389 lines
10 KiB
Python
389 lines
10 KiB
Python
from datetime import datetime, timedelta, timezone
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from freqtrade.persistence.models import Order, Trade
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MOCK_TRADE_COUNT = 6
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def entry_side(is_short: bool):
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return "sell" if is_short else "buy"
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def exit_side(is_short: bool):
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return "buy" if is_short else "sell"
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def direc(is_short: bool):
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return "short" if is_short else "long"
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def mock_order_usdt_1(is_short: bool):
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return {
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'id': f'prod_entry_1_{direc(is_short)}',
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'symbol': 'LTC/USDT',
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'status': 'closed',
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'side': entry_side(is_short),
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'type': 'limit',
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'price': 10.0,
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'amount': 2.0,
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'filled': 2.0,
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'remaining': 0.0,
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}
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def mock_order_usdt_1_exit(is_short: bool):
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return {
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'id': f'prod_exit_1_{direc(is_short)}',
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'symbol': 'LTC/USDT',
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'status': 'closed',
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'side': exit_side(is_short),
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'type': 'limit',
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'price': 8.0,
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'amount': 2.0,
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'filled': 2.0,
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'remaining': 0.0,
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}
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def mock_trade_usdt_1(fee, is_short: bool):
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"""
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Simulate prod entry with open sell order
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"""
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trade = Trade(
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pair='LTC/USDT',
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stake_amount=20.0,
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amount=2.0,
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amount_requested=2.0,
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open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20),
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close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5),
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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is_open=False,
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open_rate=10.0,
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close_rate=8.0,
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close_profit=-0.2,
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close_profit_abs=-4.0,
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exchange='binance',
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strategy='SampleStrategy',
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open_order_id=f'prod_exit_1_{direc(is_short)}',
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), 'LTC/USDT', entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(mock_order_usdt_1_exit(is_short),
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'LTC/USDT', exit_side(is_short))
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trade.orders.append(o)
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return trade
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def mock_order_usdt_2(is_short: bool):
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return {
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'id': f'1235_{direc(is_short)}',
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'symbol': 'ETC/USDT',
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'status': 'closed',
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'side': entry_side(is_short),
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'type': 'limit',
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'price': 2.0,
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'amount': 100.0,
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'filled': 100.0,
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'remaining': 0.0,
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}
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def mock_order_usdt_2_exit(is_short: bool):
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return {
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'id': f'12366_{direc(is_short)}',
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'symbol': 'ETC/USDT',
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'status': 'closed',
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'side': exit_side(is_short),
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'type': 'limit',
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'price': 2.05,
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'amount': 100.0,
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'filled': 100.0,
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'remaining': 0.0,
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}
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def mock_trade_usdt_2(fee, is_short: bool):
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"""
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Closed trade...
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"""
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trade = Trade(
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pair='ETC/USDT',
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stake_amount=200.0,
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amount=100.0,
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amount_requested=100.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=2.0,
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close_rate=2.05,
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close_profit=0.05,
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close_profit_abs=3.9875,
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exchange='binance',
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is_open=False,
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open_order_id=f'12366_{direc(is_short)}',
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strategy='StrategyTestV2',
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timeframe=5,
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enter_tag='TEST1',
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exit_reason='exit_signal',
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), 'ETC/USDT', entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(
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mock_order_usdt_2_exit(is_short), 'ETC/USDT', exit_side(is_short))
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trade.orders.append(o)
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return trade
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def mock_order_usdt_3(is_short: bool):
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return {
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'id': f'41231a12a_{direc(is_short)}',
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'symbol': 'XRP/USDT',
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'status': 'closed',
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'side': entry_side(is_short),
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'type': 'limit',
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'price': 1.0,
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'amount': 30.0,
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'filled': 30.0,
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'remaining': 0.0,
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}
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def mock_order_usdt_3_exit(is_short: bool):
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return {
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'id': f'41231a666a_{direc(is_short)}',
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'symbol': 'XRP/USDT',
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'status': 'closed',
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'side': exit_side(is_short),
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'type': 'stop_loss_limit',
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'price': 1.1,
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'average': 1.1,
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'amount': 30.0,
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'filled': 30.0,
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'remaining': 0.0,
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}
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def mock_trade_usdt_3(fee, is_short: bool):
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"""
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Closed trade
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"""
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trade = Trade(
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pair='XRP/USDT',
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stake_amount=30.0,
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amount=30.0,
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amount_requested=30.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=1.0,
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close_rate=1.1,
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close_profit=0.1,
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close_profit_abs=9.8425,
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exchange='binance',
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is_open=False,
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strategy='StrategyTestV2',
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timeframe=5,
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enter_tag='TEST3',
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exit_reason='roi',
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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close_date=datetime.now(tz=timezone.utc),
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_3(is_short), 'XRP/USDT', entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(mock_order_usdt_3_exit(is_short),
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'XRP/USDT', exit_side(is_short))
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trade.orders.append(o)
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return trade
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def mock_order_usdt_4(is_short: bool):
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return {
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'id': f'prod_buy_12345_{direc(is_short)}',
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'symbol': 'ETC/USDT',
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'status': 'open',
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'side': entry_side(is_short),
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'type': 'limit',
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'price': 2.0,
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'amount': 10.0,
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'filled': 0.0,
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'remaining': 30.0,
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}
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def mock_trade_usdt_4(fee, is_short: bool):
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"""
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Simulate prod entry
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"""
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trade = Trade(
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pair='ETC/USDT',
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stake_amount=20.0,
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amount=10.0,
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amount_requested=10.01,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
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is_open=True,
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open_rate=2.0,
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exchange='binance',
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open_order_id=f'prod_buy_12345_{direc(is_short)}',
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strategy='StrategyTestV2',
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), 'ETC/USDT', entry_side(is_short))
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trade.orders.append(o)
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return trade
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def mock_order_usdt_5(is_short: bool):
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return {
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'id': f'prod_buy_3455_{direc(is_short)}',
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'symbol': 'XRP/USDT',
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'status': 'closed',
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'side': entry_side(is_short),
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'type': 'limit',
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'price': 2.0,
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'amount': 10.0,
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'filled': 10.0,
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'remaining': 0.0,
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}
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def mock_order_usdt_5_stoploss(is_short: bool):
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return {
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'id': f'prod_stoploss_3455_{direc(is_short)}',
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'symbol': 'XRP/USDT',
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'status': 'open',
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'side': exit_side(is_short),
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'type': 'stop_loss_limit',
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'price': 2.0,
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'amount': 10.0,
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'filled': 0.0,
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'remaining': 30.0,
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}
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def mock_trade_usdt_5(fee, is_short: bool):
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"""
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Simulate prod entry with stoploss
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"""
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trade = Trade(
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pair='XRP/USDT',
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stake_amount=20.0,
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amount=10.0,
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amount_requested=10.01,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
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is_open=True,
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open_rate=2.0,
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exchange='binance',
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strategy='SampleStrategy',
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stoploss_order_id=f'prod_stoploss_3455_{direc(is_short)}',
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_5(is_short), 'XRP/USDT', entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(is_short), 'XRP/USDT', 'stoploss')
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trade.orders.append(o)
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return trade
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def mock_order_usdt_6(is_short: bool):
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return {
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'id': f'prod_entry_6_{direc(is_short)}',
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'symbol': 'LTC/USDT',
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'status': 'closed',
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'side': entry_side(is_short),
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'type': 'limit',
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'price': 10.0,
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'amount': 2.0,
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'filled': 2.0,
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'remaining': 0.0,
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}
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def mock_order_usdt_6_exit(is_short: bool):
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return {
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'id': f'prod_exit_6_{direc(is_short)}',
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'symbol': 'LTC/USDT',
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'status': 'open',
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'side': exit_side(is_short),
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'type': 'limit',
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'price': 12.0,
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'amount': 2.0,
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'filled': 0.0,
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'remaining': 2.0,
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}
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def mock_trade_usdt_6(fee, is_short: bool):
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"""
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Simulate prod entry with open sell order
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"""
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trade = Trade(
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pair='LTC/USDT',
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stake_amount=20.0,
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amount=2.0,
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amount_requested=2.0,
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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is_open=True,
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open_rate=10.0,
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exchange='binance',
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strategy='SampleStrategy',
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open_order_id=f'prod_exit_6_{direc(is_short)}',
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_6(is_short), 'LTC/USDT', entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(mock_order_usdt_6_exit(is_short),
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'LTC/USDT', exit_side(is_short))
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trade.orders.append(o)
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return trade
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def mock_order_usdt_7(is_short: bool):
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return {
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'id': f'1234_{direc(is_short)}',
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'symbol': 'ADA/USDT',
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'status': 'closed',
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'side': entry_side(is_short),
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'type': 'limit',
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'price': 2.0,
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'amount': 10.0,
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'filled': 10.0,
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'remaining': 0.0,
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}
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def mock_trade_usdt_7(fee, is_short: bool):
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trade = Trade(
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pair='ADA/USDT',
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stake_amount=20.0,
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amount=10.0,
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amount_requested=10.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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is_open=True,
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
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open_rate=2.0,
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exchange='binance',
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open_order_id=f'1234_{direc(is_short)}',
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strategy='StrategyTestV2',
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), 'ADA/USDT', entry_side(is_short))
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trade.orders.append(o)
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return trade
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