 @@ def test_set_stop_loss_isolated_liq(fee):
assert trade.initial_stop_loss == 0.09
@pytest.mark.parametrize('exchange,is_short,lev,minutes,rate,interest', [
("binance", False, 3, 10, 0.0005, round(0.0008333333333333334, 8)),
("binance", True, 3, 10, 0.0005, 0.000625),
("binance", False, 3, 295, 0.0005, round(0.004166666666666667, 8)),
("binance", True, 3, 295, 0.0005, round(0.0031249999999999997, 8)),
("binance", False, 3, 295, 0.00025, round(0.0020833333333333333, 8)),
("binance", True, 3, 295, 0.00025, round(0.0015624999999999999, 8)),
("binance", False, 5, 295, 0.0005, 0.005),
("binance", True, 5, 295, 0.0005, round(0.0031249999999999997, 8)),
("binance", False, 1, 295, 0.0005, 0.0),
("binance", True, 1, 295, 0.0005, 0.003125),
@pytest.mark.parametrize('exchange,is_short,lev,minutes,rate,interest,trading_mode', [
("binance", False, 3, 10, 0.0005, round(0.0008333333333333334, 8), margin),
("binance", True, 3, 10, 0.0005, 0.000625, margin),
("binance", False, 3, 295, 0.0005, round(0.004166666666666667, 8), margin),
("binance", True, 3, 295, 0.0005, round(0.0031249999999999997, 8), margin),
("binance", False, 3, 295, 0.00025, round(0.0020833333333333333, 8), margin),
("binance", True, 3, 295, 0.00025, round(0.0015624999999999999, 8), margin),
("binance", False, 5, 295, 0.0005, 0.005, margin),
("binance", True, 5, 295, 0.0005, round(0.0031249999999999997, 8), margin),
("binance", False, 1, 295, 0.0005, 0.0, spot),
("binance", True, 1, 295, 0.0005, 0.003125, margin),
("kraken", False, 3, 10, 0.0005, 0.040),
("kraken", True, 3, 10, 0.0005, 0.030),
("kraken", False, 3, 295, 0.0005, 0.06),
("kraken", True, 3, 295, 0.0005, 0.045),
("kraken", False, 3, 295, 0.00025, 0.03),
("kraken", True, 3, 295, 0.00025, 0.0225),
("kraken", False, 5, 295, 0.0005, round(0.07200000000000001, 8)),
("kraken", True, 5, 295, 0.0005, 0.045),
("kraken", False, 1, 295, 0.0005, 0.0),
("kraken", True, 1, 295, 0.0005, 0.045),
("binance", False, 3, 10, 0.0005, 0.0, futures),
("binance", True, 3, 295, 0.0005, 0.0, futures),
("binance", False, 5, 295, 0.0005, 0.0, futures),
("binance", True, 5, 295, 0.0005, 0.0, futures),
("binance", False, 1, 295, 0.0005, 0.0, futures),
("binance", True, 1, 295, 0.0005, 0.0, futures),
("kraken", False, 3, 10, 0.0005, 0.040, margin),
("kraken", True, 3, 10, 0.0005, 0.030, margin),
("kraken", False, 3, 295, 0.0005, 0.06, margin),
("kraken", True, 3, 295, 0.0005, 0.045, margin),
("kraken", False, 3, 295, 0.00025, 0.03, margin),
("kraken", True, 3, 295, 0.00025, 0.0225, margin),
("kraken", False, 5, 295, 0.0005, round(0.07200000000000001, 8), margin),
("kraken", True, 5, 295, 0.0005, 0.045, margin),
("kraken", False, 1, 295, 0.0005, 0.0, spot),
("kraken", True, 1, 295, 0.0005, 0.045, margin),
])
@pytest.mark.usefixtures("init_persistence")
def test_interest(market_buy_order_usdt, fee, exchange, is_short, lev, minutes, rate, interest):
def test_interest(market_buy_order_usdt, fee, exchange, is_short, lev, minutes, rate, interest,
trading_mode):
"""
10min, 5hr limit trade on Binance/Kraken at 3x,5x leverage
fee: 0.25 % quote
@@ -258,21 +272,22 @@ def test_interest(market_buy_order_usdt, fee, exchange, is_short, lev, minutes,
exchange=exchange,
leverage=lev,
interest_rate=rate,
is_short=is_short
is_short=is_short,
trading_mode=trading_mode
)
assert round(float(trade.calculate_interest()), 8) == interest
@pytest.mark.parametrize('is_short,lev,borrowed', [
(False, 1.0, 0.0),
(True, 1.0, 30.0),
(False, 3.0, 40.0),
(True, 3.0, 30.0),
@pytest.mark.parametrize('is_short,lev,borrowed,trading_mode', [
(False, 1.0, 0.0, spot),
(True, 1.0, 30.0, margin),
(False, 3.0, 40.0, margin),
(True, 3.0, 30.0, margin),
])
@pytest.mark.usefixtures("init_persistence")
def test_borrowed(limit_buy_order_usdt, limit_sell_order_usdt, fee,
caplog, is_short, lev, borrowed):
caplog, is_short, lev, borrowed, trading_mode):
"""
10 minute limit trade on Binance/Kraken at 1x, 3x leverage
fee: 0.25% quote
@@ -347,18 +362,19 @@ def test_borrowed(limit_buy_order_usdt, limit_sell_order_usdt, fee,
fee_close=fee.return_value,
exchange='binance',
is_short=is_short,
leverage=lev
leverage=lev,
trading_mode=trading_mode
)
assert trade.borrowed == borrowed
@pytest.mark.parametrize('is_short,open_rate,close_rate,lev,profit', [
(False, 2.0, 2.2, 1.0, round(0.0945137157107232, 8)),
(True, 2.2, 2.0, 3.0, round(0.2589996297562085, 8))
@pytest.mark.parametrize('is_short,open_rate,close_rate,lev,profit,trading_mode', [
(False, 2.0, 2.2, 1.0, round(0.0945137157107232, 8), spot),
(True, 2.2, 2.0, 3.0, round(0.2589996297562085, 8), margin),
])
@pytest.mark.usefixtures("init_persistence")
def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_usdt,
is_short, open_rate, close_rate, lev, profit):
is_short, open_rate, close_rate, lev, profit, trading_mode):
"""
10 minute limit trade on Binance/Kraken at 1x, 3x leverage
fee: 0.25% quote
@@ -445,7 +461,8 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
exchange='binance',
is_short=is_short,
interest_rate=0.0005,
leverage=lev
leverage=lev,
trading_mode=trading_mode
)
assert trade.open_order_id is None
assert trade.close_profit is None
@@ -491,6 +508,7 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
fee_close=fee.return_value,
open_date=arrow.utcnow().datetime,
exchange='binance',
trading_mode=margin
)
trade.open_order_id = 'something'
@@ -518,20 +536,28 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
caplog)
@pytest.mark.parametrize('exchange,is_short,lev,open_value,close_value,profit,profit_ratio', [
("binance", False, 1, 60.15, 65.835, 5.685, 0.0945137157107232),
("binance", True, 1, 59.850, 66.1663784375, -6.316378437500013, -0.1055368159983292),
("binance", False, 3, 60.15, 65.83416667, 5.684166670000003, 0.2834995845386534),
("binance", True, 3, 59.85, 66.1663784375, -6.316378437500013, -0.3166104479949876),
@pytest.mark.parametrize(
'exchange,is_short,lev,open_value,close_value,profit,profit_ratio,trading_mode,funding_fees', [
("binance", False, 1, 60.15, 65.835, 5.685, 0.0945137157107232, spot, 0.0),
("binance", True, 1, 59.850, 66.1663784375, -6.3163784375, -0.105536815998329, margin, 0.0),
("binance", False, 3, 60.15, 65.83416667, 5.68416667, 0.2834995845386534, margin, 0.0),
("binance", True, 3, 59.85, 66.1663784375, -6.3163784375, -0.3166104479949876, margin, 0.0),
("kraken", False, 1, 60.15, 65.835, 5.685, 0.0945137157107232),
("kraken", True, 1, 59.850, 66.231165, -6.381165, -0.106619298245614),
("kraken", False, 3, 60.15, 65.795, 5.645, 0.2815461346633419),
("kraken", True, 3, 59.850, 66.231165, -6.381165000000003, -0.319857894736842),
])
("kraken", False, 1, 60.15, 65.835, 5.685, 0.0945137157107232, spot, 0.0),
("kraken", True, 1, 59.850, 66.231165, -6.381165, -0.106619298245614, margin, 0.0),
("kraken", False, 3, 60.15, 65.795, 5.645, 0.2815461346633419, margin, 0.0),
("kraken", True, 3, 59.850, 66.231165, -6.381165000000003, -0.319857894736842, margin, 0.0),
("binance", False, 1, 60.15, 66.835, 6.685, 0.11113881961762262, futures, 1.0),
("binance", True, 1, 59.85, 67.165, -7.315, -0.12222222222222223, futures, -1.0),
("binance", False, 3, 60.15, 64.835, 4.685, 0.23366583541147135, futures, -1.0),
("binance", True, 3, 59.85, 65.165, -5.315, -0.26641604010025066, futures, 1.0),
])
@pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee, exchange,
is_short, lev, open_value, close_value, profit, profit_ratio):
def test_calc_open_close_trade_price(
limit_buy_order_usdt, limit_sell_order_usdt, fee, exchange, is_short, lev,
open_value, close_value, profit, profit_ratio, trading_mode, funding_fees
):
trade: Trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
@@ -543,7 +569,9 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
fee_close=fee.return_value,
exchange=exchange,
is_short=is_short,
leverage=lev
leverage=lev,
trading_mode=trading_mode,
funding_fees=funding_fees
)
trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'
@@ -572,6 +600,7 @@ def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
interest_rate=0.0005,
exchange='binance',
trading_mode=margin
)
assert trade.close_profit is None
assert trade.close_date is None
@@ -600,6 +629,7 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
trading_mode=margin
)
trade.open_order_id = 'something'
@@ -617,6 +647,7 @@ def test_update_open_order(limit_buy_order_usdt):
fee_open=0.1,
fee_close=0.1,
exchange='binance',
trading_mode=margin
)
assert trade.open_order_id is None
@@ -641,6 +672,7 @@ def test_update_invalid_order(limit_buy_order_usdt):
fee_open=0.1,
fee_close=0.1,
exchange='binance',
trading_mode=margin
)
limit_buy_order_usdt['type'] = 'invalid'
with pytest.raises(ValueError, match=r'Unknown order type'):
@@ -648,6 +680,7 @@ def test_update_invalid_order(limit_buy_order_usdt):
@pytest.mark.parametrize('exchange', ['binance', 'kraken'])
@pytest.mark.parametrize('trading_mode', [spot, margin, futures])
@pytest.mark.parametrize('lev', [1, 3])
@pytest.mark.parametrize('is_short,fee_rate,result', [
(False, 0.003, 60.18),
@@ -666,7 +699,8 @@ def test_calc_open_trade_value(
lev,
is_short,
fee_rate,
result
result,
trading_mode
):
# 10 minute limit trade on Binance/Kraken at 1x, 3x leverage
# fee: 0.25 %, 0.3% quote
@@ -692,7 +726,8 @@ def test_calc_open_trade_value(
fee_close=fee_rate,
exchange=exchange,
leverage=lev,
is_short=is_short
is_short=is_short,
trading_mode=trading_mode
)
trade.open_order_id = 'open_trade'
@@ -700,26 +735,37 @@ def test_calc_open_trade_value(
assert trade._calc_open_trade_value() == result
@pytest.mark.parametrize('exchange,is_short,lev,open_rate,close_rate,fee_rate,result', [
('binance', False, 1, 2.0, 2.5, 0.0025, 74.8125),
('binance', False, 1, 2.0, 2.5, 0.003, 74.775),
('binance', False, 1, 2.0, 2.2, 0.005, 65.67),
('binance', False, 3, 2.0, 2.5, 0.0025, 74.81166667),
('binance', False, 3, 2.0, 2.5, 0.003, 74.77416667),
('kraken', False, 3, 2.0, 2.5, 0.0025, 74.7725),
('kraken', False, 3, 2.0, 2.5, 0.003, 74.735),
('kraken', True, 3, 2.2, 2.5, 0.0025, 75.2626875),
('kraken', True, 3, 2.2, 2.5, 0.003, 75.300225),
('binance', True, 3, 2.2, 2.5, 0.0025, 75.18906641),
('binance', True, 3, 2.2, 2.5, 0.003, 75.22656719),
('binance', True, 1, 2.2, 2.5, 0.0025, 75.18906641),
('binance', True, 1, 2.2, 2.5, 0.003, 75.22656719),
('kraken', True, 1, 2.2, 2.5, 0.0025, 75.2626875),
('kraken', True, 1, 2.2, 2.5, 0.003, 75.300225),
])
@pytest.mark.parametrize(
'exchange,is_short,lev,open_rate,close_rate,fee_rate,result,trading_mode,funding_fees', [
('binance', False, 1, 2.0, 2.5, 0.0025, 74.8125, spot, 0),
('binance', False, 1, 2.0, 2.5, 0.003, 74.775, spot, 0),
('binance', False, 1, 2.0, 2.2, 0.005, 65.67, margin, 0),
('binance', False, 3, 2.0, 2.5, 0.0025, 74.81166667, margin, 0),
('binance', False, 3, 2.0, 2.5, 0.003, 74.77416667, margin, 0),
('binance', True, 3, 2.2, 2.5, 0.0025, 75.18906641, margin, 0),
('binance', True, 3, 2.2, 2.5, 0.003, 75.22656719, margin, 0),
('binance', True, 1, 2.2, 2.5, 0.0025, 75.18906641, margin, 0),
('binance', True, 1, 2.2, 2.5, 0.003, 75.22656719, margin, 0),
# Kraken
('kraken', False, 3, 2.0, 2.5, 0.0025, 74.7725, margin, 0),
('kraken', False, 3, 2.0, 2.5, 0.003, 74.735, margin, 0),
('kraken', True, 3, 2.2, 2.5, 0.0025, 75.2626875, margin, 0),
('kraken', True, 3, 2.2, 2.5, 0.003, 75.300225, margin, 0),
('kraken', True, 1, 2.2, 2.5, 0.0025, 75.2626875, margin, 0),
('kraken', True, 1, 2.2, 2.5, 0.003, 75.300225, margin, 0),
('binance', False, 1, 2.0, 2.5, 0.0025, 75.8125, futures, 1),
('binance', False, 3, 2.0, 2.5, 0.0025, 73.8125, futures, -1),
('binance', True, 3, 2.0, 2.5, 0.0025, 74.1875, futures, 1),
('binance', True, 1, 2.0, 2.5, 0.0025, 76.1875, futures, -1),
])
@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, open_rate,
exchange, is_short, lev, close_rate, fee_rate, result):
def test_calc_close_trade_price(
limit_buy_order_usdt, limit_sell_order_usdt, open_rate, exchange, is_short,
lev, close_rate, fee_rate, result, trading_mode, funding_fees
):
trade = Trade(
pair='ADA/USDT',
stake_amount=60.0,
@@ -731,47 +777,83 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, ope
exchange=exchange,
interest_rate=0.0005,
is_short=is_short,
leverage=lev
leverage=lev,
trading_mode=trading_mode,
funding_fees=funding_fees
)
trade.open_order_id = 'close_trade'
assert round(trade.calc_close_trade_value(rate=close_rate, fee=fee_rate), 8) == result
@pytest.mark.parametrize('exchange,is_short,lev,close_rate,fee_close,profit,profit_ratio', [
('binance', False, 1, 2.1, 0.0025, 2.6925, 0.04476309226932673),
('binance', False, 3, 2.1, 0.0025, 2.69166667, 0.13424771421446402),
('binance', True, 1, 2.1, 0.0025, -3.308815781249997, -0.05528514254385963),
('binance', True, 3, 2.1, 0.0025, -3.308815781249997, -0.1658554276315789),
@pytest.mark.parametrize(
'exchange,is_short,lev,close_rate,fee_close,profit,profit_ratio,trading_mode,funding_fees', [
('binance', False, 1, 2.1, 0.0025, 2.6925, 0.04476309226932673, spot, 0),
('binance', False, 3, 2.1, 0.0025, 2.69166667, 0.13424771421446402, margin, 0),
('binance', True, 1, 2.1, 0.0025, -3.308815781249997, -0.05528514254385963, margin, 0),
('binance', True, 3, 2.1, 0.0025, -3.308815781249997, -0.1658554276315789, margin, 0),
('binance', False, 1, 1.9, 0.0025, -3.2925, -0.05473815461346632),
('binance', False, 3, 1.9, 0.0025, -3.29333333, -0.16425602643391513),
('binance', True, 1, 1.9, 0.0025, 2.7063095312499996, 0.045218204365079395),
('binance', True, 3, 1.9, 0.0025, 2.7063095312499996, 0.13565461309523819),
('binance', False, 1, 1.9, 0.0025, -3.2925, -0.05473815461346632, margin, 0),
('binance', False, 3, 1.9, 0.0025, -3.29333333, -0.16425602643391513, margin, 0),
('binance', True, 1, 1.9, 0.0025, 2.7063095312499996, 0.045218204365079395, margin, 0),
('binance', True, 3, 1.9, 0.0025, 2.7063095312499996, 0.13565461309523819, margin, 0),
('binance', False, 1, 2.2, 0.0025, 5.685, 0.0945137157107232),
('binance', False, 3, 2.2, 0.0025, 5.68416667, 0.2834995845386534),
('binance', True, 1, 2.2, 0.0025, -6.316378437499999, -0.1055368159983292),
('binance', True, 3, 2.2, 0.0025, -6.316378437499999, -0.3166104479949876),
('binance', False, 1, 2.2, 0.0025, 5.685, 0.0945137157107232, margin, 0),
('binance', False, 3, 2.2, 0.0025, 5.68416667, 0.2834995845386534, margin, 0),
('binance', True, 1, 2.2, 0.0025, -6.316378437499999, -0.1055368159983292, margin, 0),
('binance', True, 3, 2.2, 0.0025, -6.316378437499999, -0.3166104479949876, margin, 0),
('kraken', False, 1, 2.1, 0.0025, 2.6925, 0.04476309226932673),
('kraken', False, 3, 2.1, 0.0025, 2.6525, 0.13229426433915248),
('kraken', True, 1, 2.1, 0.0025, -3.3706575, -0.05631842105263152),
('kraken', True, 3, 2.1, 0.0025, -3.3706575, -0.16895526315789455),
# # Kraken
('kraken', False, 1, 2.1, 0.0025, 2.6925, 0.04476309226932673, spot, 0),
('kraken', False, 3, 2.1, 0.0025, 2.6525, 0.13229426433915248, margin, 0),
('kraken', True, 1, 2.1, 0.0025, -3.3706575, -0.05631842105263152, margin, 0),
('kraken', True, 3, 2.1, 0.0025, -3.3706575, -0.16895526315789455, margin, 0),
('kraken', False, 1, 1.9, 0.0025, -3.2925, -0.05473815461346632),
('kraken', False, 3, 1.9, 0.0025, -3.3325, -0.16620947630922667),
('kraken', True, 1, 1.9, 0.0025, 2.6503575, 0.04428333333333334),
('kraken', True, 3, 1.9, 0.0025, 2.6503575, 0.13285000000000002),
('kraken', False, 1, 1.9, 0.0025, -3.2925, -0.05473815461346632, margin, 0),
('kraken', False, 3, 1.9, 0.0025, -3.3325, -0.16620947630922667, margin, 0),
('kraken', True, 1, 1.9, 0.0025, 2.6503575, 0.04428333333333334, margin, 0),
('kraken', True, 3, 1.9, 0.0025, 2.6503575, 0.13285000000000002, margin, 0),
('kraken', False, 1, 2.2, 0.0025, 5.685, 0.0945137157107232),
('kraken', False, 3, 2.2, 0.0025, 5.645, 0.2815461346633419),
('kraken', True, 1, 2.2, 0.0025, -6.381165, -0.106619298245614),
('kraken', True, 3, 2.2, 0.0025, -6.381165, -0.319857894736842),
('kraken', False, 1, 2.2, 0.0025, 5.685, 0.0945137157107232, margin, 0),
('kraken', False, 3, 2.2, 0.0025, 5.645, 0.2815461346633419, margin, 0),
('kraken', True, 1, 2.2, 0.0025, -6.381165, -0.106619298245614, margin, 0),
('kraken', True, 3, 2.2, 0.0025, -6.381165, -0.319857894736842, margin, 0),
('binance', False, 1, 2.1, 0.003, 2.6610000000000014, 0.04423940149625927),
('binance', False, 1, 1.9, 0.003, -3.320999999999998, -0.05521197007481293),
('binance', False, 1, 2.2, 0.003, 5.652000000000008, 0.09396508728179565),
])
('binance', False, 1, 2.1, 0.003, 2.6610000000000014, 0.04423940149625927, spot, 0),
('binance', False, 1, 1.9, 0.003, -3.320999999999998, -0.05521197007481293, spot, 0),
('binance', False, 1, 2.2, 0.003, 5.652000000000008, 0.09396508728179565, spot, 0),
# # FUTURES, funding_fee=1
('binance', False, 1, 2.1, 0.0025, 3.6925, 0.06138819617622615, futures, 1),
('binance', False, 3, 2.1, 0.0025, 3.6925, 0.18416458852867845, futures, 1),
('binance', True, 1, 2.1, 0.0025, -2.3074999999999974, -0.038554720133667564, futures, 1),
('binance', True, 3, 2.1, 0.0025, -2.3074999999999974, -0.11566416040100269, futures, 1),
('binance', False, 1, 1.9, 0.0025, -2.2925, -0.0381130507065669, futures, 1),
('binance', False, 3, 1.9, 0.0025, -2.2925, -0.1143391521197007, futures, 1),
('binance', True, 1, 1.9, 0.0025, 3.707500000000003, 0.06194653299916464, futures, 1),
('binance', True, 3, 1.9, 0.0025, 3.707500000000003, 0.18583959899749392, futures, 1),
('binance', False, 1, 2.2, 0.0025, 6.685, 0.11113881961762262, futures, 1),
('binance', False, 3, 2.2, 0.0025, 6.685, 0.33341645885286786, futures, 1),
('binance', True, 1, 2.2, 0.0025, -5.315000000000005, -0.08880534670008355, futures, 1),
('binance', True, 3, 2.2, 0.0025, -5.315000000000005, -0.26641604010025066, futures, 1),
# FUTURES, funding_fee=-1
('binance', False, 1, 2.1, 0.0025, 1.6925000000000026, 0.028137988362427313, futures, -1),
('binance', False, 3, 2.1, 0.0025, 1.6925000000000026, 0.08441396508728194, futures, -1),
('binance', True, 1, 2.1, 0.0025, -4.307499999999997, -0.07197159565580624, futures, -1),
('binance', True, 3, 2.1, 0.0025, -4.307499999999997, -0.21591478696741873, futures, -1),
('binance', False, 1, 1.9, 0.0025, -4.292499999999997, -0.07136325852036574, futures, -1),
('binance', False, 3, 1.9, 0.0025, -4.292499999999997, -0.2140897755610972, futures, -1),
('binance', True, 1, 1.9, 0.0025, 1.7075000000000031, 0.02852965747702596, futures, -1),
('binance', True, 3, 1.9, 0.0025, 1.7075000000000031, 0.08558897243107788, futures, -1),
('binance', False, 1, 2.2, 0.0025, 4.684999999999995, 0.07788861180382378, futures, -1),
('binance', False, 3, 2.2, 0.0025, 4.684999999999995, 0.23366583541147135, futures, -1),
('binance', True, 1, 2.2, 0.0025, -7.315000000000005, -0.12222222222222223, futures, -1),
('binance', True, 3, 2.2, 0.0025, -7.315000000000005, -0.3666666666666667, futures, -1),
])
@pytest.mark.usefixtures("init_persistence")
def test_calc_profit(
limit_buy_order_usdt,
@@ -783,7 +865,9 @@ def test_calc_profit(
close_rate,
fee_close,
profit,
profit_ratio
profit_ratio,
trading_mode,
funding_fees
):
"""
10 minute limit trade on Binance/Kraken at 1x, 3x leverage
@@ -802,6 +886,7 @@ def test_calc_profit(
1x,-1x: 60.0 quote
3x,-3x: 20.0 quote
hours: 1/6 (10 minutes)
funding_fees: 1
borrowed
1x: 0 quote
3x: 40 quote
@@ -913,6 +998,87 @@ def test_calc_profit(
2.1 quote: (62.811 / 60.15) - 1 = 0.04423940149625927
1.9 quote: (56.829 / 60.15) - 1 = -0.05521197007481293
2.2 quote: (65.802 / 60.15) - 1 = 0.09396508728179565
futures (live):
funding_fee: 1
close_value:
equations:
1x,3x: (amount * close_rate) - (amount * close_rate * fee) + funding_fees
-1x,-3x: (amount * close_rate) + (amount * close_rate * fee) - funding_fees
2.1 quote
1x,3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) + 1 = 63.8425
-1x,-3x: (30.00 * 2.1) + (30.00 * 2.1 * 0.0025) - 1 = 62.1575
1.9 quote
1x,3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) + 1 = 57.8575
-1x,-3x: (30.00 * 1.9) + (30.00 * 1.9 * 0.0025) - 1 = 56.1425
2.2 quote:
1x,3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) + 1 = 66.835
-1x,-3x: (30.00 * 2.20) + (30.00 * 2.20 * 0.0025) - 1 = 65.165
total_profit:
2.1 quote
1x,3x: 63.8425 - 60.15 = 3.6925
-1x,-3x: 59.850 - 62.1575 = -2.3074999999999974
1.9 quote
1x,3x: 57.8575 - 60.15 = -2.2925
-1x,-3x: 59.850 - 56.1425 = 3.707500000000003
2.2 quote:
1x,3x: 66.835 - 60.15 = 6.685
-1x,-3x: 59.850 - 65.165 = -5.315000000000005
total_profit_ratio:
2.1 quote
1x: (63.8425 / 60.15) - 1 = 0.06138819617622615
3x: ((63.8425 / 60.15) - 1)*3 = 0.18416458852867845
-1x: 1 - (62.1575 / 59.850) = -0.038554720133667564
-3x: (1 - (62.1575 / 59.850))*3 = -0.11566416040100269
1.9 quote
1x: (57.8575 / 60.15) - 1 = -0.0381130507065669
3x: ((57.8575 / 60.15) - 1)*3 = -0.1143391521197007
-1x: 1 - (56.1425 / 59.850) = 0.06194653299916464
-3x: (1 - (56.1425 / 59.850))*3 = 0.18583959899749392
2.2 quote
1x: (66.835 / 60.15) - 1 = 0.11113881961762262
3x: ((66.835 / 60.15) - 1)*3 = 0.33341645885286786
-1x: 1 - (65.165 / 59.850) = -0.08880534670008355
-3x: (1 - (65.165 / 59.850))*3 = -0.26641604010025066
funding_fee: -1
close_value:
equations:
(amount * close_rate) - (amount * close_rate * fee) + funding_fees
(amount * close_rate) - (amount * close_rate * fee) - funding_fees
2.1 quote
1x,3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) + (-1) = 61.8425
-1x,-3x: (30.00 * 2.1) + (30.00 * 2.1 * 0.0025) - (-1) = 64.1575
1.9 quote
1x,3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) + (-1) = 55.8575
-1x,-3x: (30.00 * 1.9) + (30.00 * 1.9 * 0.0025) - (-1) = 58.1425
2.2 quote:
1x,3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) + (-1) = 64.835
-1x,-3x: (30.00 * 2.20) + (30.00 * 2.20 * 0.0025) - (-1) = 67.165
total_profit:
2.1 quote
1x,3x: 61.8425 - 60.15 = 1.6925000000000026
-1x,-3x: 59.850 - 64.1575 = -4.307499999999997
1.9 quote
1x,3x: 55.8575 - 60.15 = -4.292499999999997
-1x,-3x: 59.850 - 58.1425 = 1.7075000000000031
2.2 quote:
1x,3x: 64.835 - 60.15 = 4.684999999999995
-1x,-3x: 59.850 - 67.165 = -7.315000000000005
total_profit_ratio:
2.1 quote
1x: (61.8425 / 60.15) - 1 = 0.028137988362427313
3x: ((61.8425 / 60.15) - 1)*3 = 0.08441396508728194
-1x: 1 - (64.1575 / 59.850) = -0.07197159565580624
-3x: (1 - (64.1575 / 59.850))*3 = -0.21591478696741873
1.9 quote
1x: (55.8575 / 60.15) - 1 = -0.07136325852036574
3x: ((55.8575 / 60.15) - 1)*3 = -0.2140897755610972
-1x: 1 - (58.1425 / 59.850) = 0.02852965747702596
-3x: (1 - (58.1425 / 59.850))*3 = 0.08558897243107788
2.2 quote
1x: (64.835 / 60.15) - 1 = 0.07788861180382378
3x: ((64.835 / 60.15) - 1)*3 = 0.23366583541147135
-1x: 1 - (67.165 / 59.850) = -0.12222222222222223
-3x: (1 - (67.165 / 59.850))*3 = -0.3666666666666667
"""
trade = Trade(
pair='ADA/USDT',
@@ -925,7 +1091,9 @@ def test_calc_profit(
is_short=is_short,
leverage=lev,
fee_open=0.0025,
fee_close=fee_close
fee_close=fee_close,
trading_mode=trading_mode,
funding_fees=funding_fees
)
trade.open_order_id = 'something'
@@ -1440,6 +1608,8 @@ def test_to_json(default_conf, fee):
'interest_rate': None,
'isolated_liq': None,
'is_short': None,
'trading_mode': None,
'funding_fees': None
}
# Simulate dry_run entries
@@ -1511,6 +1681,8 @@ def test_to_json(default_conf, fee):
'interest_rate': None,
'isolated_liq': None,
'is_short': None,
'trading_mode': None,
'funding_fees': None
}