Changed leveragemode to tradingmode, added tests for liqformula enum, reorganized liqformula
This commit is contained in:
Sam Germain
parent
03aa99c5a2
commit
d80db3c4db
@ -1,10 +1,10 @@
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# flake8: noqa: F401
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from freqtrade.enums.backteststate import BacktestState
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from freqtrade.enums.interestmode import InterestMode
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from freqtrade.enums.leveragemode import LeverageMode
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from freqtrade.enums.liqformula import LiqFormula
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from freqtrade.enums.rpcmessagetype import RPCMessageType
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from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
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from freqtrade.enums.selltype import SellType
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from freqtrade.enums.signaltype import SignalTagType, SignalType
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from freqtrade.enums.state import State
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from freqtrade.enums.tradingmode import TradingMode
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@ -26,47 +26,60 @@ class LiqFormula(Enum):
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raise OperationalException(
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f"Freqtrade does not support {trading_mode.value} on {self.name}")
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else:
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raise OperationalException(f"{self.name} does not support {trading_mode.value}")
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raise OperationalException(f"{self.name} does not support {trading_mode.value} trading")
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def __binance(self, trading_mode: TradingMode):
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# TODO-mg: Additional arguments, fill in formulas
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if trading_mode == TradingMode.CROSS_MARGIN:
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# TODO-mg: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
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self.__exception(trading_mode)
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elif trading_mode == TradingMode.ISOLATED_MARGIN:
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self.__exception(trading_mode) # Likely won't be implemented
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elif trading_mode == TradingMode.CROSS_FUTURES:
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# TODO-mg: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
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self.__exception(trading_mode)
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elif trading_mode == TradingMode.ISOLATED_FUTURES:
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# TODO-mg: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
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self.__exception(trading_mode)
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else:
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self.__exception(trading_mode)
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def __kraken(self, trading_mode: TradingMode):
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# TODO-mg: Additional arguments, fill in formulas
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if trading_mode == TradingMode.CROSS_MARGIN:
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self.__exception(trading_mode)
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# TODO-mg: perform a calculation based on this formula
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# https://support.kraken.com/hc/en-us/articles/203325763-Margin-Call-Level-and-Margin-Liquidation-Level
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elif trading_mode == TradingMode.CROSS_FUTURES:
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# TODO-mg: implement
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self.__exception(trading_mode)
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elif trading_mode == TradingMode.ISOLATED_MARGIN or \
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trading_mode == TradingMode.ISOLATED_FUTURES:
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self.__exception(trading_mode, True)
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else:
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self.__exception(trading_mode)
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def __ftx(self, trading_mode: TradingMode):
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# TODO-mg: Additional arguments, fill in formulas
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self.__exception(trading_mode)
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def __call__(self, **k):
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trading_mode: TradingMode = k.trading_mode
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# * Cross Margin
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if trading_mode == TradingMode.CROSS:
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if self.name == "BINANCE":
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# TODO: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/f6b010588e55413aa58b7d63ee0125ed
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self.__exception(trading_mode)
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elif self.name == "KRAKEN":
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# TODO: perform a calculation based on this formula
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# https://support.kraken.com/hc/en-us/articles/203325763-Margin-Call-Level-and-Margin-Liquidation-Level
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self.__exception(trading_mode)
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elif self.name == "FTX":
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self.__exception(trading_mode)
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trading_mode: TradingMode = k['trading_mode']
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# * Isolated Margin
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elif trading_mode == TradingMode.ISOLATED:
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if self.name == "KRAKEN": # Kraken doesn't have isolated margin
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self.__exception(trading_mode, False)
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else:
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self.__exception(trading_mode)
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if trading_mode == TradingMode.SPOT:
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return None
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# * Cross Futures
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elif trading_mode == TradingMode.CROSS_FUTURES:
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if self.name == "BINANCE":
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# TODO: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
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self.__exception(trading_mode)
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else:
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self.__exception(trading_mode)
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# * Isolated Futures
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elif trading_mode == TradingMode.ISOLATED_FUTURES:
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if self.name == "BINANCE":
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# TODO: perform a calculation based on this formula
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# https://www.binance.com/en/support/faq/b3c689c1f50a44cabb3a84e663b81d93
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self.__exception(trading_mode)
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elif self.name == "KRAKEN": # Kraken doesn't have isolated margin
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self.__exception(trading_mode, False)
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else:
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self.__exception(trading_mode)
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if self.name == "BINANCE":
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return self.__binance(trading_mode)
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elif self.name == "KRAKEN":
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return self.__kraken(trading_mode)
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elif self.name == "FTX":
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return self.__ftx(trading_mode)
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else:
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self.__exception(trading_mode)
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65
tests/leverage/test_liquidation_price.py
Normal file
65
tests/leverage/test_liquidation_price.py
Normal file
@ -0,0 +1,65 @@
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from freqtrade.enums import LiqFormula, TradingMode
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# from freqtrade.exceptions import OperationalException
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def test_liquidation_formula():
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spot = TradingMode.SPOT
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# cross_margin = TradingMode.CROSS_MARGIN
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# isolated_margin = TradingMode.ISOLATED_MARGIN
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# cross_futures = TradingMode.CROSS_FUTURES
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# isolated_futures = TradingMode.ISOLATED_FUTURES
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assert LiqFormula.BINANCE(
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trading_mode=spot
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) is None
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# TODO-mg: Uncomment these assertions and make them real calculation tests
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# assert LiqFormula.BINANCE(
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# trading_mode=cross_margin
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# ) == 1.0 #Replace 1.0 with real value
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# assert LiqFormula.BINANCE(
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# trading_mode=isolated_margin
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# ) == 1.0
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# assert LiqFormula.BINANCE(
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# trading_mode=cross_futures
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# ) == 1.0
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# assert LiqFormula.BINANCE(
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# trading_mode=isolated_futures
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# ) == 1.0
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assert LiqFormula.KRAKEN(
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trading_mode=spot
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) is None
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# TODO-mg: Uncomment these assertions and make them real calculation tests
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# assert LiqFormula.KRAKEN(
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# trading_mode=cross_margin
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# ) == 1.0
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# LiqFormula.KRAKEN(
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# trading_mode=isolated_margin
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# )
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# asset exception thrown #TODO-mg: Check that exception is thrown
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# assert LiqFormula.KRAKEN(
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# trading_mode=cross_futures
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# ) == 1.0
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# LiqFormula.KRAKEN(
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# trading_mode=isolated_futures
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# )
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# asset exception thrown #TODO-mg: Check that exception is thrown
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assert LiqFormula.FTX(
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trading_mode=spot
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) is None
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# TODO-mg: Uncomment these assertions and make them real calculation tests
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# assert LiqFormula.FTX(
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# trading_mode=cross_margin
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# ) == 1.0
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# assert LiqFormula.FTX(
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# trading_mode=isolated_margin
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# ) == 1.0
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# assert LiqFormula.FTX(
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# trading_mode=cross_futures
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# ) == 1.0
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# assert LiqFormula.FTX(
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# trading_mode=isolated_futures
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# ) == 1.0
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