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Update test to also evaluate relative profit

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Matthias 2022-06-21 19:38:06 +02:00
parent a01581ba70
commit e07696ee06
1 changed files with 18 additions and 18 deletions
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36
tests/test_persistence.py
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@ -2733,13 +2733,13 @@ def test_order_to_ccxt(limit_buy_order_open):
@pytest.mark.parametrize('data', [ @pytest.mark.parametrize('data', [
{ {
# tuple 1 - side, amount, price # tuple 1 - side, amount, price
# tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
'orders': [ 'orders': [
(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None)), (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None)), (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0)), (('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.04)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0)), (('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.56)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 725.0, -375.0)), (('sell', 50, 5), (50.0, 12.5, 625.0, 725.0, -375.0, 0.56)),
], ],
'end_profit': 350.0, 'end_profit': 350.0,
'fee': 0.0, 'fee': 0.0,
@ -2747,11 +2747,11 @@ def test_order_to_ccxt(limit_buy_order_open):
}, },
{ {
'orders': [ 'orders': [
(('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None)), (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
(('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None)), (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
(('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625)), (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
(('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875)), (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.5472319)),
(('sell', 50, 5), (50.0, 12.5, 625.0, 713.8125, -377.1875)), (('sell', 50, 5), (50.0, 12.5, 625.0, 713.8125, -377.1875, 0.5472319)),
], ],
'end_profit': 336.625, 'end_profit': 336.625,
'fee': 0.0025, 'fee': 0.0025,
@ -2759,12 +2759,12 @@ def test_order_to_ccxt(limit_buy_order_open):
}, },
{ {
'orders': [ 'orders': [
(('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None)), (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
(('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None)), (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0)), (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0)), (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5)), (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 1.907685)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 1388.5, 1787.25)), (('sell', 150, 23), (150.0, 11.0, 1650.0, 1388.5, 1787.25, 1.907685)),
], ],
'end_profit': 3175.75, 'end_profit': 3175.75,
'fee': 0.0025, 'fee': 0.0025,
@ -2831,7 +2831,7 @@ def test_recalc_trade_from_orders_dca(data) -> None:
assert trade.stake_amount == result[2] assert trade.stake_amount == result[2]
assert pytest.approx(trade.realized_profit) == result[3] assert pytest.approx(trade.realized_profit) == result[3]
assert pytest.approx(trade.close_profit_abs) == result[4] assert pytest.approx(trade.close_profit_abs) == result[4]
# assert pytest.approx(trade.close_profit) == result[...] assert pytest.approx(trade.close_profit) == result[5]
trade.close(price) trade.close(price)
assert pytest.approx(trade.close_profit_abs) == data['end_profit'] assert pytest.approx(trade.close_profit_abs) == data['end_profit']