Add some more detailed tests, testing only calculation

tests/test_freqtradebot.py

@@ -5782,12 +5782,11 @@ def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None:
             get_fee=fee,
         )
         pair = 'ETH/USDT'
-        # Initial buy
         closed_successful_order = {
             'pair': pair,
             'ft_pair': pair,
-            'ft_order_side': 'buy',
-            'side': 'buy',
+            'ft_order_side': order[0],
+            'side': order[0],
             'type': 'limit',
             'status': 'closed',
             'price': price,

tests/test_persistence.py

@@ -2692,3 +2692,91 @@ def test_order_to_ccxt(limit_buy_order_open):
     del raw_order['info']
     del limit_buy_order_open['datetime']
     assert raw_order == limit_buy_order_open
+
+
+@pytest.mark.usefixtures("init_persistence")
+@pytest.mark.parametrize('data', [
+    (
+        # tuple 1 - side, amount, price
+        # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit
+        (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None)),
+        (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None)),
+        (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625)),
+        (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875)),
+        (('sell', 50, 5), (50.0, 12.5, 625.0, 713.8125, 336.625)),
+    ),
+    (
+        (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None)),
+        (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None)),
+        (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0)),
+        (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0)),
+        (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5)),
+        (('sell', 150, 23), (150.0, 11.0, 1650.0, 1388.5, 3175.75)),
+    )
+])
+def test_recalc_trade_from_orders_dca(fee, data) -> None:
+
+    pair = 'ETH/USDT'
+    trade = Trade(
+        id=2,
+        pair=pair,
+        stake_amount=1000,
+        open_rate=data[0][0][2],
+        amount=data[0][0][1],
+        is_open=True,
+        open_date=arrow.utcnow().datetime,
+        fee_open=fee.return_value,
+        fee_close=fee.return_value,
+        exchange='binance',
+        is_short=False,
+        leverage=1.0,
+        trading_mode=TradingMode.SPOT
+    )
+    Trade.query.session.add(trade)
+
+    for idx, (order, result) in enumerate(data):
+        amount = order[1]
+        price = order[2]
+
+        order_obj = Order(
+            ft_order_side=order[0],
+            ft_pair=trade.pair,
+            order_id=f"order_{order[0]}_{idx}",
+            ft_is_open=False,
+            status="closed",
+            symbol=trade.pair,
+            order_type="market",
+            side=order[0],
+            price=price,
+            average=price,
+            filled=amount,
+            remaining=0,
+            cost=amount * price,
+            order_date=arrow.utcnow().shift(hours=-10 + idx).datetime,
+            order_filled_date=arrow.utcnow().shift(hours=-10 + idx).datetime,
+        )
+        trade.orders.append(order_obj)
+        if order[0] == 'sell' and idx != len(data) - 1:
+            trade.process_exit_sub_trade(order_obj, True)
+        trade.recalc_trade_from_orders()
+        Trade.commit()
+
+        orders1 = Order.query.all()
+        assert orders1
+        assert len(orders1) == idx + 1
+
+        trade = Trade.query.first()
+        assert trade
+        assert len(trade.orders) == idx + 1
+        if idx < len(data) - 1:
+            assert trade.is_open is True
+        assert trade.open_order_id is None
+        assert trade.amount == result[0]
+        assert trade.open_rate == result[1]
+        assert trade.stake_amount == result[2]
+        assert pytest.approx(trade.realized_profit) == result[3]
+        # assert pytest.approx(trade.close_profit_abs) == result[4]
+
+    trade = Trade.query.first()
+    assert trade
+    assert trade.open_order_id is None