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Test should use proper Order objects

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This commit is contained in:
Matthias 2022-09-03 10:53:51 +02:00
parent 966de19611
commit be192fae91
1 changed files with 18 additions and 16 deletions
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34
tests/test_persistence.py
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@ -581,25 +581,25 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
@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, 0.09451371, spot, 0.0),
("binance", True, 1, 59.850, 66.1663784375, -6.3163784375, -0.1055368, margin, 0.0),
("binance", True, 1, 65.835, 60.151253125, 5.68374687, 0.08633321, margin, 0.0),
("binance", False, 3, 60.15, 65.83416667, 5.68416667, 0.28349958, margin, 0.0),
("binance", True, 3, 59.85, 66.1663784375, -6.3163784375, -0.31661044, margin, 0.0),
("binance", True, 3, 65.835, 60.151253125, 5.68374687, 0.25899963, margin, 0.0),
("kraken", False, 1, 60.15, 65.835, 5.685, 0.09451371, spot, 0.0),
("kraken", True, 1, 59.850, 66.231165, -6.381165, -0.1066192, margin, 0.0),
("kraken", True, 1, 65.835, 60.21015, 5.62485, 0.0854386, margin, 0.0),
("kraken", False, 3, 60.15, 65.795, 5.645, 0.28154613, margin, 0.0),
("kraken", True, 3, 59.850, 66.231165, -6.381165, -0.3198578, margin, 0.0),
("kraken", True, 3, 65.835, 60.21015, 5.62485, 0.25631579, margin, 0.0),
("binance", False, 1, 60.15, 65.835, 5.685, 0.09451371, futures, 0.0),
("binance", False, 1, 60.15, 66.835, 6.685, 0.11113881, futures, 1.0),
("binance", True, 1, 59.85, 66.165, -6.315, -0.10551378, futures, 0.0),
("binance", True, 1, 59.85, 67.165, -7.315, -0.12222222, futures, -1.0),
("binance", True, 1, 65.835, 60.15, 5.685, 0.08635224, futures, 0.0),
("binance", True, 1, 65.835, 61.15, 4.685, 0.07116276, futures, -1.0),
("binance", True, 3, 65.835, 59.15, 6.685, 0.3046252, futures, 1.0),
("binance", False, 3, 60.15, 64.835, 4.685, 0.23366583, futures, -1.0),
("binance", True, 3, 59.85, 65.165, -5.315, -0.26641604, 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,
limit_order, fee, exchange, is_short, lev,
open_value, close_value, profit, profit_ratio, trading_mode, funding_fees
):
trade: Trade = Trade(
@ -617,22 +617,24 @@ def test_calc_open_close_trade_price(
trading_mode=trading_mode,
funding_fees=funding_fees
)
entry_order = limit_order[trade.entry_side]
exit_order = limit_order[trade.exit_side]
trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
oobj = Order.parse_from_ccxt_object(entry_order, 'ADA/USDT', trade.entry_side)
trade.orders.append(oobj)
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', trade.exit_side)
trade.orders.append(oobj)
trade.update_trade(oobj)
trade.open_rate = 2.0
trade.close_rate = 2.2
trade.recalc_open_trade_value()
assert trade.is_open is False
assert pytest.approx(trade._calc_open_trade_value(trade.amount, trade.open_rate)) == open_value
assert pytest.approx(trade.calc_close_trade_value(trade.close_rate)) == close_value
assert pytest.approx(trade.calc_profit(trade.close_rate)) == round(profit, 8)
assert pytest.approx(trade.calc_profit_ratio(trade.close_rate)) == profit_ratio
assert pytest.approx(trade.close_profit_abs) == profit
assert pytest.approx(trade.close_profit) == profit_ratio
@pytest.mark.usefixtures("init_persistence")