122 lines
3.9 KiB
Python
122 lines
3.9 KiB
Python
from math import isclose
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import pytest
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from freqtrade.enums import Collateral, TradingMode
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from freqtrade.leverage import liquidation_price
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# from freqtrade.exceptions import OperationalException
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spot = TradingMode.SPOT
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margin = TradingMode.MARGIN
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futures = TradingMode.FUTURES
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cross = Collateral.CROSS
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isolated = Collateral.ISOLATED
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@pytest.mark.parametrize('exchange_name,open_rate,is_short,leverage,trading_mode,collateral', [
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# Bittrex
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('bittrex', "2.0", False, "3.0", spot, None),
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('bittrex', "2.0", False, "1.0", spot, cross),
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('bittrex', "2.0", True, "3.0", spot, isolated),
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# Binance
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('binance', "2.0", False, "3.0", spot, None),
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('binance', "2.0", False, "1.0", spot, cross),
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('binance', "2.0", True, "3.0", spot, isolated),
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# Kraken
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('kraken', "2.0", False, "3.0", spot, None),
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('kraken', "2.0", True, "3.0", spot, cross),
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('kraken', "2.0", False, "1.0", spot, isolated),
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# FTX
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('ftx', "2.0", True, "3.0", spot, None),
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('ftx', "2.0", False, "3.0", spot, cross),
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('ftx', "2.0", False, "3.0", spot, isolated),
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])
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def test_liquidation_price_is_none(
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exchange_name,
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open_rate,
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is_short,
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leverage,
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trading_mode,
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collateral
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):
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assert liquidation_price(
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exchange_name,
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open_rate,
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is_short,
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leverage,
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trading_mode,
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collateral,
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1535443.01,
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71200.81144,
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-56354.57,
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135365.00,
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3683.979,
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0.10,
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) is None
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@pytest.mark.parametrize('exchange_name,open_rate,is_short,leverage,trading_mode,collateral', [
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# Bittrex
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('bittrex', "2.0", False, "3.0", margin, cross),
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('bittrex', "2.0", False, "3.0", margin, isolated),
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('bittrex', "2.0", False, "3.0", futures, cross),
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('bittrex', "2.0", False, "3.0", futures, isolated),
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# Binance
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# Binance supports isolated margin, but freqtrade likely won't for a while on Binance
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('binance', "2.0", True, "3.0", margin, isolated),
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# Kraken
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('kraken', "2.0", False, "1.0", margin, isolated),
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('kraken', "2.0", False, "1.0", futures, isolated),
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# FTX
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('ftx', "2.0", False, "3.0", margin, isolated),
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('ftx', "2.0", False, "3.0", futures, isolated),
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])
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def test_liquidation_price_exception_thrown(
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exchange_name,
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open_rate,
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is_short,
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leverage,
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trading_mode,
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collateral,
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result
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):
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# TODO-lev assert exception is thrown
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return # Here to avoid indent error, remove when implemented
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@pytest.mark.parametrize(
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'exchange_name, is_short, leverage, trading_mode, collateral, wallet_balance, '
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'mm_ex_1, upnl_ex_1, maintenance_amt, position, open_rate, '
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'mm_ratio, expected',
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[
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("binance", False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 0.0,
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0.0, 135365.00, 3683.979, 1456.84, 0.10, 1114.78),
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("binance", False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 0.0,
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0.0, 16300.000, 109.488, 32481.980, 0.025, 18778.73),
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("binance", False, 1, TradingMode.FUTURES, Collateral.CROSS, 1535443.01, 71200.81144,
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-56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1153.26),
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("binance", False, 1, TradingMode.FUTURES, Collateral.CROSS, 1535443.01, 356512.508,
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-448192.89, 16300.000, 109.488, 32481.980, 0.025, 26316.89)
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])
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def test_liquidation_price(
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exchange_name, open_rate, is_short, leverage, trading_mode, collateral, wallet_balance,
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mm_ex_1, upnl_ex_1, maintenance_amt, position, mm_ratio, expected
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):
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assert isclose(round(liquidation_price(
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exchange_name=exchange_name,
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open_rate=open_rate,
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is_short=is_short,
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leverage=leverage,
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trading_mode=trading_mode,
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collateral=collateral,
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wallet_balance=wallet_balance,
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mm_ex_1=mm_ex_1,
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upnl_ex_1=upnl_ex_1,
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maintenance_amt=maintenance_amt,
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position=position,
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mm_ratio=mm_ratio
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), 2), expected)
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