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Wrote all tests for shorting

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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
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102
tests/conftest_trades.py
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@@ -310,7 +310,7 @@ def mock_trade_6(fee):
def short_order():
return {
'id': '1235',
'id': '1236',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'sell',
@@ -319,14 +319,12 @@ def short_order():
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
'leverage': 5.0,
'isShort': True
}
def exit_short_order():
return {
'id': '12366',
'id': '12367',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'buy',
@@ -335,36 +333,60 @@ def exit_short_order():
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
'leverage': 5.0,
'isShort': True
}
def short_trade(fee):
"""
Closed trade...
10 minute short limit trade on binance
Short trade
fee: 0.25% base
interest_rate: 0.05% per day
open_rate: 0.123 base
close_rate: 0.128 base
amount: 123.0 crypto
stake_amount: 15.129 base
borrowed: 123.0 crypto
time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day)
interest: borrowed * interest_rate * time-periods
= 123.0 * 0.0005 * 1/24 = 0.0025625 crypto
open_value: (amount * open_rate) - (amount * open_rate * fee)
= (123 * 0.123) - (123 * 0.123 * 0.0025)
= 15.091177499999999
amount_closed: amount + interest = 123 + 0.0025625 = 123.0025625
close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
= (123.0025625 * 0.128) + (123.0025625 * 0.128 * 0.0025)
= 15.78368882
total_profit = open_value - close_value
= 15.091177499999999 - 15.78368882
= -0.6925113200000013
total_profit_percentage = total_profit / stake_amount
= -0.6925113200000013 / 15.129
= -0.04577376693766946
"""
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
stake_amount=15.129,
amount=123.0,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
close_rate=0.128,
close_profit=0.025,
close_profit_abs=0.000584127,
# close_rate=0.128,
# close_profit=-0.04577376693766946,
# close_profit_abs=-0.6925113200000013,
exchange='binance',
is_open=False,
is_open=True,
open_order_id='dry_run_exit_short_12345',
strategy='DefaultStrategy',
timeframe=5,
sell_reason='sell_signal', # TODO-mg: Update to exit/close reason
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
# close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
# borrowed=
isShort=True
is_short=True
)
o = Order.parse_from_ccxt_object(short_order(), 'ETC/BTC', 'sell')
trade.orders.append(o)
@@ -375,7 +397,7 @@ def short_trade(fee):
def leverage_order():
return {
'id': '1235',
'id': '1237',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'buy',
@@ -390,7 +412,7 @@ def leverage_order():
def leverage_order_sell():
return {
'id': '12366',
'id': '12368',
'symbol': 'ETC/BTC',
'status': 'closed',
'side': 'sell',
@@ -399,34 +421,60 @@ def leverage_order_sell():
'amount': 123.0,
'filled': 123.0,
'remaining': 0.0,
'leverage': 5.0,
'isShort': True
}
def leverage_trade(fee):
"""
Closed trade...
5 hour short limit trade on kraken
Short trade
fee: 0.25% base
interest_rate: 0.05% per day
open_rate: 0.123 base
close_rate: 0.128 base
amount: 123.0 crypto
amount_with_leverage: 615.0
stake_amount: 15.129 base
borrowed: 60.516 base
leverage: 5
time-periods: 5 hrs( 5/4 time-period of 4 hours)
interest: borrowed * interest_rate * time-periods
= 60.516 * 0.0005 * 1/24 = 0.0378225 base
open_value: (amount * open_rate) - (amount * open_rate * fee)
= (615.0 * 0.123) - (615.0 * 0.123 * 0.0025)
= 75.4558875
close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
= (615.0 * 0.128) + (615.0 * 0.128 * 0.0025)
= 78.9168
total_profit = close_value - open_value - interest
= 78.9168 - 75.4558875 - 0.0378225
= 3.423089999999992
total_profit_percentage = total_profit / stake_amount
= 3.423089999999992 / 15.129
= 0.22626016260162551
"""
trade = Trade(
pair='ETC/BTC',
stake_amount=0.001,
amount=615.0,
amount_requested=615.0,
stake_amount=15.129,
amount=123.0,
leverage=5,
amount_requested=123.0,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_rate=0.123,
close_rate=0.128,
close_profit=0.005, # TODO-mg: Would this be -0.005 or -0.025
close_profit_abs=0.000584127,
exchange='binance',
close_profit=0.22626016260162551,
close_profit_abs=3.423089999999992,
exchange='kraken',
is_open=False,
open_order_id='dry_run_leverage_sell_12345',
strategy='DefaultStrategy',
timeframe=5,
sell_reason='sell_signal', # TODO-mg: Update to exit/close reason
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
close_date=datetime.now(tz=timezone.utc),
# borrowed=
)
o = Order.parse_from_ccxt_object(leverage_order(), 'ETC/BTC', 'sell')