from datetime import datetime, timedelta, timezone from freqtrade.persistence.models import Order, Trade MOCK_TRADE_COUNT = 6 def mock_order_1(): return { 'id': '1234', 'symbol': 'ETH/BTC', 'status': 'closed', 'side': 'buy', 'type': 'limit', 'price': 0.123, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_trade_1(fee): 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='dry_run_buy_12345', strategy='DefaultStrategy', timeframe=5, ) o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy') trade.orders.append(o) return trade def mock_order_2(): return { 'id': '1235', 'symbol': 'ETC/BTC', 'status': 'closed', 'side': 'buy', 'type': 'limit', 'price': 0.123, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_order_2_sell(): return { 'id': '12366', 'symbol': 'ETC/BTC', 'status': 'closed', 'side': 'sell', 'type': 'limit', 'price': 0.128, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_trade_2(fee): """ 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, close_profit_abs=0.000584127, exchange='binance', is_open=False, open_order_id='dry_run_sell_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), ) o = Order.parse_from_ccxt_object(mock_order_2(), 'ETC/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_2_sell(), 'ETC/BTC', 'sell') trade.orders.append(o) return trade def mock_order_3(): return { 'id': '41231a12a', 'symbol': 'XRP/BTC', 'status': 'closed', 'side': 'buy', 'type': 'limit', 'price': 0.05, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_order_3_sell(): return { 'id': '41231a666a', 'symbol': 'XRP/BTC', 'status': 'closed', 'side': 'sell', 'type': 'stop_loss_limit', 'price': 0.06, 'average': 0.06, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_trade_3(fee): """ 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, close_profit_abs=0.000155, exchange='binance', is_open=False, strategy='DefaultStrategy', timeframe=5, sell_reason='roi', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc), ) o = Order.parse_from_ccxt_object(mock_order_3(), 'XRP/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_3_sell(), 'XRP/BTC', 'sell') trade.orders.append(o) return trade def mock_order_4(): return { 'id': 'prod_buy_12345', 'symbol': 'ETC/BTC', 'status': 'open', 'side': 'buy', 'type': 'limit', 'price': 0.123, 'amount': 123.0, 'filled': 0.0, 'remaining': 123.0, } def mock_trade_4(fee): """ 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='prod_buy_12345', strategy='DefaultStrategy', timeframe=5, ) o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy') trade.orders.append(o) return trade def mock_order_5(): return { 'id': 'prod_buy_3455', 'symbol': 'XRP/BTC', 'status': 'closed', 'side': 'buy', 'type': 'limit', 'price': 0.123, 'amount': 123.0, 'filled': 123.0, 'remaining': 0.0, } def mock_order_5_stoploss(): return { 'id': 'prod_stoploss_3455', 'symbol': 'XRP/BTC', 'status': 'open', 'side': 'sell', 'type': 'stop_loss_limit', 'price': 0.123, 'amount': 123.0, 'filled': 0.0, 'remaining': 123.0, } def mock_trade_5(fee): """ 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', stoploss_order_id='prod_stoploss_3455', timeframe=5, ) o = Order.parse_from_ccxt_object(mock_order_5(), 'XRP/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_5_stoploss(), 'XRP/BTC', 'stoploss') trade.orders.append(o) return trade def mock_order_6(): return { 'id': 'prod_buy_6', 'symbol': 'LTC/BTC', 'status': 'closed', 'side': 'buy', 'type': 'limit', 'price': 0.15, 'amount': 2.0, 'filled': 2.0, 'remaining': 0.0, } def mock_order_6_sell(): return { 'id': 'prod_sell_6', 'symbol': 'LTC/BTC', 'status': 'open', 'side': 'sell', 'type': 'limit', 'price': 0.20, 'amount': 2.0, 'filled': 0.0, 'remaining': 2.0, } def mock_trade_6(fee): """ Simulate prod entry with open sell 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', open_order_id="prod_sell_6", timeframe=5, ) o = Order.parse_from_ccxt_object(mock_order_6(), 'LTC/BTC', 'buy') trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_6_sell(), 'LTC/BTC', 'sell') 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', # TODO-mg: Update to exit/close reason open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), # close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), # borrowed= 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, } 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_sell_12345', strategy='DefaultStrategy', timeframe=5, sell_reason='sell_signal', # TODO-mg: Update to exit/close reason 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