389 lines
10 KiB
Python
389 lines
10 KiB
Python
from datetime import datetime, timedelta, timezone
|
|
|
|
from freqtrade.persistence.models import Order, Trade
|
|
|
|
|
|
MOCK_TRADE_COUNT = 6
|
|
|
|
|
|
def entry_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_usdt_1(is_short: bool):
|
|
return {
|
|
'id': f'prod_entry_1_{direc(is_short)}',
|
|
'symbol': 'LTC/USDT',
|
|
'status': 'closed',
|
|
'side': entry_side(is_short),
|
|
'type': 'limit',
|
|
'price': 10.0,
|
|
'amount': 2.0,
|
|
'filled': 2.0,
|
|
'remaining': 0.0,
|
|
}
|
|
|
|
|
|
def mock_order_usdt_1_exit(is_short: bool):
|
|
return {
|
|
'id': f'prod_exit_1_{direc(is_short)}',
|
|
'symbol': 'LTC/USDT',
|
|
'status': 'closed',
|
|
'side': exit_side(is_short),
|
|
'type': 'limit',
|
|
'price': 8.0,
|
|
'amount': 2.0,
|
|
'filled': 2.0,
|
|
'remaining': 0.0,
|
|
}
|
|
|
|
|
|
def mock_trade_usdt_1(fee, is_short: bool):
|
|
"""
|
|
Simulate prod entry with open sell order
|
|
"""
|
|
trade = Trade(
|
|
pair='LTC/USDT',
|
|
stake_amount=20.0,
|
|
amount=2.0,
|
|
amount_requested=2.0,
|
|
open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20),
|
|
close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5),
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
is_open=False,
|
|
open_rate=10.0,
|
|
close_rate=8.0,
|
|
close_profit=-0.2,
|
|
close_profit_abs=-4.09,
|
|
exchange='binance',
|
|
strategy='SampleStrategy',
|
|
open_order_id=f'prod_exit_1_{direc(is_short)}',
|
|
timeframe=5,
|
|
is_short=is_short,
|
|
)
|
|
o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), 'LTC/USDT', entry_side(is_short))
|
|
trade.orders.append(o)
|
|
o = Order.parse_from_ccxt_object(mock_order_usdt_1_exit(is_short),
|
|
'LTC/USDT', exit_side(is_short))
|
|
trade.orders.append(o)
|
|
return trade
|
|
|
|
|
|
def mock_order_usdt_2(is_short: bool):
|
|
return {
|
|
'id': f'1235_{direc(is_short)}',
|
|
'symbol': 'NEO/USDT',
|
|
'status': 'closed',
|
|
'side': entry_side(is_short),
|
|
'type': 'limit',
|
|
'price': 2.0,
|
|
'amount': 100.0,
|
|
'filled': 100.0,
|
|
'remaining': 0.0,
|
|
}
|
|
|
|
|
|
def mock_order_usdt_2_exit(is_short: bool):
|
|
return {
|
|
'id': f'12366_{direc(is_short)}',
|
|
'symbol': 'NEO/USDT',
|
|
'status': 'closed',
|
|
'side': exit_side(is_short),
|
|
'type': 'limit',
|
|
'price': 2.05,
|
|
'amount': 100.0,
|
|
'filled': 100.0,
|
|
'remaining': 0.0,
|
|
}
|
|
|
|
|
|
def mock_trade_usdt_2(fee, is_short: bool):
|
|
"""
|
|
Closed trade...
|
|
"""
|
|
trade = Trade(
|
|
pair='NEO/USDT',
|
|
stake_amount=200.0,
|
|
amount=100.0,
|
|
amount_requested=100.0,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_rate=2.0,
|
|
close_rate=2.05,
|
|
close_profit=0.05,
|
|
close_profit_abs=3.9875,
|
|
exchange='binance',
|
|
is_open=False,
|
|
open_order_id=f'12366_{direc(is_short)}',
|
|
strategy='StrategyTestV2',
|
|
timeframe=5,
|
|
enter_tag='TEST1',
|
|
exit_reason='exit_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_usdt_2(is_short), 'NEO/USDT', entry_side(is_short))
|
|
trade.orders.append(o)
|
|
o = Order.parse_from_ccxt_object(
|
|
mock_order_usdt_2_exit(is_short), 'NEO/USDT', exit_side(is_short))
|
|
trade.orders.append(o)
|
|
return trade
|
|
|
|
|
|
def mock_order_usdt_3(is_short: bool):
|
|
return {
|
|
'id': f'41231a12a_{direc(is_short)}',
|
|
'symbol': 'XRP/USDT',
|
|
'status': 'closed',
|
|
'side': entry_side(is_short),
|
|
'type': 'limit',
|
|
'price': 1.0,
|
|
'amount': 30.0,
|
|
'filled': 30.0,
|
|
'remaining': 0.0,
|
|
}
|
|
|
|
|
|
def mock_order_usdt_3_exit(is_short: bool):
|
|
return {
|
|
'id': f'41231a666a_{direc(is_short)}',
|
|
'symbol': 'XRP/USDT',
|
|
'status': 'closed',
|
|
'side': exit_side(is_short),
|
|
'type': 'stop_loss_limit',
|
|
'price': 1.1,
|
|
'average': 1.1,
|
|
'amount': 30.0,
|
|
'filled': 30.0,
|
|
'remaining': 0.0,
|
|
}
|
|
|
|
|
|
def mock_trade_usdt_3(fee, is_short: bool):
|
|
"""
|
|
Closed trade
|
|
"""
|
|
trade = Trade(
|
|
pair='XRP/USDT',
|
|
stake_amount=30.0,
|
|
amount=30.0,
|
|
amount_requested=30.0,
|
|
fee_open=fee.return_value,
|
|
fee_close=fee.return_value,
|
|
open_rate=1.0,
|
|
close_rate=1.1,
|
|
close_profit=0.1,
|
|
close_profit_abs=2.8425,
|
|
exchange='binance',
|
|
is_open=False,
|
|
strategy='StrategyTestV2',
|
|
timeframe=5,
|
|
enter_tag='TEST3',
|
|
exit_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_usdt_3(is_short), 'XRP/USDT', entry_side(is_short))
|
|
trade.orders.append(o)
|
|
o = Order.parse_from_ccxt_object(mock_order_usdt_3_exit(is_short),
|
|
'XRP/USDT', exit_side(is_short))
|
|
trade.orders.append(o)
|
|
return trade
|
|
|
|
|
|
def mock_order_usdt_4(is_short: bool):
|
|
return {
|
|
'id': f'prod_buy_12345_{direc(is_short)}',
|
|
'symbol': 'NEO/USDT',
|
|
'status': 'open',
|
|
'side': entry_side(is_short),
|
|
'type': 'limit',
|
|
'price': 2.0,
|
|
'amount': 10.0,
|
|
'filled': 0.0,
|
|
'remaining': 30.0,
|
|
}
|
|
|
|
|
|
def mock_trade_usdt_4(fee, is_short: bool):
|
|
"""
|
|
Simulate prod entry
|
|
"""
|
|
trade = Trade(
|
|
pair='NEO/USDT',
|
|
stake_amount=20.0,
|
|
amount=10.0,
|
|
amount_requested=10.01,
|
|
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=2.0,
|
|
exchange='binance',
|
|
open_order_id=f'prod_buy_12345_{direc(is_short)}',
|
|
strategy='StrategyTestV2',
|
|
timeframe=5,
|
|
is_short=is_short,
|
|
)
|
|
o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), 'NEO/USDT', entry_side(is_short))
|
|
trade.orders.append(o)
|
|
return trade
|
|
|
|
|
|
def mock_order_usdt_5(is_short: bool):
|
|
return {
|
|
'id': f'prod_buy_3455_{direc(is_short)}',
|
|
'symbol': 'XRP/USDT',
|
|
'status': 'closed',
|
|
'side': entry_side(is_short),
|
|
'type': 'limit',
|
|
'price': 2.0,
|
|
'amount': 10.0,
|
|
'filled': 10.0,
|
|
'remaining': 0.0,
|
|
}
|
|
|
|
|
|
def mock_order_usdt_5_stoploss(is_short: bool):
|
|
return {
|
|
'id': f'prod_stoploss_3455_{direc(is_short)}',
|
|
'symbol': 'XRP/USDT',
|
|
'status': 'open',
|
|
'side': exit_side(is_short),
|
|
'type': 'stop_loss_limit',
|
|
'price': 2.0,
|
|
'amount': 10.0,
|
|
'filled': 0.0,
|
|
'remaining': 30.0,
|
|
}
|
|
|
|
|
|
def mock_trade_usdt_5(fee, is_short: bool):
|
|
"""
|
|
Simulate prod entry with stoploss
|
|
"""
|
|
trade = Trade(
|
|
pair='XRP/USDT',
|
|
stake_amount=20.0,
|
|
amount=10.0,
|
|
amount_requested=10.01,
|
|
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=2.0,
|
|
exchange='binance',
|
|
strategy='SampleStrategy',
|
|
stoploss_order_id=f'prod_stoploss_3455_{direc(is_short)}',
|
|
timeframe=5,
|
|
is_short=is_short,
|
|
)
|
|
o = Order.parse_from_ccxt_object(mock_order_usdt_5(is_short), 'XRP/USDT', entry_side(is_short))
|
|
trade.orders.append(o)
|
|
o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(is_short), 'XRP/USDT', 'stoploss')
|
|
trade.orders.append(o)
|
|
return trade
|
|
|
|
|
|
def mock_order_usdt_6(is_short: bool):
|
|
return {
|
|
'id': f'prod_entry_6_{direc(is_short)}',
|
|
'symbol': 'LTC/USDT',
|
|
'status': 'closed',
|
|
'side': entry_side(is_short),
|
|
'type': 'limit',
|
|
'price': 10.0,
|
|
'amount': 2.0,
|
|
'filled': 2.0,
|
|
'remaining': 0.0,
|
|
}
|
|
|
|
|
|
def mock_order_usdt_6_exit(is_short: bool):
|
|
return {
|
|
'id': f'prod_exit_6_{direc(is_short)}',
|
|
'symbol': 'LTC/USDT',
|
|
'status': 'open',
|
|
'side': exit_side(is_short),
|
|
'type': 'limit',
|
|
'price': 12.0,
|
|
'amount': 2.0,
|
|
'filled': 0.0,
|
|
'remaining': 2.0,
|
|
}
|
|
|
|
|
|
def mock_trade_usdt_6(fee, is_short: bool):
|
|
"""
|
|
Simulate prod entry with open sell order
|
|
"""
|
|
trade = Trade(
|
|
pair='LTC/USDT',
|
|
stake_amount=20.0,
|
|
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=10.0,
|
|
exchange='binance',
|
|
strategy='SampleStrategy',
|
|
open_order_id=f'prod_exit_6_{direc(is_short)}',
|
|
timeframe=5,
|
|
is_short=is_short,
|
|
)
|
|
o = Order.parse_from_ccxt_object(mock_order_usdt_6(is_short), 'LTC/USDT', entry_side(is_short))
|
|
trade.orders.append(o)
|
|
o = Order.parse_from_ccxt_object(mock_order_usdt_6_exit(is_short),
|
|
'LTC/USDT', exit_side(is_short))
|
|
trade.orders.append(o)
|
|
return trade
|
|
|
|
|
|
def mock_order_usdt_7(is_short: bool):
|
|
return {
|
|
'id': f'1234_{direc(is_short)}',
|
|
'symbol': 'ADA/USDT',
|
|
'status': 'closed',
|
|
'side': entry_side(is_short),
|
|
'type': 'limit',
|
|
'price': 2.0,
|
|
'amount': 10.0,
|
|
'filled': 10.0,
|
|
'remaining': 0.0,
|
|
}
|
|
|
|
|
|
def mock_trade_usdt_7(fee, is_short: bool):
|
|
trade = Trade(
|
|
pair='ADA/USDT',
|
|
stake_amount=20.0,
|
|
amount=10.0,
|
|
amount_requested=10.0,
|
|
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=2.0,
|
|
exchange='binance',
|
|
open_order_id=f'1234_{direc(is_short)}',
|
|
strategy='StrategyTestV2',
|
|
timeframe=5,
|
|
is_short=is_short,
|
|
)
|
|
o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), 'ADA/USDT', entry_side(is_short))
|
|
trade.orders.append(o)
|
|
return trade
|