Fix the fee calculation

freqtrade/tests/test_persistence.py

@@ -5,11 +5,32 @@ from freqtrade.exchange import Exchanges
 from freqtrade.persistence import Trade
 
 
-def test_update(limit_buy_order, limit_sell_order):
+def test_update_with_bittrex(limit_buy_order, limit_sell_order):
+    """
+    On this test we will buy and sell a crypto currency.
+
+    Buy
+    - Buy: 90.99181073 Crypto at 0.00001099 BTC (90.99181073*0.00001099 = 0.0009999 BTC)
+    - Buying fee: 0.25%
+    - Total cost of buy trade: 0.001002500 BTC ((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
+
+    Sell
+    - Sell: 90.99181073 Crypto at 0.00001173 BTC (90.99181073*0.00001173 = 0,00106733394 BTC)
+    - Selling fee: 0.25%
+    - Total cost of sell trade: 0.001064666 BTC ((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
+
+    Profit/Loss: +0.000062166 BTC (Sell:0.001064666 - Buy:0.001002500)
+    Profit/Loss percentage: 0.0620  ((0.001064666/0.001002500)-1 = 6.20%)
+
+    :param limit_buy_order:
+    :param limit_sell_order:
+    :return:
+    """
+
     trade = Trade(
         pair='BTC_ETH',
-        stake_amount=1.00,
-        fee=0.1,
+        stake_amount=0.001,
+        fee=0.0025,
         exchange=Exchanges.BITTREX,
     )
     assert trade.open_order_id is None
@@ -20,18 +41,40 @@ def test_update(limit_buy_order, limit_sell_order):
     trade.open_order_id = 'something'
     trade.update(limit_buy_order)
     assert trade.open_order_id is None
-    assert trade.open_rate == 0.07256061
+    assert trade.open_rate == 0.00001099
     assert trade.close_profit is None
     assert trade.close_date is None
 
     trade.open_order_id = 'something'
     trade.update(limit_sell_order)
     assert trade.open_order_id is None
-    assert trade.open_rate == 0.07256061
-    assert trade.close_profit == 0.00546755
+    assert trade.close_rate == 0.00001173
+    assert trade.close_profit == 0.06201057
     assert trade.close_date is not None
 
 
+def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order):
+    trade = Trade(
+        pair='BTC_ETH',
+        stake_amount=0.001,
+        fee=0.0025,
+        exchange=Exchanges.BITTREX,
+    )
+
+    trade.open_order_id = 'something'
+    trade.update(limit_buy_order)
+    assert trade.calc_open_trade_price() == 0.001002500
+
+    trade.update(limit_sell_order)
+    assert trade.calc_close_trade_price() == 0.0010646656
+
+    # Profit in BTC
+    assert trade.calc_profit() == 0.00006217
+
+    # Profit in percent
+    assert trade.calc_profit_percent() == 0.06201057
+
+
 def test_update_open_order(limit_buy_order):
     trade = Trade(
         pair='BTC_ETH',
@@ -64,3 +107,103 @@ def test_update_invalid_order(limit_buy_order):
     limit_buy_order['type'] = 'invalid'
     with pytest.raises(ValueError, match=r'Unknown order type'):
         trade.update(limit_buy_order)
+
+
+def test_calc_open_trade_price(limit_buy_order):
+    trade = Trade(
+        pair='BTC_ETH',
+        stake_amount=0.001,
+        fee=0.0025,
+        exchange=Exchanges.BITTREX,
+    )
+    trade.open_order_id = 'open_trade'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Get the open rate price with the standard fee rate
+    assert trade.calc_open_trade_price() == 0.001002500
+
+    # Get the open rate price with a custom fee rate
+    assert trade.calc_open_trade_price(fee=0.003) == 0.001003000
+
+
+def test_calc_close_trade_price(limit_buy_order, limit_sell_order):
+    trade = Trade(
+        pair='BTC_ETH',
+        stake_amount=0.001,
+        fee=0.0025,
+        exchange=Exchanges.BITTREX,
+    )
+    trade.open_order_id = 'close_trade'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Get the close rate price with a custom close rate and a regular fee rate
+    assert trade.calc_close_trade_price(rate=0.00001234) == 0.0011200318
+
+    # Get the close rate price with a custom close rate and a custom fee rate
+    assert trade.calc_close_trade_price(rate=0.00001234, fee=0.003) == 0.0011194704
+
+    # Test when we apply a Sell order, and ask price with a custom fee rate
+    trade.update(limit_sell_order)
+    assert trade.calc_close_trade_price(fee=0.005) == 0.0010619972
+
+
+def test_calc_profit(limit_buy_order, limit_sell_order):
+    trade = Trade(
+        pair='BTC_ETH',
+        stake_amount=0.001,
+        fee=0.0025,
+        exchange=Exchanges.BITTREX,
+    )
+    trade.open_order_id = 'profit_percent'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Custom closing rate and regular fee rate
+    # Higher than open rate
+    assert trade.calc_profit(rate=0.00001234) == 0.00011753
+    # Lower than open rate
+    assert trade.calc_profit(rate=0.00000123) == -0.00089086
+
+    # Custom closing rate and custom fee rate
+    # Higher than open rate
+    assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697
+    # Lower than open rate
+    assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092
+
+    # Only custom fee without sell order applied
+    with pytest.raises(TypeError):
+        trade.calc_profit(fee=0.003)
+
+    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
+    trade.update(limit_sell_order)
+    assert trade.calc_profit() == 0.00006217
+
+    # Test with a custom fee rate on the close trade
+    assert trade.calc_profit(fee=0.003) == 0.00006163
+
+
+def test_calc_profit_percent(limit_buy_order, limit_sell_order):
+    trade = Trade(
+        pair='BTC_ETH',
+        stake_amount=0.001,
+        fee=0.0025,
+        exchange=Exchanges.BITTREX,
+    )
+    trade.open_order_id = 'profit_percent'
+    trade.update(limit_buy_order)  # Buy @ 0.00001099
+
+    # Get percent of profit with a custom rate (Higher than open rate)
+    assert trade.calc_profit_percent(rate=0.00001234) == 0.1172387
+
+    # Get percent of profit with a custom rate (Lower than open rate)
+    assert trade.calc_profit_percent(rate=0.00000123) == -0.88863827
+
+    # Only custom fee without sell order applied
+    with pytest.raises(TypeError):
+        trade.calc_profit_percent(fee=0.003)
+
+    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
+    trade.update(limit_sell_order)
+    assert trade.calc_profit_percent() == 0.06201057
+
+    # Test with a custom fee rate on the close trade
+    assert trade.calc_profit_percent(fee=0.003) == 0.0614782