adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Wrote all tests for shorting

Browse Source
This commit is contained in:
Sam Germain
2021-07-02 02:48:30 -06:00
parent f194673001
commit e4d4d1d1f1
5 changed files with 852 additions and 134 deletions
Download Patch File Download Diff File Expand all files Collapse all files

134
tests/conftest.py
View File

@@ -204,11 +204,34 @@ def create_mock_trades(fee, use_db: bool = True):
add_trade(trade)
trade = mock_trade_6(fee)
add_trade(trade)
# TODO: margin trades
# trade = short_trade(fee)
# add_trade(trade)
# trade = leverage_trade(fee)
# add_trade(trade)
def create_mock_trades_with_leverage(fee, use_db: bool = True):
"""
Create some fake trades ...
"""
def add_trade(trade):
if use_db:
Trade.query.session.add(trade)
else:
LocalTrade.add_bt_trade(trade)
# Simulate dry_run entries
trade = mock_trade_1(fee)
add_trade(trade)
trade = mock_trade_2(fee)
add_trade(trade)
trade = mock_trade_3(fee)
add_trade(trade)
trade = mock_trade_4(fee)
add_trade(trade)
trade = mock_trade_5(fee)
add_trade(trade)
trade = mock_trade_6(fee)
add_trade(trade)
trade = short_trade(fee)
add_trade(trade)
trade = leverage_trade(fee)
add_trade(trade)
if use_db:
Trade.query.session.flush()
@@ -2094,7 +2117,7 @@ def limit_short_order_open():
'cost': 0.00106733393,
'remaining': 90.99181073,
'status': 'open',
'is_short': True
'exchange': 'binance'
}
@@ -2111,7 +2134,8 @@ def limit_exit_short_order_open():
'amount': 90.99181073,
'filled': 0.0,
'remaining': 90.99181073,
'status': 'open'
'status': 'open',
'exchange': 'binance'
}
@@ -2147,7 +2171,8 @@ def market_short_order():
'remaining': 0.0,
'status': 'closed',
'is_short': True,
'leverage': 3.0
# 'leverage': 3.0,
'exchange': 'kraken'
}
@@ -2164,5 +2189,96 @@ def market_exit_short_order():
'filled': 91.99181073,
'remaining': 0.0,
'status': 'closed',
'leverage': 3.0
# 'leverage': 3.0,
'exchange': 'kraken'
}
# leverage 3x
@pytest.fixture(scope='function')
def limit_leveraged_buy_order_open():
return {
'id': 'mocked_limit_buy',
'type': 'limit',
'side': 'buy',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 0.00001099,
'amount': 272.97543219,
'filled': 0.0,
'cost': 0.0029999999997681,
'remaining': 272.97543219,
'status': 'open',
'exchange': 'binance'
}
@pytest.fixture(scope='function')
def limit_leveraged_buy_order(limit_leveraged_buy_order_open):
order = deepcopy(limit_leveraged_buy_order_open)
order['status'] = 'closed'
order['filled'] = order['amount']
order['remaining'] = 0.0
return order
@pytest.fixture
def limit_leveraged_sell_order_open():
return {
'id': 'mocked_limit_sell',
'type': 'limit',
'side': 'sell',
'pair': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 0.00001173,
'amount': 272.97543219,
'filled': 0.0,
'remaining': 272.97543219,
'status': 'open',
'exchange': 'binance'
}
@pytest.fixture
def limit_leveraged_sell_order(limit_leveraged_sell_order_open):
order = deepcopy(limit_leveraged_sell_order_open)
order['remaining'] = 0.0
order['filled'] = order['amount']
order['status'] = 'closed'
return order
@pytest.fixture(scope='function')
def market_leveraged_buy_order():
return {
'id': 'mocked_market_buy',
'type': 'market',
'side': 'buy',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004099,
'amount': 275.97543219,
'filled': 275.97543219,
'remaining': 0.0,
'status': 'closed',
'exchange': 'kraken'
}
@pytest.fixture
def market_leveraged_sell_order():
return {
'id': 'mocked_limit_sell',
'type': 'market',
'side': 'sell',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 0.00004173,
'amount': 275.97543219,
'filled': 275.97543219,
'remaining': 0.0,
'status': 'closed',
'exchange': 'kraken'
}