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Flake8 conformant

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This commit is contained in:
Arunavo Ray 2021-09-19 11:49:08 +05:30
parent e5a9e11899
commit c648b17308
2 changed files with 28 additions and 26 deletions
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25
freqtrade/leverage/liquidation_price.py
View File

@ -29,16 +29,17 @@ def liquidation_price(
) )
if exchange_name.lower() == "binance": if exchange_name.lower() == "binance":
if not wallet_balance or not maintenance_margin_ex_1 or not unrealized_pnl_ex_1 or not maintenance_amount \ if not wallet_balance or not maintenance_margin_ex_1 or not unrealized_pnl_ex_1 \
or not position_1 or not entry_price_1 or not maintenance_margin_rate: or not maintenance_amount or not position_1 or not entry_price_1 \
or not maintenance_margin_rate:
raise OperationalException( raise OperationalException(
f"Parameters wallet_balance, maintenance_margin_ex_1, unrealized_pnl_ex_1, maintenance_amount, " f"Parameters wallet_balance, maintenance_margin_ex_1, unrealized_pnl_ex_1, "
f"position_1, entry_price_1, maintenance_margin_rate is required by liquidation_price " f"maintenance_amount, position_1, entry_price_1, maintenance_margin_rate "
f"when exchange is {exchange_name.lower()}") f"is required by liquidation_price when exchange is {exchange_name.lower()}")
return binance(open_rate, is_short, leverage, trading_mode, collateral, wallet_balance, maintenance_margin_ex_1, return binance(open_rate, is_short, leverage, trading_mode, collateral, wallet_balance,
unrealized_pnl_ex_1, maintenance_amount, position_1, entry_price_1, maintenance_margin_ex_1, unrealized_pnl_ex_1, maintenance_amount,
maintenance_margin_rate) position_1, entry_price_1, maintenance_margin_rate)
elif exchange_name.lower() == "kraken": elif exchange_name.lower() == "kraken":
return kraken(open_rate, is_short, leverage, trading_mode, collateral) return kraken(open_rate, is_short, leverage, trading_mode, collateral)
elif exchange_name.lower() == "ftx": elif exchange_name.lower() == "ftx":
@ -87,13 +88,13 @@ def binance(
:param collateral: cross, isolated :param collateral: cross, isolated
:param wallet_balance: Wallet Balance is crossWalletBalance in Cross-Margin Mode. :param wallet_balance: Wallet Balance is crossWalletBalance in Cross-Margin Mode.
Wallet Balance is isolatedWalletBalance in Isolated Margin Mode Wallet Balance is isolatedWalletBalance in Isolated Margin Mode
:param maintenance_margin_ex_1: Maintenance Margin of all other contracts, excluding Contract 1. :param maintenance_margin_ex_1: Maintenance Margin of all other contracts,
If it is an isolated margin mode, then TMM=0 excluding Contract 1. If it is an isolated margin mode, then TMM=0
:param unrealized_pnl_ex_1: Unrealized PNL of all other contracts, excluding Contract 1. :param unrealized_pnl_ex_1: Unrealized PNL of all other contracts, excluding Contract 1.
If it is an isolated margin mode, then UPNL=0 If it is an isolated margin mode, then UPNL=0
:param maintenance_amount: Maintenance Amount of position (one-way mode) :param maintenance_amount: Maintenance Amount of position (one-way mode)

29
tests/leverage/test_liquidation_price.py
View File

@ -7,22 +7,23 @@ from freqtrade.leverage import liquidation_price
@pytest.mark.parametrize( @pytest.mark.parametrize(
'exchange_name, open_rate, is_short, leverage, trading_mode, collateral, wallet_balance, maintenance_margin_ex_1, ' 'exchange_name, open_rate, is_short, leverage, trading_mode, collateral, wallet_balance, '
'unrealized_pnl_ex_1, maintenance_amount, position_1, entry_price_1, maintenance_margin_rate, ' 'maintenance_margin_ex_1, unrealized_pnl_ex_1, maintenance_amount, position_1, entry_price_1, '
'expected', 'maintenance_margin_rate, expected',
[ [
("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 71200.81144, -56354.57, ("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 71200.8114,
135365.00, 3683.979, 1456.84, 0.10, 1114.78), -56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1114.78),
("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 356512.508, -448192.89, ("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 356512.508,
16300.000, 109.488, 32481.980, 0.025, 18778.73), -448192.89, 16300.000, 109.488, 32481.980, 0.025, 18778.73),
("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.CROSS, 1535443.01, 71200.81144, -56354.57, 135365.00, ("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.CROSS, 1535443.01, 71200.81144,
3683.979, 1456.84, 0.10, 1153.26), -56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1153.26),
("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.CROSS, 1535443.01, 356512.508, -448192.89, 16300.000, ("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.CROSS, 1535443.01, 356512.508,
109.488, 32481.980, 0.025, 26316.89) -448192.89, 16300.000, 109.488, 32481.980, 0.025, 26316.89)
]) ])
def test_liquidation_price(exchange_name, open_rate, is_short, leverage, trading_mode, collateral, wallet_balance, def test_liquidation_price(exchange_name, open_rate, is_short, leverage, trading_mode, collateral,
maintenance_margin_ex_1, unrealized_pnl_ex_1, maintenance_amount, position_1, wallet_balance, maintenance_margin_ex_1, unrealized_pnl_ex_1,
entry_price_1, maintenance_margin_rate, expected): maintenance_amount, position_1, entry_price_1, maintenance_margin_rate,
expected):
assert isclose(round(liquidation_price( assert isclose(round(liquidation_price(
exchange_name=exchange_name, exchange_name=exchange_name,
open_rate=open_rate, open_rate=open_rate,