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Merge pull request #5351 from samgermain/persistence-tests-usdt

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Changed tests in tests/test_persistence.py to use usdt prices
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Matthias 2021-08-01 13:36:40 +02:00 committed by GitHub
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2 changed files with 319 additions and 160 deletions
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85
tests/conftest.py
View File

@ -2084,3 +2084,88 @@ def saved_hyperopt_results():
].total_seconds() ].total_seconds()
return hyperopt_res return hyperopt_res
@pytest.fixture(scope='function')
def limit_buy_order_usdt_open():
return {
'id': 'mocked_limit_buy',
'type': 'limit',
'side': 'buy',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 2.00,
'amount': 30.0,
'filled': 0.0,
'cost': 60.0,
'remaining': 30.0,
'status': 'open'
}
@pytest.fixture(scope='function')
def limit_buy_order_usdt(limit_buy_order_usdt_open):
order = deepcopy(limit_buy_order_usdt_open)
order['status'] = 'closed'
order['filled'] = order['amount']
order['remaining'] = 0.0
return order
@pytest.fixture
def limit_sell_order_usdt_open():
return {
'id': 'mocked_limit_sell',
'type': 'limit',
'side': 'sell',
'pair': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'timestamp': arrow.utcnow().int_timestamp,
'price': 2.20,
'amount': 30.0,
'filled': 0.0,
'remaining': 30.0,
'status': 'open'
}
@pytest.fixture
def limit_sell_order_usdt(limit_sell_order_usdt_open):
order = deepcopy(limit_sell_order_usdt_open)
order['remaining'] = 0.0
order['filled'] = order['amount']
order['status'] = 'closed'
return order
@pytest.fixture(scope='function')
def market_buy_order_usdt():
return {
'id': 'mocked_market_buy',
'type': 'market',
'side': 'buy',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 2.00,
'amount': 30.0,
'filled': 30.0,
'remaining': 0.0,
'status': 'closed'
}
@pytest.fixture
def market_sell_order_usdt():
return {
'id': 'mocked_limit_sell',
'type': 'market',
'side': 'sell',
'symbol': 'mocked',
'datetime': arrow.utcnow().isoformat(),
'price': 2.20,
'amount': 30.0,
'filled': 30.0,
'remaining': 0.0,
'status': 'closed'
}

388
tests/test_persistence.py
View File

@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring, C0103 # pragma pylint: disable=missing-docstring, C0103
import logging import logging
from datetime import datetime, timedelta, timezone from datetime import datetime, timedelta, timezone
from math import isclose
from pathlib import Path from pathlib import Path
from types import FunctionType from types import FunctionType
from unittest.mock import MagicMock from unittest.mock import MagicMock
@ -64,40 +65,37 @@ def test_init_dryrun_db(default_conf, tmpdir):
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_update_with_binance(limit_buy_order, limit_sell_order, fee, caplog): def test_update_limit_order(limit_buy_order_usdt, limit_sell_order_usdt, fee, caplog):
""" """
On this test we will buy and sell a crypto currency. On this test we will buy and sell a crypto currency.
fee: 0.25% quote
open_rate: 2.00 quote
close_rate: 2.20 quote
amount: = 30.0 crypto
stake_amount
60.0 quote
borrowed
0 quote
open_value: (amount * open_rate) + (amount * open_rate * fee)
30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
close_value:
(amount * close_rate) - (amount * close_rate * fee) - interest
(30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835
total_profit:
close_value - open_value
65.835 - 60.15 = 5.685
total_profit_ratio:
((close_value/open_value) - 1) * leverage
((65.835 / 60.15) - 1) * 1 = 0.0945137157107232
Buy
- Buy: 90.99181073 Crypto at 0.00001099 BTC
(90.99181073*0.00001099 = 0.0009999 BTC)
- Buying fee: 0.25%
- Total cost of buy trade: 0.001002500 BTC
((90.99181073*0.00001099) + ((90.99181073*0.00001099)*0.0025))
Sell
- Sell: 90.99181073 Crypto at 0.00001173 BTC
(90.99181073*0.00001173 = 0,00106733394 BTC)
- Selling fee: 0.25%
- Total cost of sell trade: 0.001064666 BTC
((90.99181073*0.00001173) - ((90.99181073*0.00001173)*0.0025))
Profit/Loss: +0.000062166 BTC
(Sell:0.001064666 - Buy:0.001002500)
Profit/Loss percentage: 0.0620
((0.001064666/0.001002500)-1 = 6.20%)
:param limit_buy_order:
:param limit_sell_order:
:return:
""" """
trade = Trade( trade = Trade(
id=2, id=2,
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=60.0,
open_rate=0.01, open_rate=2.0,
amount=5, amount=30.0,
is_open=True, is_open=True,
open_date=arrow.utcnow().datetime, open_date=arrow.utcnow().datetime,
fee_open=fee.return_value, fee_open=fee.return_value,
@ -109,35 +107,36 @@ def test_update_with_binance(limit_buy_order, limit_sell_order, fee, caplog):
assert trade.close_date is None assert trade.close_date is None
trade.open_order_id = 'something' trade.open_order_id = 'something'
trade.update(limit_buy_order) trade.update(limit_buy_order_usdt)
assert trade.open_order_id is None assert trade.open_order_id is None
assert trade.open_rate == 0.00001099 assert trade.open_rate == 2.00
assert trade.close_profit is None assert trade.close_profit is None
assert trade.close_date is None assert trade.close_date is None
assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, " assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=.*\).", r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog) caplog)
caplog.clear() caplog.clear()
trade.open_order_id = 'something' trade.open_order_id = 'something'
trade.update(limit_sell_order) trade.update(limit_sell_order_usdt)
assert trade.open_order_id is None assert trade.open_order_id is None
assert trade.close_rate == 0.00001173 assert trade.close_rate == 2.20
assert trade.close_profit == 0.06201058 assert trade.close_profit == round(0.0945137157107232, 8)
assert trade.close_date is not None assert trade.close_date is not None
assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, " assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001099, open_since=.*\).", r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog) caplog)
caplog.clear()
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_update_market_order(market_buy_order, market_sell_order, fee, caplog): def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee, caplog):
trade = Trade( trade = Trade(
id=1, id=1,
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=60.0,
amount=5, open_rate=2.0,
open_rate=0.01, amount=30.0,
is_open=True, is_open=True,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
@ -146,61 +145,60 @@ def test_update_market_order(market_buy_order, market_sell_order, fee, caplog):
) )
trade.open_order_id = 'something' trade.open_order_id = 'something'
trade.update(market_buy_order) trade.update(market_buy_order_usdt)
assert trade.open_order_id is None assert trade.open_order_id is None
assert trade.open_rate == 0.00004099 assert trade.open_rate == 2.0
assert trade.close_profit is None assert trade.close_profit is None
assert trade.close_date is None assert trade.close_date is None
assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, " assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, "
r"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=.*\).", r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog) caplog)
caplog.clear() caplog.clear()
trade.is_open = True trade.is_open = True
trade.open_order_id = 'something' trade.open_order_id = 'something'
trade.update(market_sell_order) trade.update(market_sell_order_usdt)
assert trade.open_order_id is None assert trade.open_order_id is None
assert trade.close_rate == 0.00004173 assert trade.close_rate == 2.2
assert trade.close_profit == 0.01297561 assert trade.close_profit == round(0.0945137157107232, 8)
assert trade.close_date is not None assert trade.close_date is not None
assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, " assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
r"pair=ETH/BTC, amount=91.99181073, open_rate=0.00004099, open_since=.*\).", r"pair=ADA/USDT, amount=30.00000000, open_rate=2.00000000, open_since=.*\).",
caplog) caplog)
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price(limit_buy_order, limit_sell_order, fee): def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=60.0,
open_rate=0.01, open_rate=2.0,
amount=5, amount=30.0,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
) )
trade.open_order_id = 'something' trade.open_order_id = 'something'
trade.update(limit_buy_order) trade.update(limit_buy_order_usdt)
assert trade._calc_open_trade_value() == 0.0010024999999225068 assert trade._calc_open_trade_value() == 60.15
trade.update(limit_sell_order_usdt)
assert isclose(trade.calc_close_trade_value(), 65.835)
trade.update(limit_sell_order) # Profit in USDT
assert trade.calc_close_trade_value() == 0.0010646656050132426 assert trade.calc_profit() == 5.685
# Profit in BTC
assert trade.calc_profit() == 0.00006217
# Profit in percent # Profit in percent
assert trade.calc_profit_ratio() == 0.06201058 assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_trade_close(limit_buy_order, limit_sell_order, fee): def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=60.0,
open_rate=0.01, open_rate=2.0,
amount=5, amount=30.0,
is_open=True, is_open=True,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
@ -210,9 +208,9 @@ def test_trade_close(limit_buy_order, limit_sell_order, fee):
assert trade.close_profit is None assert trade.close_profit is None
assert trade.close_date is None assert trade.close_date is None
assert trade.is_open is True assert trade.is_open is True
trade.close(0.02) trade.close(2.2)
assert trade.is_open is False assert trade.is_open is False
assert trade.close_profit == 0.99002494 assert trade.close_profit == round(0.0945137157107232, 8)
assert trade.close_date is not None assert trade.close_date is not None
new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime, new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,
@ -220,34 +218,34 @@ def test_trade_close(limit_buy_order, limit_sell_order, fee):
# Close should NOT update close_date if the trade has been closed already # Close should NOT update close_date if the trade has been closed already
assert trade.is_open is False assert trade.is_open is False
trade.close_date = new_date trade.close_date = new_date
trade.close(0.02) trade.close(2.2)
assert trade.close_date == new_date assert trade.close_date == new_date
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_exception(limit_buy_order, fee): def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=60.0,
open_rate=0.1, open_rate=2.0,
amount=5, amount=30.0,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
) )
trade.open_order_id = 'something' trade.open_order_id = 'something'
trade.update(limit_buy_order) trade.update(limit_buy_order_usdt)
assert trade.calc_close_trade_value() == 0.0 assert trade.calc_close_trade_value() == 0.0
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_update_open_order(limit_buy_order): def test_update_open_order(limit_buy_order_usdt):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=1.00, stake_amount=60.0,
open_rate=0.01, open_rate=2.0,
amount=5, amount=30.0,
fee_open=0.1, fee_open=0.1,
fee_close=0.1, fee_close=0.1,
exchange='binance', exchange='binance',
@ -257,8 +255,8 @@ def test_update_open_order(limit_buy_order):
assert trade.close_profit is None assert trade.close_profit is None
assert trade.close_date is None assert trade.close_date is None
limit_buy_order['status'] = 'open' limit_buy_order_usdt['status'] = 'open'
trade.update(limit_buy_order) trade.update(limit_buy_order_usdt)
assert trade.open_order_id is None assert trade.open_order_id is None
assert trade.close_profit is None assert trade.close_profit is None
@ -266,127 +264,203 @@ def test_update_open_order(limit_buy_order):
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_update_invalid_order(limit_buy_order): def test_update_invalid_order(limit_buy_order_usdt):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=1.00, stake_amount=60.0,
amount=5, amount=30.0,
open_rate=0.001, open_rate=2.0,
fee_open=0.1, fee_open=0.1,
fee_close=0.1, fee_close=0.1,
exchange='binance', exchange='binance',
) )
limit_buy_order['type'] = 'invalid' limit_buy_order_usdt['type'] = 'invalid'
with pytest.raises(ValueError, match=r'Unknown order type'): with pytest.raises(ValueError, match=r'Unknown order type'):
trade.update(limit_buy_order) trade.update(limit_buy_order_usdt)
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_calc_open_trade_value(limit_buy_order, fee): def test_calc_open_trade_value(limit_buy_order_usdt, fee):
"""
fee: 0.25 %, 0.3% quote
open_rate: 2.00 quote
amount: = 30.0 crypto
stake_amount
60.0 quote
open_value: (amount * open_rate) + (amount * open_rate * fee)
0.25% fee
30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
0.3% fee
30 * 2 + 30 * 2 * 0.003 = 60.18 quote
"""
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=60.0,
amount=5, amount=30.0,
open_rate=0.00001099, open_rate=2.0,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
) )
trade.open_order_id = 'open_trade' trade.open_order_id = 'open_trade'
trade.update(limit_buy_order) # Buy @ 0.00001099 trade.update(limit_buy_order_usdt) # Buy @ 2.0
# Get the open rate price with the standard fee rate # Get the open rate price with the standard fee rate
assert trade._calc_open_trade_value() == 0.0010024999999225068 assert trade._calc_open_trade_value() == 60.15
trade.fee_open = 0.003 trade.fee_open = 0.003
# Get the open rate price with a custom fee rate # Get the open rate price with a custom fee rate
assert trade._calc_open_trade_value() == 0.001002999999922468 assert trade._calc_open_trade_value() == 60.18
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee): def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=60.0,
amount=5, amount=30.0,
open_rate=0.00001099, open_rate=2.0,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
) )
trade.open_order_id = 'close_trade' trade.open_order_id = 'close_trade'
trade.update(limit_buy_order) # Buy @ 0.00001099 trade.update(limit_buy_order_usdt) # Buy @ 2.0
# Get the close rate price with a custom close rate and a regular fee rate # Get the close rate price with a custom close rate and a regular fee rate
assert trade.calc_close_trade_value(rate=0.00001234) == 0.0011200318470471794 assert trade.calc_close_trade_value(rate=2.5) == 74.8125
# Get the close rate price with a custom close rate and a custom fee rate # Get the close rate price with a custom close rate and a custom fee rate
assert trade.calc_close_trade_value(rate=0.00001234, fee=0.003) == 0.0011194704275749754 assert trade.calc_close_trade_value(rate=2.5, fee=0.003) == 74.775
# Test when we apply a Sell order, and ask price with a custom fee rate # Test when we apply a Sell order, and ask price with a custom fee rate
trade.update(limit_sell_order) trade.update(limit_sell_order_usdt)
assert trade.calc_close_trade_value(fee=0.005) == 0.0010619972701635854 assert trade.calc_close_trade_value(fee=0.005) == 65.67
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_calc_profit(limit_buy_order, limit_sell_order, fee): def test_calc_profit(limit_buy_order_usdt, limit_sell_order_usdt, fee):
"""
arguments:
fee:
0.25% quote
0.30% quote
open_rate: 2.0 quote
close_rate:
1.9 quote
2.1 quote
2.2 quote
amount: = 30.0 crypto
stake_amount
60.0 quote
open_value: (amount * open_rate) + (amount * open_rate * fee)
0.0025 fee
30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
30 * 2 - 30 * 2 * 0.0025 = 59.85 quote
0.003 fee: Is only applied to close rate in this test
close_value:
equations:
(amount_closed * close_rate) - (amount_closed * close_rate * fee)
2.1 quote
(30.00 * 2.1) - (30.00 * 2.1 * 0.0025) = 62.8425
1.9 quote
(30.00 * 1.9) - (30.00 * 1.9 * 0.0025) = 56.8575
2.2 quote
(30.00 * 2.20) - (30.00 * 2.20 * 0.0025) = 65.835
total_profit:
equations:
close_value - open_value
2.1 quote
62.8425 - 60.15 = 2.6925
1.9 quote
56.8575 - 60.15 = -3.2925
2.2 quote
65.835 - 60.15 = 5.685
total_profit_ratio:
equations:
((close_value/open_value) - 1) * leverage
2.1 quote
(62.8425 / 60.15) - 1 = 0.04476309226932673
1.9 quote
(56.8575 / 60.15) - 1 = -0.05473815461346632
2.2 quote
(65.835 / 60.15) - 1 = 0.0945137157107232
fee: 0.003
close_value:
2.1 quote: (30.00 * 2.1) - (30.00 * 2.1 * 0.003) = 62.811
1.9 quote: (30.00 * 1.9) - (30.00 * 1.9 * 0.003) = 56.829
2.2 quote: (30.00 * 2.2) - (30.00 * 2.2 * 0.003) = 65.802
total_profit
fee: 0.003
2.1 quote: 62.811 - 60.15 = 2.6610000000000014
1.9 quote: 56.829 - 60.15 = -3.320999999999998
2.2 quote: 65.802 - 60.15 = 5.652000000000008
total_profit_ratio
fee: 0.003
2.1 quote: (62.811 / 60.15) - 1 = 0.04423940149625927
1.9 quote: (56.829 / 60.15) - 1 = -0.05521197007481293
2.2 quote: (65.802 / 60.15) - 1 = 0.09396508728179565
"""
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=60.0,
amount=5, amount=30.0,
open_rate=0.00001099, open_rate=2.0,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
) )
trade.open_order_id = 'something' trade.open_order_id = 'something'
trade.update(limit_buy_order) # Buy @ 0.00001099 trade.update(limit_buy_order_usdt) # Buy @ 2.0
# Custom closing rate and regular fee rate # Custom closing rate and regular fee rate
# Higher than open rate # Higher than open rate - 2.1 quote
assert trade.calc_profit(rate=0.00001234) == 0.00011753 assert trade.calc_profit(rate=2.1) == 2.6925
# Lower than open rate # Lower than open rate - 1.9 quote
assert trade.calc_profit(rate=0.00000123) == -0.00089086 assert trade.calc_profit(rate=1.9) == round(-3.292499999999997, 8)
# Custom closing rate and custom fee rate # fee 0.003
# Higher than open rate # Higher than open rate - 2.1 quote
assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697 assert trade.calc_profit(rate=2.1, fee=0.003) == 2.661
# Lower than open rate # Lower than open rate - 1.9 quote
assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092 assert trade.calc_profit(rate=1.9, fee=0.003) == round(-3.320999999999998, 8)
# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173 # Test when we apply a Sell order. Sell higher than open rate @ 2.2
trade.update(limit_sell_order) trade.update(limit_sell_order_usdt)
assert trade.calc_profit() == 0.00006217 assert trade.calc_profit() == round(5.684999999999995, 8)
# Test with a custom fee rate on the close trade # Test with a custom fee rate on the close trade
assert trade.calc_profit(fee=0.003) == 0.00006163 assert trade.calc_profit(fee=0.003) == round(5.652000000000008, 8)
@pytest.mark.usefixtures("init_persistence") @pytest.mark.usefixtures("init_persistence")
def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee): def test_calc_profit_ratio(limit_buy_order_usdt, limit_sell_order_usdt, fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=60.0,
amount=5, amount=30.0,
open_rate=0.00001099, open_rate=2.0,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance'
) )
trade.open_order_id = 'something' trade.open_order_id = 'something'
trade.update(limit_buy_order) # Buy @ 0.00001099 trade.update(limit_buy_order_usdt) # Buy @ 2.0
# Get percent of profit with a custom rate (Higher than open rate) # Higher than open rate - 2.1 quote
assert trade.calc_profit_ratio(rate=0.00001234) == 0.11723875 assert trade.calc_profit_ratio(rate=2.1) == round(0.04476309226932673, 8)
# Lower than open rate - 1.9 quote
assert trade.calc_profit_ratio(rate=1.9) == round(-0.05473815461346632, 8)
# Get percent of profit with a custom rate (Lower than open rate) # fee 0.003
assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828 # Higher than open rate - 2.1 quote
assert trade.calc_profit_ratio(rate=2.1, fee=0.003) == round(0.04423940149625927, 8)
# Lower than open rate - 1.9 quote
assert trade.calc_profit_ratio(rate=1.9, fee=0.003) == round(-0.05521197007481293, 8)
# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173 # Test when we apply a Sell order. Sell higher than open rate @ 2.2
trade.update(limit_sell_order) trade.update(limit_sell_order_usdt)
assert trade.calc_profit_ratio() == 0.06201058 assert trade.calc_profit_ratio() == round(0.0945137157107232, 8)
# Test with a custom fee rate on the close trade # Test with a custom fee rate on the close trade
assert trade.calc_profit_ratio(fee=0.003) == 0.06147824 assert trade.calc_profit_ratio(fee=0.003) == round(0.09396508728179565, 8)
trade.open_trade_value = 0.0 trade.open_trade_value = 0.0
assert trade.calc_profit_ratio(fee=0.003) == 0.0 assert trade.calc_profit_ratio(fee=0.003) == 0.0
@ -397,7 +471,7 @@ def test_clean_dry_run_db(default_conf, fee):
# Simulate dry_run entries # Simulate dry_run entries
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=0.001,
amount=123.0, amount=123.0,
fee_open=fee.return_value, fee_open=fee.return_value,
@ -664,9 +738,9 @@ def test_migrate_mid_state(mocker, default_conf, fee, caplog):
def test_adjust_stop_loss(fee): def test_adjust_stop_loss(fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=30.0,
amount=5, amount=30,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
@ -716,9 +790,9 @@ def test_adjust_stop_loss(fee):
def test_adjust_min_max_rates(fee): def test_adjust_min_max_rates(fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=30.0,
amount=5, amount=30.0,
fee_open=fee.return_value, fee_open=fee.return_value,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
@ -897,11 +971,11 @@ def test_to_json(default_conf, fee):
def test_stoploss_reinitialization(default_conf, fee): def test_stoploss_reinitialization(default_conf, fee):
init_db(default_conf['db_url']) init_db(default_conf['db_url'])
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=30.0,
fee_open=fee.return_value, fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime, open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=10, amount=30.0,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
open_rate=1, open_rate=1,
@ -956,11 +1030,11 @@ def test_stoploss_reinitialization(default_conf, fee):
def test_update_fee(fee): def test_update_fee(fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=30.0,
fee_open=fee.return_value, fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime, open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=10, amount=30.0,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
open_rate=1, open_rate=1,
@ -995,11 +1069,11 @@ def test_update_fee(fee):
def test_fee_updated(fee): def test_fee_updated(fee):
trade = Trade( trade = Trade(
pair='ETH/BTC', pair='ADA/USDT',
stake_amount=0.001, stake_amount=30.0,
fee_open=fee.return_value, fee_open=fee.return_value,
open_date=arrow.utcnow().shift(hours=-2).datetime, open_date=arrow.utcnow().shift(hours=-2).datetime,
amount=10, amount=30.0,
fee_close=fee.return_value, fee_close=fee.return_value,
exchange='binance', exchange='binance',
open_rate=1, open_rate=1,