Update DCA logic to some extend
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Matthias
parent
bcfa73d492
commit
eed516a5c6
@ -867,7 +867,7 @@ class LocalTrade():
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def recalc_trade_from_orders(self):
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# We need at least 2 entry orders for averaging amounts and rates.
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if len(self.select_filled_orders('buy')) < 2:
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if len(self.select_filled_orders(self.enter_side)) < 2:
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# Just in case, still recalc open trade value
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self.recalc_open_trade_value()
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return
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@ -2371,13 +2371,17 @@ def test_recalc_trade_from_orders(fee):
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assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
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def test_recalc_trade_from_orders_ignores_bad_orders(fee):
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@pytest.mark.parametrize('is_short', [True, False])
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# TODO-lev: this should also check with different leverages per entry order!
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def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):
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o1_amount = 100
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o1_rate = 1
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o1_cost = o1_amount * o1_rate
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o1_fee_cost = o1_cost * fee.return_value
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o1_trade_val = o1_cost + o1_fee_cost
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o1_trade_val = o1_cost - o1_fee_cost if is_short else o1_cost + o1_fee_cost
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enter_side = "sell" if is_short else "buy"
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exit_side = "buy" if is_short else "sell"
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trade = Trade(
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pair='ADA/USDT',
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@ -2389,17 +2393,18 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
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exchange='binance',
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open_rate=o1_rate,
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max_rate=o1_rate,
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is_short=is_short,
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)
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trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, 'buy')
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trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, enter_side)
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# Check with 1 order
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order1 = Order(
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ft_order_side='buy',
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ft_order_side=enter_side,
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ft_pair=trade.pair,
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ft_is_open=False,
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status="closed",
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symbol=trade.pair,
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order_type="market",
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side="buy",
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side=enter_side,
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price=o1_rate,
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average=o1_rate,
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filled=o1_amount,
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@ -2417,17 +2422,16 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
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assert trade.open_rate == o1_rate
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assert trade.fee_open_cost == o1_fee_cost
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assert trade.open_trade_value == o1_trade_val
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assert trade.nr_of_successful_buys == 1
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assert trade.nr_of_successful_entries == 1
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order2 = Order(
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ft_order_side='buy',
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ft_order_side=enter_side,
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ft_pair=trade.pair,
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ft_is_open=True,
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status="open",
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symbol=trade.pair,
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order_type="market",
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side="buy",
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side=enter_side,
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price=o1_rate,
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average=o1_rate,
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filled=o1_amount,
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@ -2445,17 +2449,17 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
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assert trade.open_rate == o1_rate
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assert trade.fee_open_cost == o1_fee_cost
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assert trade.open_trade_value == o1_trade_val
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assert trade.nr_of_successful_buys == 1
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assert trade.nr_of_successful_entries == 1
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# Let's try with some other orders
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order3 = Order(
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ft_order_side='buy',
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ft_order_side=enter_side,
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ft_pair=trade.pair,
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ft_is_open=False,
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status="cancelled",
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symbol=trade.pair,
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order_type="market",
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side="buy",
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side=enter_side,
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price=1,
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average=2,
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filled=0,
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@ -2473,16 +2477,16 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
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assert trade.open_rate == o1_rate
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assert trade.fee_open_cost == o1_fee_cost
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assert trade.open_trade_value == o1_trade_val
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assert trade.nr_of_successful_buys == 1
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assert trade.nr_of_successful_entries == 1
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order4 = Order(
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ft_order_side='buy',
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ft_order_side=enter_side,
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ft_pair=trade.pair,
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ft_is_open=False,
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status="closed",
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symbol=trade.pair,
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order_type="market",
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side="buy",
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side=enter_side,
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price=o1_rate,
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average=o1_rate,
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filled=o1_amount,
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@ -2500,17 +2504,17 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
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assert trade.open_rate == o1_rate
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assert trade.fee_open_cost == 2 * o1_fee_cost
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assert trade.open_trade_value == 2 * o1_trade_val
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assert trade.nr_of_successful_buys == 2
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assert trade.nr_of_successful_entries == 2
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# Just to make sure sell orders are ignored, let's calculate one more time.
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# Just to make sure exit orders are ignored, let's calculate one more time.
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sell1 = Order(
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ft_order_side='sell',
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ft_order_side=exit_side,
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ft_pair=trade.pair,
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ft_is_open=False,
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status="closed",
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symbol=trade.pair,
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order_type="market",
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side="sell",
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side=exit_side,
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price=4,
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average=3,
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filled=2,
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@ -2527,16 +2531,17 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
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assert trade.open_rate == o1_rate
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assert trade.fee_open_cost == 2 * o1_fee_cost
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assert trade.open_trade_value == 2 * o1_trade_val
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assert trade.nr_of_successful_buys == 2
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assert trade.nr_of_successful_entries == 2
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# Check with 1 order
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order_noavg = Order(
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ft_order_side='buy',
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ft_order_side=enter_side,
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ft_pair=trade.pair,
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ft_is_open=False,
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status="closed",
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symbol=trade.pair,
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order_type="market",
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side="buy",
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side=enter_side,
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price=o1_rate,
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average=None,
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filled=o1_amount,
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@ -2554,7 +2559,6 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee):
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assert trade.open_rate == o1_rate
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assert trade.fee_open_cost == 3 * o1_fee_cost
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assert trade.open_trade_value == 3 * o1_trade_val
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assert trade.nr_of_successful_buys == 3
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assert trade.nr_of_successful_entries == 3
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