131 lines
3.6 KiB
Python
131 lines
3.6 KiB
Python
import pytest
|
|
|
|
from freqtrade.enums import Collateral, TradingMode
|
|
from freqtrade.leverage import liquidation_price
|
|
|
|
|
|
# from freqtrade.exceptions import OperationalException
|
|
|
|
spot = TradingMode.SPOT
|
|
margin = TradingMode.MARGIN
|
|
futures = TradingMode.FUTURES
|
|
|
|
cross = Collateral.CROSS
|
|
isolated = Collateral.ISOLATED
|
|
|
|
|
|
@pytest.mark.parametrize('exchange_name,open_rate,is_short,leverage,trading_mode,collateral', [
|
|
# Bittrex
|
|
('bittrex', "2.0", False, "3.0", spot, None),
|
|
('bittrex', "2.0", False, "1.0", spot, cross),
|
|
('bittrex', "2.0", True, "3.0", spot, isolated),
|
|
# Binance
|
|
('binance', "2.0", False, "3.0", spot, None),
|
|
('binance', "2.0", False, "1.0", spot, cross),
|
|
('binance', "2.0", True, "3.0", spot, isolated),
|
|
# Kraken
|
|
('kraken', "2.0", False, "3.0", spot, None),
|
|
('kraken', "2.0", True, "3.0", spot, cross),
|
|
('kraken', "2.0", False, "1.0", spot, isolated),
|
|
# FTX
|
|
('ftx', "2.0", True, "3.0", spot, None),
|
|
('ftx', "2.0", False, "3.0", spot, cross),
|
|
('ftx', "2.0", False, "3.0", spot, isolated),
|
|
])
|
|
def test_liquidation_price_is_none(
|
|
exchange_name,
|
|
open_rate,
|
|
is_short,
|
|
leverage,
|
|
trading_mode,
|
|
collateral
|
|
):
|
|
assert liquidation_price(
|
|
exchange_name,
|
|
open_rate,
|
|
is_short,
|
|
leverage,
|
|
trading_mode,
|
|
collateral,
|
|
1535443.01,
|
|
71200.81144,
|
|
-56354.57,
|
|
135365.00,
|
|
3683.979,
|
|
1456.84,
|
|
0.10,
|
|
) is None
|
|
|
|
|
|
@pytest.mark.parametrize('exchange_name,open_rate,is_short,leverage,trading_mode,collateral', [
|
|
# Bittrex
|
|
('bittrex', "2.0", False, "3.0", margin, cross),
|
|
('bittrex', "2.0", False, "3.0", margin, isolated),
|
|
('bittrex', "2.0", False, "3.0", futures, cross),
|
|
('bittrex', "2.0", False, "3.0", futures, isolated),
|
|
# Binance
|
|
# Binance supports isolated margin, but freqtrade likely won't for a while on Binance
|
|
('binance', "2.0", True, "3.0", margin, isolated),
|
|
# Kraken
|
|
('kraken', "2.0", False, "1.0", margin, isolated),
|
|
('kraken', "2.0", False, "1.0", futures, isolated),
|
|
# FTX
|
|
('ftx', "2.0", False, "3.0", margin, isolated),
|
|
('ftx', "2.0", False, "3.0", futures, isolated),
|
|
])
|
|
def test_liquidation_price_exception_thrown(
|
|
exchange_name,
|
|
open_rate,
|
|
is_short,
|
|
leverage,
|
|
trading_mode,
|
|
collateral,
|
|
result
|
|
):
|
|
# TODO-lev assert exception is thrown
|
|
return # Here to avoid indent error, remove when implemented
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
('exchange_name,open_rate,is_short,leverage,trading_mode,collateral,wallet_balance,'
|
|
'maintenance_margin_ex_1,unrealized_pnl_ex_1,maintenance_amount_both,'
|
|
'position_1_both,entry_price_1_both,maintenance_margin_rate_both,liq_price'), [
|
|
# Binance
|
|
("binance", 0.0, False, 1, futures, cross, 1535443.01,
|
|
71200.81144, -56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1153.26)
|
|
# Kraken
|
|
# FTX
|
|
]
|
|
)
|
|
def test_liquidation_price(
|
|
exchange_name,
|
|
open_rate,
|
|
is_short,
|
|
leverage,
|
|
trading_mode,
|
|
collateral,
|
|
wallet_balance,
|
|
maintenance_margin_ex_1,
|
|
unrealized_pnl_ex_1,
|
|
maintenance_amount_both,
|
|
position_1_both,
|
|
entry_price_1_both,
|
|
maintenance_margin_rate_both,
|
|
liq_price
|
|
):
|
|
assert liquidation_price(
|
|
exchange_name,
|
|
open_rate,
|
|
is_short,
|
|
leverage,
|
|
trading_mode,
|
|
collateral,
|
|
wallet_balance,
|
|
maintenance_margin_ex_1,
|
|
unrealized_pnl_ex_1,
|
|
maintenance_amount_both,
|
|
position_1_both,
|
|
entry_price_1_both,
|
|
maintenance_margin_rate_both
|
|
) == liq_price
|