694 lines
25 KiB
Python
694 lines
25 KiB
Python
import logging
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from datetime import datetime, timedelta, timezone
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from pathlib import Path
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from types import FunctionType
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from unittest.mock import MagicMock
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import arrow
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import pytest
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from math import isclose
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from sqlalchemy import create_engine, inspect, text
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from freqtrade import constants
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from freqtrade.exceptions import DependencyException, OperationalException
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from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
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from tests.conftest import create_mock_trades, log_has, log_has_re
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@pytest.mark.usefixtures("init_persistence")
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def test_update_with_binance(limit_short_order, limit_exit_short_order, fee, ten_minutes_ago, caplog):
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"""
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10 minute short limit trade on binance
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Short trade
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fee: 0.25% base
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interest_rate: 0.05% per day
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open_rate: 0.00001173 base
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close_rate: 0.00001099 base
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amount: 90.99181073 crypto
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borrowed: 90.99181073 crypto
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time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day)
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interest: borrowed * interest_rate * time-periods
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= 90.99181073 * 0.0005 * 1/24 = 0.0018956627235416667 crypto
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open_value: (amount * open_rate) - (amount * open_rate * fee)
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= 90.99181073 * 0.00001173 - 90.99181073 * 0.00001173 * 0.0025
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= 0.0010646656050132426
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amount_closed: amount + interest = 90.99181073 + 0.0018956627235416667 = 90.99370639272354
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close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
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= (90.99370639272354 * 0.00001099) + (90.99370639272354 * 0.00001099 * 0.0025)
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= 0.0010025208853391716
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total_profit = open_value - close_value
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= 0.0010646656050132426 - 0.0010025208853391716
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= 0.00006214471967407108
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total_profit_percentage = (open_value/close_value) - 1
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= (0.0010646656050132426/0.0010025208853391716)-1
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= 0.06198845388946328
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"""
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trade = Trade(
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id=2,
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pair='ETH/BTC',
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stake_amount=0.001,
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open_rate=0.01,
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amount=5,
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is_open=True,
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open_date=ten_minutes_ago,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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# borrowed=90.99181073,
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exchange='binance'
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)
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#assert trade.open_order_id is None
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assert trade.close_profit is None
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assert trade.close_date is None
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assert trade.borrowed is None
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assert trade.is_short is None
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#trade.open_order_id = 'something'
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trade.update(limit_short_order)
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#assert trade.open_order_id is None
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assert trade.open_rate == 0.00001173
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assert trade.close_profit is None
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assert trade.close_date is None
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assert trade.borrowed == 90.99181073
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assert trade.is_short is True
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assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
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r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001173, open_since=.*\).",
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caplog)
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caplog.clear()
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#trade.open_order_id = 'something'
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trade.update(limit_exit_short_order)
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#assert trade.open_order_id is None
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assert trade.close_rate == 0.00001099
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assert trade.close_profit == 0.06198845
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assert trade.close_date is not None
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assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
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r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001173, open_since=.*\).",
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caplog)
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@pytest.mark.usefixtures("init_persistence")
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def test_update_market_order(
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market_short_order,
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market_exit_short_order,
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fee,
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ten_minutes_ago,
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caplog
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):
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"""
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10 minute short market trade on Kraken at 3x leverage
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Short trade
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fee: 0.25% base
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interest_rate: 0.05% per 4 hrs
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open_rate: 0.00004173 base
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close_rate: 0.00004099 base
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amount: 91.99181073 * leverage(3) = 275.97543219 crypto
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borrowed: 275.97543219 crypto
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time-periods: 10 minutes(rounds up to 1 time-period of 4hrs)
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interest: borrowed * interest_rate * time-periods
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= 275.97543219 * 0.0005 * 1 = 0.137987716095 crypto
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open_value: (amount * open_rate) - (amount * open_rate * fee)
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= 275.97543219 * 0.00004173 - 275.97543219 * 0.00004173 * 0.0025
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= 0.011487663648325479
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amount_closed: amount + interest = 275.97543219 + 0.137987716095 = 276.113419906095
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close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
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= (276.113419906095 * 0.00004099) + (276.113419906095 * 0.00004099 * 0.0025)
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= 0.01134618380465571
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total_profit = open_value - close_value
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= 0.011487663648325479 - 0.01134618380465571
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= 0.00014147984366976937
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total_profit_percentage = (open_value/close_value) - 1
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= (0.011487663648325479/0.01134618380465571)-1
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= 0.012469377026284034
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"""
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trade = Trade(
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id=1,
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pair='ETH/BTC',
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stake_amount=0.001,
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amount=5,
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open_rate=0.01,
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is_open=True,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_date=ten_minutes_ago,
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exchange='kraken'
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)
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trade.open_order_id = 'something'
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trade.update(market_short_order)
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assert trade.leverage == 3.0
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assert trade.is_short == True
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assert trade.open_order_id is None
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assert trade.open_rate == 0.00004173
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assert trade.close_profit is None
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assert trade.close_date is None
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assert trade.interest_rate == 0.0005
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# TODO: Uncomment the next assert and make it work.
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# The logger also has the exact same but there's some spacing in there
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# assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
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# r"pair=ETH/BTC, amount=275.97543219, open_rate=0.00004173, open_since=.*\).",
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# caplog)
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caplog.clear()
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trade.is_open = True
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trade.open_order_id = 'something'
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trade.update(market_exit_short_order)
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assert trade.open_order_id is None
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assert trade.close_rate == 0.00004099
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assert trade.close_profit == 0.01246938
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assert trade.close_date is not None
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# TODO: The amount should maybe be the opening amount + the interest
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# TODO: Uncomment the next assert and make it work.
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# The logger also has the exact same but there's some spacing in there
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# assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
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# r"pair=ETH/BTC, amount=275.97543219, open_rate=0.00004099, open_since=.*\).",
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# caplog)
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# TODO-mg: create a leveraged long order
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_open_close_trade_price(limit_short_order, limit_exit_short_order, five_hours_ago, fee):
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"""
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5 hour short trade on Binance
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Short trade
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fee: 0.25% base
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interest_rate: 0.05% per day
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open_rate: 0.00001173 base
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close_rate: 0.00001099 base
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amount: 90.99181073 crypto
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borrowed: 90.99181073 crypto
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time-periods: 5 hours = 5/24
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interest: borrowed * interest_rate * time-periods
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= 90.99181073 * 0.0005 * 5/24 = 0.009478313617708333 crypto
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open_value: (amount * open_rate) - (amount * open_rate * fee)
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= 90.99181073 * 0.00001173 - 90.99181073 * 0.00001173 * 0.0025
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= 0.0010646656050132426
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amount_closed: amount + interest = 90.99181073 + 0.009478313617708333 = 91.0012890436177
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close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
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= (91.0012890436177 * 0.00001099) + (91.0012890436177 * 0.00001099 * 0.0025)
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= 0.001002604427005832
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total_profit = open_value - close_value
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= 0.0010646656050132426 - 0.001002604427005832
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= 0.00006206117800741065
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total_profit_percentage = (open_value/close_value) - 1
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= (0.0010646656050132426/0.0010025208853391716)-1
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= 0.06189996406932852
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"""
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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open_rate=0.01,
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amount=5,
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open_date=five_hours_ago,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='binance'
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)
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trade.open_order_id = 'something'
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trade.update(limit_short_order)
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assert trade._calc_open_trade_value() == 0.0010646656050132426
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trade.update(limit_exit_short_order)
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assert isclose(trade.calc_close_trade_value(), 0.001002604427005832)
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# Profit in BTC
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assert isclose(trade.calc_profit(), 0.00006206)
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#Profit in percent
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assert isclose(trade.calc_profit_ratio(), 0.06189996)
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@pytest.mark.usefixtures("init_persistence")
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def test_trade_close(fee, five_hours_ago):
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"""
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Five hour short trade on Kraken at 3x leverage
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Short trade
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Exchange: Kraken
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fee: 0.25% base
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interest_rate: 0.05% per 4 hours
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open_rate: 0.02 base
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close_rate: 0.01 base
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leverage: 3.0
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amount: 5 * 3 = 15 crypto
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borrowed: 15 crypto
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time-periods: 5 hours = 5/4
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interest: borrowed * interest_rate * time-periods
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= 15 * 0.0005 * 5/4 = 0.009375 crypto
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open_value: (amount * open_rate) - (amount * open_rate * fee)
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= (15 * 0.02) - (15 * 0.02 * 0.0025)
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= 0.29925
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amount_closed: amount + interest = 15 + 0.009375 = 15.009375
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close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
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= (15.009375 * 0.01) + (15.009375 * 0.01 * 0.0025)
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= 0.150468984375
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total_profit = open_value - close_value
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= 0.29925 - 0.150468984375
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= 0.148781015625
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total_profit_percentage = (open_value/close_value) - 1
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= (0.29925/0.150468984375)-1
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= 0.9887819489377738
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"""
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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open_rate=0.02,
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amount=5,
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is_open=True,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_date=five_hours_ago,
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exchange='kraken',
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is_short=True,
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leverage=3.0,
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interest_rate=0.0005
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)
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assert trade.close_profit is None
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assert trade.close_date is None
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assert trade.is_open is True
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trade.close(0.01)
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assert trade.is_open is False
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assert trade.close_profit == 0.98878195
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assert trade.close_date is not None
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# TODO-mg: Remove these comments probably
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#new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,
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# assert trade.close_date != new_date
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# # Close should NOT update close_date if the trade has been closed already
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# assert trade.is_open is False
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# trade.close_date = new_date
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# trade.close(0.02)
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# assert trade.close_date == new_date
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_close_trade_price_exception(limit_short_order, fee):
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trade = Trade(
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pair='ETH/BTC',
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stake_amount=0.001,
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open_rate=0.1,
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amount=5,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='binance',
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)
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trade.open_order_id = 'something'
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trade.update(limit_short_order)
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assert trade.calc_close_trade_value() == 0.0
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# @pytest.mark.usefixtures("init_persistence")
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# def test_update_open_order(limit_buy_order):
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# trade = Trade(
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# pair='ETH/BTC',
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# stake_amount=1.00,
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# open_rate=0.01,
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# amount=5,
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# fee_open=0.1,
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# fee_close=0.1,
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# exchange='binance',
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# )
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# assert trade.open_order_id is None
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# assert trade.close_profit is None
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# assert trade.close_date is None
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# limit_buy_order['status'] = 'open'
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# trade.update(limit_buy_order)
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# assert trade.open_order_id is None
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# assert trade.close_profit is None
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# assert trade.close_date is None
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# @pytest.mark.usefixtures("init_persistence")
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# def test_calc_open_trade_value(limit_buy_order, fee):
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# trade = Trade(
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# pair='ETH/BTC',
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# stake_amount=0.001,
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# amount=5,
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# open_rate=0.00001099,
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# fee_open=fee.return_value,
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# fee_close=fee.return_value,
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# exchange='binance',
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# )
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# trade.open_order_id = 'open_trade'
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# trade.update(limit_buy_order) # Buy @ 0.00001099
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# # Get the open rate price with the standard fee rate
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# assert trade._calc_open_trade_value() == 0.0010024999999225068
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# trade.fee_open = 0.003
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# # Get the open rate price with a custom fee rate
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# assert trade._calc_open_trade_value() == 0.001002999999922468
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# @pytest.mark.usefixtures("init_persistence")
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# def test_calc_close_trade_price(limit_buy_order, limit_sell_order, fee):
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# trade = Trade(
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# pair='ETH/BTC',
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# stake_amount=0.001,
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# amount=5,
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# open_rate=0.00001099,
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# fee_open=fee.return_value,
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# fee_close=fee.return_value,
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# exchange='binance',
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# )
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# trade.open_order_id = 'close_trade'
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# trade.update(limit_buy_order) # Buy @ 0.00001099
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# # Get the close rate price with a custom close rate and a regular fee rate
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# assert trade.calc_close_trade_value(rate=0.00001234) == 0.0011200318470471794
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# # Get the close rate price with a custom close rate and a custom fee rate
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# assert trade.calc_close_trade_value(rate=0.00001234, fee=0.003) == 0.0011194704275749754
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# # Test when we apply a Sell order, and ask price with a custom fee rate
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# trade.update(limit_sell_order)
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# assert trade.calc_close_trade_value(fee=0.005) == 0.0010619972701635854
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# @pytest.mark.usefixtures("init_persistence")
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# def test_calc_profit(limit_buy_order, limit_sell_order, fee):
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# trade = Trade(
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# pair='ETH/BTC',
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# stake_amount=0.001,
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# amount=5,
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# open_rate=0.00001099,
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# fee_open=fee.return_value,
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# fee_close=fee.return_value,
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# exchange='binance',
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# )
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# trade.open_order_id = 'something'
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# trade.update(limit_buy_order) # Buy @ 0.00001099
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# # Custom closing rate and regular fee rate
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# # Higher than open rate
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# assert trade.calc_profit(rate=0.00001234) == 0.00011753
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# # Lower than open rate
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# assert trade.calc_profit(rate=0.00000123) == -0.00089086
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# # Custom closing rate and custom fee rate
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# # Higher than open rate
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# assert trade.calc_profit(rate=0.00001234, fee=0.003) == 0.00011697
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# # Lower than open rate
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# assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092
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# # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
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# trade.update(limit_sell_order)
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# assert trade.calc_profit() == 0.00006217
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# # Test with a custom fee rate on the close trade
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# assert trade.calc_profit(fee=0.003) == 0.00006163
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# @pytest.mark.usefixtures("init_persistence")
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# def test_calc_profit_ratio(limit_buy_order, limit_sell_order, fee):
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# trade = Trade(
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# pair='ETH/BTC',
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# stake_amount=0.001,
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# amount=5,
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# open_rate=0.00001099,
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# fee_open=fee.return_value,
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# fee_close=fee.return_value,
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# exchange='binance',
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# )
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# trade.open_order_id = 'something'
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# trade.update(limit_buy_order) # Buy @ 0.00001099
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# # Get percent of profit with a custom rate (Higher than open rate)
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# assert trade.calc_profit_ratio(rate=0.00001234) == 0.11723875
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# # Get percent of profit with a custom rate (Lower than open rate)
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# assert trade.calc_profit_ratio(rate=0.00000123) == -0.88863828
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# # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
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# trade.update(limit_sell_order)
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# assert trade.calc_profit_ratio() == 0.06201058
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# # Test with a custom fee rate on the close trade
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# assert trade.calc_profit_ratio(fee=0.003) == 0.06147824
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# trade.open_trade_value = 0.0
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# assert trade.calc_profit_ratio(fee=0.003) == 0.0
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# def test_adjust_stop_loss(fee):
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# trade = Trade(
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# pair='ETH/BTC',
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# stake_amount=0.001,
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# amount=5,
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# fee_open=fee.return_value,
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# fee_close=fee.return_value,
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# exchange='binance',
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# open_rate=1,
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# max_rate=1,
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# )
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# trade.adjust_stop_loss(trade.open_rate, 0.05, True)
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# assert trade.stop_loss == 0.95
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# assert trade.stop_loss_pct == -0.05
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# assert trade.initial_stop_loss == 0.95
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# assert trade.initial_stop_loss_pct == -0.05
|
|
# # Get percent of profit with a lower rate
|
|
# trade.adjust_stop_loss(0.96, 0.05)
|
|
# assert trade.stop_loss == 0.95
|
|
# assert trade.stop_loss_pct == -0.05
|
|
# assert trade.initial_stop_loss == 0.95
|
|
# assert trade.initial_stop_loss_pct == -0.05
|
|
# # Get percent of profit with a custom rate (Higher than open rate)
|
|
# trade.adjust_stop_loss(1.3, -0.1)
|
|
# assert round(trade.stop_loss, 8) == 1.17
|
|
# assert trade.stop_loss_pct == -0.1
|
|
# assert trade.initial_stop_loss == 0.95
|
|
# assert trade.initial_stop_loss_pct == -0.05
|
|
# # current rate lower again ... should not change
|
|
# trade.adjust_stop_loss(1.2, 0.1)
|
|
# assert round(trade.stop_loss, 8) == 1.17
|
|
# assert trade.initial_stop_loss == 0.95
|
|
# assert trade.initial_stop_loss_pct == -0.05
|
|
# # current rate higher... should raise stoploss
|
|
# trade.adjust_stop_loss(1.4, 0.1)
|
|
# assert round(trade.stop_loss, 8) == 1.26
|
|
# assert trade.initial_stop_loss == 0.95
|
|
# assert trade.initial_stop_loss_pct == -0.05
|
|
# # Initial is true but stop_loss set - so doesn't do anything
|
|
# trade.adjust_stop_loss(1.7, 0.1, True)
|
|
# assert round(trade.stop_loss, 8) == 1.26
|
|
# assert trade.initial_stop_loss == 0.95
|
|
# assert trade.initial_stop_loss_pct == -0.05
|
|
# assert trade.stop_loss_pct == -0.1
|
|
|
|
|
|
# def test_adjust_min_max_rates(fee):
|
|
# trade = Trade(
|
|
# pair='ETH/BTC',
|
|
# stake_amount=0.001,
|
|
# amount=5,
|
|
# fee_open=fee.return_value,
|
|
# fee_close=fee.return_value,
|
|
# exchange='binance',
|
|
# open_rate=1,
|
|
# )
|
|
# trade.adjust_min_max_rates(trade.open_rate)
|
|
# assert trade.max_rate == 1
|
|
# assert trade.min_rate == 1
|
|
# # check min adjusted, max remained
|
|
# trade.adjust_min_max_rates(0.96)
|
|
# assert trade.max_rate == 1
|
|
# assert trade.min_rate == 0.96
|
|
# # check max adjusted, min remains
|
|
# trade.adjust_min_max_rates(1.05)
|
|
# assert trade.max_rate == 1.05
|
|
# assert trade.min_rate == 0.96
|
|
# # current rate "in the middle" - no adjustment
|
|
# trade.adjust_min_max_rates(1.03)
|
|
# assert trade.max_rate == 1.05
|
|
# assert trade.min_rate == 0.96
|
|
|
|
|
|
# @pytest.mark.usefixtures("init_persistence")
|
|
# @pytest.mark.parametrize('use_db', [True, False])
|
|
# def test_get_open(fee, use_db):
|
|
# Trade.use_db = use_db
|
|
# Trade.reset_trades()
|
|
# create_mock_trades(fee, use_db)
|
|
# assert len(Trade.get_open_trades()) == 4
|
|
# Trade.use_db = True
|
|
|
|
|
|
# def test_stoploss_reinitialization(default_conf, fee):
|
|
# init_db(default_conf['db_url'])
|
|
# trade = Trade(
|
|
# pair='ETH/BTC',
|
|
# stake_amount=0.001,
|
|
# fee_open=fee.return_value,
|
|
# open_date=arrow.utcnow().shift(hours=-2).datetime,
|
|
# amount=10,
|
|
# fee_close=fee.return_value,
|
|
# exchange='binance',
|
|
# open_rate=1,
|
|
# max_rate=1,
|
|
# )
|
|
# trade.adjust_stop_loss(trade.open_rate, 0.05, True)
|
|
# assert trade.stop_loss == 0.95
|
|
# assert trade.stop_loss_pct == -0.05
|
|
# assert trade.initial_stop_loss == 0.95
|
|
# assert trade.initial_stop_loss_pct == -0.05
|
|
# Trade.query.session.add(trade)
|
|
# # Lower stoploss
|
|
# Trade.stoploss_reinitialization(0.06)
|
|
# trades = Trade.get_open_trades()
|
|
# assert len(trades) == 1
|
|
# trade_adj = trades[0]
|
|
# assert trade_adj.stop_loss == 0.94
|
|
# assert trade_adj.stop_loss_pct == -0.06
|
|
# assert trade_adj.initial_stop_loss == 0.94
|
|
# assert trade_adj.initial_stop_loss_pct == -0.06
|
|
# # Raise stoploss
|
|
# Trade.stoploss_reinitialization(0.04)
|
|
# trades = Trade.get_open_trades()
|
|
# assert len(trades) == 1
|
|
# trade_adj = trades[0]
|
|
# assert trade_adj.stop_loss == 0.96
|
|
# assert trade_adj.stop_loss_pct == -0.04
|
|
# assert trade_adj.initial_stop_loss == 0.96
|
|
# assert trade_adj.initial_stop_loss_pct == -0.04
|
|
# # Trailing stoploss (move stoplos up a bit)
|
|
# trade.adjust_stop_loss(1.02, 0.04)
|
|
# assert trade_adj.stop_loss == 0.9792
|
|
# assert trade_adj.initial_stop_loss == 0.96
|
|
# Trade.stoploss_reinitialization(0.04)
|
|
# trades = Trade.get_open_trades()
|
|
# assert len(trades) == 1
|
|
# trade_adj = trades[0]
|
|
# # Stoploss should not change in this case.
|
|
# assert trade_adj.stop_loss == 0.9792
|
|
# assert trade_adj.stop_loss_pct == -0.04
|
|
# assert trade_adj.initial_stop_loss == 0.96
|
|
# assert trade_adj.initial_stop_loss_pct == -0.04
|
|
|
|
|
|
# def test_update_fee(fee):
|
|
# trade = Trade(
|
|
# pair='ETH/BTC',
|
|
# stake_amount=0.001,
|
|
# fee_open=fee.return_value,
|
|
# open_date=arrow.utcnow().shift(hours=-2).datetime,
|
|
# amount=10,
|
|
# fee_close=fee.return_value,
|
|
# exchange='binance',
|
|
# open_rate=1,
|
|
# max_rate=1,
|
|
# )
|
|
# fee_cost = 0.15
|
|
# fee_currency = 'BTC'
|
|
# fee_rate = 0.0075
|
|
# assert trade.fee_open_currency is None
|
|
# assert not trade.fee_updated('buy')
|
|
# assert not trade.fee_updated('sell')
|
|
# trade.update_fee(fee_cost, fee_currency, fee_rate, 'buy')
|
|
# assert trade.fee_updated('buy')
|
|
# assert not trade.fee_updated('sell')
|
|
# assert trade.fee_open_currency == fee_currency
|
|
# assert trade.fee_open_cost == fee_cost
|
|
# assert trade.fee_open == fee_rate
|
|
# # Setting buy rate should "guess" close rate
|
|
# assert trade.fee_close == fee_rate
|
|
# assert trade.fee_close_currency is None
|
|
# assert trade.fee_close_cost is None
|
|
# fee_rate = 0.0076
|
|
# trade.update_fee(fee_cost, fee_currency, fee_rate, 'sell')
|
|
# assert trade.fee_updated('buy')
|
|
# assert trade.fee_updated('sell')
|
|
# assert trade.fee_close == 0.0076
|
|
# assert trade.fee_close_cost == fee_cost
|
|
# assert trade.fee_close == fee_rate
|
|
|
|
|
|
# def test_fee_updated(fee):
|
|
# trade = Trade(
|
|
# pair='ETH/BTC',
|
|
# stake_amount=0.001,
|
|
# fee_open=fee.return_value,
|
|
# open_date=arrow.utcnow().shift(hours=-2).datetime,
|
|
# amount=10,
|
|
# fee_close=fee.return_value,
|
|
# exchange='binance',
|
|
# open_rate=1,
|
|
# max_rate=1,
|
|
# )
|
|
# assert trade.fee_open_currency is None
|
|
# assert not trade.fee_updated('buy')
|
|
# assert not trade.fee_updated('sell')
|
|
# assert not trade.fee_updated('asdf')
|
|
# trade.update_fee(0.15, 'BTC', 0.0075, 'buy')
|
|
# assert trade.fee_updated('buy')
|
|
# assert not trade.fee_updated('sell')
|
|
# assert trade.fee_open_currency is not None
|
|
# assert trade.fee_close_currency is None
|
|
# trade.update_fee(0.15, 'ABC', 0.0075, 'sell')
|
|
# assert trade.fee_updated('buy')
|
|
# assert trade.fee_updated('sell')
|
|
# assert not trade.fee_updated('asfd')
|
|
|
|
|
|
# @pytest.mark.usefixtures("init_persistence")
|
|
# @pytest.mark.parametrize('use_db', [True, False])
|
|
# def test_total_open_trades_stakes(fee, use_db):
|
|
# Trade.use_db = use_db
|
|
# Trade.reset_trades()
|
|
# res = Trade.total_open_trades_stakes()
|
|
# assert res == 0
|
|
# create_mock_trades(fee, use_db)
|
|
# res = Trade.total_open_trades_stakes()
|
|
# assert res == 0.004
|
|
# Trade.use_db = True
|
|
|
|
|
|
# @pytest.mark.usefixtures("init_persistence")
|
|
# def test_get_overall_performance(fee):
|
|
# create_mock_trades(fee)
|
|
# res = Trade.get_overall_performance()
|
|
# assert len(res) == 2
|
|
# assert 'pair' in res[0]
|
|
# assert 'profit' in res[0]
|
|
# assert 'count' in res[0]
|
|
|
|
|
|
# @pytest.mark.usefixtures("init_persistence")
|
|
# def test_get_best_pair(fee):
|
|
# res = Trade.get_best_pair()
|
|
# assert res is None
|
|
# create_mock_trades(fee)
|
|
# res = Trade.get_best_pair()
|
|
# assert len(res) == 2
|
|
# assert res[0] == 'XRP/BTC'
|
|
# assert res[1] == 0.01
|
|
|
|
|
|
# @pytest.mark.usefixtures("init_persistence")
|
|
# def test_update_order_from_ccxt(caplog):
|
|
# # Most basic order return (only has orderid)
|
|
# o = Order.parse_from_ccxt_object({'id': '1234'}, 'ETH/BTC', 'buy')
|
|
# assert isinstance(o, Order)
|
|
# assert o.ft_pair == 'ETH/BTC'
|
|
# assert o.ft_order_side == 'buy'
|
|
# assert o.order_id == '1234'
|
|
# assert o.ft_is_open
|
|
# ccxt_order = {
|
|
# 'id': '1234',
|
|
# 'side': 'buy',
|
|
# 'symbol': 'ETH/BTC',
|
|
# 'type': 'limit',
|
|
# 'price': 1234.5,
|
|
# 'amount': 20.0,
|
|
# 'filled': 9,
|
|
# 'remaining': 11,
|
|
# 'status': 'open',
|
|
# 'timestamp': 1599394315123
|
|
# }
|
|
# o = Order.parse_from_ccxt_object(ccxt_order, 'ETH/BTC', 'buy')
|
|
# assert isinstance(o, Order)
|
|
# assert o.ft_pair == 'ETH/BTC'
|
|
# assert o.ft_order_side == 'buy'
|
|
# assert o.order_id == '1234'
|
|
# assert o.order_type == 'limit'
|
|
# assert o.price == 1234.5
|
|
# assert o.filled == 9
|
|
# assert o.remaining == 11
|
|
# assert o.order_date is not None
|
|
# assert o.ft_is_open
|
|
# assert o.order_filled_date is None
|
|
# # Order has been closed
|
|
# ccxt_order.update({'filled': 20.0, 'remaining': 0.0, 'status': 'closed'})
|
|
# o.update_from_ccxt_object(ccxt_order)
|
|
# assert o.filled == 20.0
|
|
# assert o.remaining == 0.0
|
|
# assert not o.ft_is_open
|
|
# assert o.order_filled_date is not None
|
|
# ccxt_order.update({'id': 'somethingelse'})
|
|
# with pytest.raises(DependencyException, match=r"Order-id's don't match"):
|
|
# o.update_from_ccxt_object(ccxt_order)
|
|
# message = "aaaa is not a valid response object."
|
|
# assert not log_has(message, caplog)
|
|
# Order.update_orders([o], 'aaaa')
|
|
# assert log_has(message, caplog)
|
|
# # Call regular update - shouldn't fail.
|
|
# Order.update_orders([o], {'id': '1234'})
|