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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(
'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,
# 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, 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),
(0.01, 0.96, ExitType.NONE, True, False, 0.05, 1, ExitType.NONE, None),
(0.05, 1, ExitType.NONE, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None),
(0.2, 0.9, ExitType.NONE, None, False, False, 0.3, 0.9, ExitType.NONE, None),
(0.2, 0.9, ExitType.NONE, None, False, False, -0.2, 0.9, ExitType.STOP_LOSS, None),
(0.2, 0.9, ExitType.NONE, 0.8, False, False, -0.2, 0.9, ExitType.LIQUIDATION, None),
(0.2, 1.14, ExitType.NONE, None, True, False, 0.05, 1.14, ExitType.TRAILING_STOP_LOSS,
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%
(0.05, 0.95, ExitType.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, 1, ExitType.NONE, False, True, -0.06, 1, ExitType.TRAILING_STOP_LOSS,
(0.05, 0.95, ExitType.NONE, None, False, True, -0.02, 0.95, ExitType.NONE, None),
(0.05, 0.95, ExitType.NONE, None, False, True, -0.06, 0.95, ExitType.TRAILING_STOP_LOSS,
None),
(0.05, 1, ExitType.NONE, None, False, True, -0.06, 1, ExitType.TRAILING_STOP_LOSS,
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),
(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)),
# 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),
])
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:
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,
exchange='binance',
open_rate=1,
liquidation_price=liq,
)
trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
strategy.trailing_stop = trailing