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Set leverage and borowed to computed properties

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This commit is contained in:
Sam Germain
2021-06-26 20:36:19 -06:00
parent c24ec89dc4
commit d07fe1586c
4 changed files with 138 additions and 41 deletions
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34
tests/conftest.py
View File

@@ -2132,6 +2132,40 @@ def limit_exit_short_order(limit_exit_short_order_open):
order['status'] = 'closed'
return order
@pytest.fixture(scope='function')
def market_short_order():
return {
'id': 'mocked_market_buy',
'type': 'market',
'side': 'buy',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004173,
'amount': 91.99181073,
'filled': 91.99181073,
'remaining': 0.0,
'status': 'closed',
'is_short': True,
'leverage': 3
}
@pytest.fixture
def market_exit_short_order():
return {
'id': 'mocked_limit_sell',
'type': 'market',
'side': 'sell',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004099,
'amount': 91.99181073,
'filled': 91.99181073,
'remaining': 0.0,
'status': 'closed'
}
@pytest.fixture
def interest_rate():

21
tests/test_persistence.py
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@@ -659,12 +659,13 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
order_date DATETIME,
order_filled_date DATETIME,
order_update_date DATETIME,
leverage FLOAT,
PRIMARY KEY (id),
CONSTRAINT _order_pair_order_id UNIQUE (ft_pair, order_id),
FOREIGN KEY(ft_trade_id) REFERENCES trades (id)
)
"""))
# TODO-mg @xmatthias: Had to add field leverage to this table, check that this is correct
connection.execute(text("""
insert into orders ( id, ft_trade_id, ft_order_side, ft_pair, ft_is_open, order_id, status,
symbol, order_type, side, price, amount, filled, remaining, cost, order_date,
@@ -912,6 +913,14 @@ def test_to_json(default_conf, fee):
'strategy': None,
'timeframe': None,
'exchange': 'binance',
'leverage': None,
'borrowed': None,
'borrowed_currency': None,
'collateral_currency': None,
'interest_rate': None,
'liquidation_price': None,
'is_short': None,
}
# Simulate dry_run entries
@@ -977,6 +986,14 @@ def test_to_json(default_conf, fee):
'strategy': None,
'timeframe': None,
'exchange': 'binance',
'leverage': None,
'borrowed': None,
'borrowed_currency': None,
'collateral_currency': None,
'interest_rate': None,
'liquidation_price': None,
'is_short': None,
}
@@ -1315,7 +1332,7 @@ def test_Trade_object_idem():
'get_overall_performance',
'get_total_closed_profit',
'total_open_trades_stakes',
'get_sold_trades_without_assigned_fees',
'get_closed_trades_without_assigned_fees',
'get_open_trades_without_assigned_fees',
'get_open_order_trades',
'get_trades',

32
tests/test_persistence_margin.py
View File

@@ -58,19 +58,22 @@ def test_update_with_binance(limit_short_order, limit_exit_short_order, fee, int
fee_open=fee.return_value,
fee_close=fee.return_value,
interest_rate=interest_rate.return_value,
borrowed=90.99181073,
exchange='binance',
is_short=True
# borrowed=90.99181073,
exchange='binance'
)
#assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
assert trade.borrowed is None
assert trade.is_short is None
#trade.open_order_id = 'something'
trade.update(limit_short_order)
#assert trade.open_order_id is None
assert trade.open_rate == 0.00001173
assert trade.close_profit is None
assert trade.close_date is None
assert trade.borrowed == 90.99181073
assert trade.is_short is True
assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001173, open_since=.*\).",
caplog)
@@ -89,7 +92,18 @@ def test_update_with_binance(limit_short_order, limit_exit_short_order, fee, int
# @pytest.mark.usefixtures("init_persistence")
# def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
# def test_update_market_order(
# market_buy_order,
# market_sell_order,
# fee,
# interest_rate,
# ten_minutes_ago,
# caplog
# ):
# """Test Kraken and leverage arguments as well as update market order
# """
# trade = Trade(
# id=1,
# pair='ETH/BTC',
@@ -99,11 +113,15 @@ def test_update_with_binance(limit_short_order, limit_exit_short_order, fee, int
# is_open=True,
# fee_open=fee.return_value,
# fee_close=fee.return_value,
# open_date=arrow.utcnow().datetime,
# exchange='binance',
# open_date=ten_minutes_ago,
# exchange='kraken',
# interest_rate=interest_rate.return_value
# )
# trade.open_order_id = 'something'
# trade.update(market_buy_order)
# assert trade.leverage is 3
# assert trade.is_short is true
# assert trade.leverage is 3
# assert trade.open_order_id is None
# assert trade.open_rate == 0.00004099
# assert trade.close_profit is None
@@ -122,8 +140,6 @@ def test_update_with_binance(limit_short_order, limit_exit_short_order, fee, int
# assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
# r"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=.*\).",
# caplog)
# # TODO-mg: market short
# # TODO-mg: market leveraged long
# @pytest.mark.usefixtures("init_persistence")