from datetime import datetime, timedelta, timezone from freqtrade.persistence.models import Order, Trade MOCK_TRADE_COUNT = 6 def enter_side(is_short: bool): return "sell" if is_short else "buy" def exit_side(is_short: bool): return "buy" if is_short else "sell" def direc(is_short: bool): return "short" if is_short else "long" def mock_order_1(is_short: bool): return { 'id': f'1234_{direc(is_short)}', 'symbol': 'ETH/BTC', 'status': 'closed', 'side': enter_side(is_short), 'type': 'limit', 'price': 0.123, 'average': 0.123, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_trade_1(fee, is_short: bool): trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17), open_rate=0.123, exchange='binance', open_order_id=f'dry_run_buy_{direc(is_short)}_12345', strategy='StrategyTestV3', timeframe=5, is_short=is_short ) o = Order.parse_from_ccxt_object(mock_order_1(is_short), 'ETH/BTC', enter_side(is_short)) trade.orders.append(o) return trade def mock_order_2(is_short: bool): return { 'id': f'1235_{direc(is_short)}', 'symbol': 'ETC/BTC', 'status': 'closed', 'side': enter_side(is_short), 'type': 'limit', 'price': 0.123, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_order_2_sell(is_short: bool): return { 'id': f'12366_{direc(is_short)}', 'symbol': 'ETC/BTC', 'status': 'closed', 'side': exit_side(is_short), 'type': 'limit', 'price': 0.128, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_trade_2(fee, is_short: bool): """ Closed trade... """ trade = Trade( pair='ETC/BTC', stake_amount=0.001, 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=-0.005 if is_short else 0.005, close_profit_abs=-0.005584127 if is_short else 0.000584127, exchange='binance', is_open=False, open_order_id=f'dry_run_sell_{direc(is_short)}_12345', strategy='StrategyTestV3', timeframe=5, enter_tag='TEST1', sell_reason='sell_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), is_short=is_short ) o = Order.parse_from_ccxt_object(mock_order_2(is_short), 'ETC/BTC', enter_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_2_sell(is_short), 'ETC/BTC', exit_side(is_short)) trade.orders.append(o) return trade def mock_order_3(is_short: bool): return { 'id': f'41231a12a_{direc(is_short)}', 'symbol': 'XRP/BTC', 'status': 'closed', 'side': enter_side(is_short), 'type': 'limit', 'price': 0.05, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_order_3_sell(is_short: bool): return { 'id': f'41231a666a_{direc(is_short)}', 'symbol': 'XRP/BTC', 'status': 'closed', 'side': exit_side(is_short), 'type': 'stop_loss_limit', 'price': 0.06, 'average': 0.06, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_trade_3(fee, is_short: bool): """ Closed trade """ trade = Trade( pair='XRP/BTC', stake_amount=0.001, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.05, close_rate=0.06, close_profit=-0.01 if is_short else 0.01, close_profit_abs=-0.001155 if is_short else 0.000155, exchange='binance', is_open=False, strategy='StrategyTestV3', timeframe=5, sell_reason='roi', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc), is_short=is_short ) o = Order.parse_from_ccxt_object(mock_order_3(is_short), 'XRP/BTC', enter_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_3_sell(is_short), 'XRP/BTC', exit_side(is_short)) trade.orders.append(o) return trade def mock_order_4(is_short: bool): return { 'id': f'prod_buy_{direc(is_short)}_12345', 'symbol': 'ETC/BTC', 'status': 'open', 'side': enter_side(is_short), 'type': 'limit', 'price': 0.123, 'amount': 123.0, 'filled': 0.0, 'remaining': 123.0, } def mock_trade_4(fee, is_short: bool): """ Simulate prod entry """ trade = Trade( pair='ETC/BTC', stake_amount=0.001, amount=123.0, amount_requested=124.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14), is_open=True, open_rate=0.123, exchange='binance', open_order_id=f'prod_buy_{direc(is_short)}_12345', strategy='StrategyTestV3', timeframe=5, is_short=is_short ) o = Order.parse_from_ccxt_object(mock_order_4(is_short), 'ETC/BTC', enter_side(is_short)) trade.orders.append(o) return trade def mock_order_5(is_short: bool): return { 'id': f'prod_buy_{direc(is_short)}_3455', 'symbol': 'XRP/BTC', 'status': 'closed', 'side': enter_side(is_short), 'type': 'limit', 'price': 0.123, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_order_5_stoploss(is_short: bool): return { 'id': f'prod_stoploss_{direc(is_short)}_3455', 'symbol': 'XRP/BTC', 'status': 'open', 'side': exit_side(is_short), 'type': 'stop_loss_limit', 'price': 0.123, 'amount': 123.0, 'filled': 0.0, 'remaining': 123.0, } def mock_trade_5(fee, is_short: bool): """ Simulate prod entry with stoploss """ trade = Trade( pair='XRP/BTC', stake_amount=0.001, amount=123.0, amount_requested=124.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12), is_open=True, open_rate=0.123, exchange='binance', strategy='SampleStrategy', enter_tag='TEST1', stoploss_order_id=f'prod_stoploss_{direc(is_short)}_3455', timeframe=5, is_short=is_short ) o = Order.parse_from_ccxt_object(mock_order_5(is_short), 'XRP/BTC', enter_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_5_stoploss(is_short), 'XRP/BTC', 'stoploss') trade.orders.append(o) return trade def mock_order_6(is_short: bool): return { 'id': f'prod_buy_{direc(is_short)}_6', 'symbol': 'LTC/BTC', 'status': 'closed', 'side': enter_side(is_short), 'type': 'limit', 'price': 0.15, 'amount': 2.0, 'filled': 2.0, 'remaining': 0.0, } def mock_order_6_sell(is_short: bool): return { 'id': f'prod_sell_{direc(is_short)}_6', 'symbol': 'LTC/BTC', 'status': 'open', 'side': exit_side(is_short), 'type': 'limit', 'price': 0.15 if is_short else 0.20, 'amount': 2.0, 'filled': 0.0, 'remaining': 2.0, } def mock_trade_6(fee, is_short: bool): """ Simulate prod entry with open exit order """ trade = Trade( pair='LTC/BTC', stake_amount=0.001, amount=2.0, amount_requested=2.0, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5), fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, open_rate=0.15, exchange='binance', strategy='SampleStrategy', enter_tag='TEST2', open_order_id=f"prod_sell_{direc(is_short)}_6", timeframe=5, is_short=is_short ) o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', enter_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_6_sell(is_short), 'LTC/BTC', exit_side(is_short)) trade.orders.append(o) return trade def short_order(): return { 'id': '1236', 'symbol': 'ETC/BTC', 'status': 'closed', 'side': 'sell', 'type': 'limit', 'price': 0.123, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def exit_short_order(): return { 'id': '12367', 'symbol': 'ETC/BTC', 'status': 'closed', 'side': 'buy', 'type': 'limit', 'price': 0.128, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def short_trade(fee): """ 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=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=-0.04577376693766946, # close_profit_abs=-0.6925113200000013, exchange='binance', is_open=True, open_order_id='dry_run_exit_short_12345', strategy='DefaultStrategy', timeframe=5, sell_reason='sell_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), # close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), is_short=True ) o = Order.parse_from_ccxt_object(short_order(), 'ETC/BTC', 'sell') trade.orders.append(o) o = Order.parse_from_ccxt_object(exit_short_order(), 'ETC/BTC', 'sell') trade.orders.append(o) return trade def leverage_order(): return { 'id': '1237', 'symbol': 'DOGE/BTC', 'status': 'closed', 'side': 'buy', 'type': 'limit', 'price': 0.123, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, 'leverage': 5.0 } def leverage_order_sell(): return { 'id': '12368', 'symbol': 'DOGE/BTC', 'status': 'closed', 'side': 'sell', 'type': 'limit', 'price': 0.128, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, 'leverage': 5.0 } def leverage_trade(fee): """ 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: 615 crypto stake_amount: 15.129 base borrowed: 60.516 base leverage: 5 hours: 5 interest: borrowed * interest_rate * ceil(1 + hours/4) = 60.516 * 0.0005 * ceil(1 + 5/4) = 0.090774 base open_value: (amount * open_rate) + (amount * open_rate * fee) = (615.0 * 0.123) + (615.0 * 0.123 * 0.0025) = 75.83411249999999 close_value: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest = (615.0 * 0.128) - (615.0 * 0.128 * 0.0025) - 0.090774 = 78.432426 total_profit = close_value - open_value = 78.432426 - 75.83411249999999 = 2.5983135000000175 total_profit_percentage = ((close_value/open_value)-1) * leverage = ((78.432426/75.83411249999999)-1) * 5 = 0.1713156134055116 """ trade = Trade( pair='DOGE/BTC', stake_amount=15.129, amount=615.0, leverage=5.0, amount_requested=615.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, close_rate=0.128, close_profit=0.1713156134055116, close_profit_abs=2.5983135000000175, exchange='kraken', is_open=False, open_order_id='dry_run_leverage_buy_12368', strategy='DefaultStrategy', timeframe=5, sell_reason='sell_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300), close_date=datetime.now(tz=timezone.utc), interest_rate=0.0005 ) o = Order.parse_from_ccxt_object(leverage_order(), 'DOGE/BTC', 'sell') trade.orders.append(o) o = Order.parse_from_ccxt_object(leverage_order_sell(), 'DOGE/BTC', 'sell') trade.orders.append(o) return trade