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Add Test for liquidation in stop-loss-reached

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This commit is contained in:
Matthias 2022-07-30 17:28:16 +02:00
parent d046f0cc5e
commit dc82675f00
1 changed files with 17 additions and 13 deletions
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30
tests/strategy/test_interface.py
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@ -408,28 +408,31 @@ def test_min_roi_reached3(default_conf, fee) -> None:
@pytest.mark.parametrize( @pytest.mark.parametrize(
'profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2,custom_stop', [ 'profit,adjusted,expected,liq,trailing,custom,profit2,adjusted2,expected2,custom_stop', [
# Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing, # Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
# enable custom stoploss, expected after 1st call, expected after 2nd call # enable custom stoploss, expected after 1st call, expected after 2nd call
(0.2, 0.9, ExitType.NONE, False, False, 0.3, 0.9, ExitType.NONE, None), (0.2, 0.9, ExitType.NONE, None, False, False, 0.3, 0.9, ExitType.NONE, None),
(0.2, 0.9, ExitType.NONE, False, False, -0.2, 0.9, ExitType.STOP_LOSS, None), (0.2, 0.9, ExitType.NONE, None, False, False, -0.2, 0.9, ExitType.STOP_LOSS, None),
(0.2, 1.14, ExitType.NONE, True, False, 0.05, 1.14, ExitType.TRAILING_STOP_LOSS, None), (0.2, 0.9, ExitType.NONE, 0.8, False, False, -0.2, 0.9, ExitType.LIQUIDATION, None),
(0.01, 0.96, ExitType.NONE, True, False, 0.05, 1, ExitType.NONE, None), (0.2, 1.14, ExitType.NONE, None, True, False, 0.05, 1.14, ExitType.TRAILING_STOP_LOSS,
(0.05, 1, ExitType.NONE, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None), None),
(0.01, 0.96, ExitType.NONE, None, True, False, 0.05, 1, ExitType.NONE, None),
(0.05, 1, ExitType.NONE, None, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None),
# Default custom case - trails with 10% # Default custom case - trails with 10%
(0.05, 0.95, ExitType.NONE, False, True, -0.02, 0.95, ExitType.NONE, None), (0.05, 0.95, ExitType.NONE, None, False, True, -0.02, 0.95, ExitType.NONE, None),
(0.05, 0.95, ExitType.NONE, False, True, -0.06, 0.95, ExitType.TRAILING_STOP_LOSS, None), (0.05, 0.95, ExitType.NONE, None, False, True, -0.06, 0.95, ExitType.TRAILING_STOP_LOSS,
(0.05, 1, ExitType.NONE, False, True, -0.06, 1, ExitType.TRAILING_STOP_LOSS, None),
(0.05, 1, ExitType.NONE, None, False, True, -0.06, 1, ExitType.TRAILING_STOP_LOSS,
lambda **kwargs: -0.05), lambda **kwargs: -0.05),
(0.05, 1, ExitType.NONE, False, True, 0.09, 1.04, ExitType.NONE, (0.05, 1, ExitType.NONE, None, False, True, 0.09, 1.04, ExitType.NONE,
lambda **kwargs: -0.05), lambda **kwargs: -0.05),
(0.05, 0.95, ExitType.NONE, False, True, 0.09, 0.98, ExitType.NONE, (0.05, 0.95, ExitType.NONE, None, False, True, 0.09, 0.98, ExitType.NONE,
lambda current_profit, **kwargs: -0.1 if current_profit < 0.6 else -(current_profit * 2)), lambda current_profit, **kwargs: -0.1 if current_profit < 0.6 else -(current_profit * 2)),
# Error case - static stoploss in place # Error case - static stoploss in place
(0.05, 0.9, ExitType.NONE, False, True, 0.09, 0.9, ExitType.NONE, (0.05, 0.9, ExitType.NONE, None, False, True, 0.09, 0.9, ExitType.NONE,
lambda **kwargs: None), lambda **kwargs: None),
]) ])
def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom, def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, liq, trailing, custom,
profit2, adjusted2, expected2, custom_stop) -> None: profit2, adjusted2, expected2, custom_stop) -> None:
strategy = StrategyResolver.load_strategy(default_conf) strategy = StrategyResolver.load_strategy(default_conf)
@ -442,6 +445,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
open_rate=1, open_rate=1,
liquidation_price=liq,
) )
trade.adjust_min_max_rates(trade.open_rate, trade.open_rate) trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
strategy.trailing_stop = trailing strategy.trailing_stop = trailing