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Merge branch 'develop' into feat/short

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This commit is contained in:
Matthias
2022-02-24 19:56:42 +01:00
parent 14b69405a2 42df65d4ec
commit fd936e26ae
13 changed files with 273 additions and 136 deletions
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32
tests/test_persistence.py
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@@ -474,7 +474,8 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
assert trade.close_date is None
trade.open_order_id = 'something'
trade.update(enter_order)
oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', enter_side)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == open_rate
assert trade.close_profit is None
@@ -487,7 +488,8 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
caplog.clear()
trade.open_order_id = 'something'
trade.update(exit_order)
oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', exit_side)
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == close_rate
assert trade.close_profit == profit
@@ -517,7 +519,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
)
trade.open_order_id = 'something'
trade.update(market_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.open_rate == 2.0
assert trade.close_profit is None
@@ -530,7 +533,8 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
caplog.clear()
trade.is_open = True
trade.open_order_id = 'something'
trade.update(market_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_rate == 2.2
assert trade.close_profit == round(0.0945137157107232, 8)
@@ -583,8 +587,12 @@ def test_calc_open_close_trade_price(
trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'
trade.update(limit_buy_order_usdt)
trade.update(limit_sell_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
oobj = Order.parse_from_ccxt_object(limit_sell_order_usdt, 'ADA/USDT', 'sell')
trade.update_trade(oobj)
trade.open_rate = 2.0
trade.close_rate = 2.2
trade.recalc_open_trade_value()
@@ -640,7 +648,8 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
)
trade.open_order_id = 'something'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.calc_close_trade_value() == 0.0
@@ -662,7 +671,8 @@ def test_update_open_order(limit_buy_order_usdt):
assert trade.close_date is None
limit_buy_order_usdt['status'] = 'open'
trade.update(limit_buy_order_usdt)
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
trade.update_trade(oobj)
assert trade.open_order_id is None
assert trade.close_profit is None
@@ -682,8 +692,9 @@ def test_update_invalid_order(limit_buy_order_usdt):
trading_mode=margin
)
limit_buy_order_usdt['type'] = 'invalid'
oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'meep')
with pytest.raises(ValueError, match=r'Unknown order type'):
trade.update(limit_buy_order_usdt)
trade.update_trade(oobj)
@pytest.mark.parametrize('exchange', ['binance', 'kraken'])
@@ -737,6 +748,9 @@ def test_calc_open_trade_value(
trading_mode=trading_mode
)
trade.open_order_id = 'open_trade'
oobj = Order.parse_from_ccxt_object(
limit_buy_order_usdt, 'ADA/USDT', 'sell' if is_short else 'buy')
trade.update_trade(oobj) # Buy @ 2.0
# Get the open rate price with the standard fee rate
assert trade._calc_open_trade_value() == result