stable/tests/persistence/test_persistence_leverage.py

639 lines
27 KiB
Python

from datetime import datetime, timedelta
from math import isclose
import pytest
from freqtrade.enums import InterestMode
from freqtrade.persistence import Trade
from tests.conftest import log_has_re
@pytest.mark.usefixtures("init_persistence")
def test_interest_kraken_lev(market_lev_buy_order, fee):
"""
Market trade on Kraken at 3x and 5x leverage
Short trade
interest_rate: 0.05%, 0.25% per 4 hrs
open_rate: 0.00004099 base
close_rate: 0.00004173 base
stake_amount: 0.0037707443218227
borrowed: 0.0075414886436454
amount:
275.97543219 crypto
459.95905365 crypto
borrowed:
0.0075414886436454 base
0.0150829772872908 base
time-periods: 10 minutes(rounds up to 1 time-period of 4hrs)
5 hours = 5/4
interest: borrowed * interest_rate * ceil(1 + time-periods)
= 0.0075414886436454 * 0.0005 * ceil(2) = 7.5414886436454e-06 base
= 0.0075414886436454 * 0.00025 * ceil(9/4) = 5.65611648273405e-06 base
= 0.0150829772872908 * 0.0005 * ceil(9/4) = 2.26244659309362e-05 base
= 0.0150829772872908 * 0.00025 * ceil(2) = 7.5414886436454e-06 base
"""
trade = Trade(
pair='ETH/BTC',
stake_amount=0.0037707443218227,
amount=275.97543219,
open_rate=0.00001099,
open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='kraken',
leverage=3.0,
interest_rate=0.0005,
interest_mode=InterestMode.HOURSPER4
)
assert float(trade.calculate_interest()) == 7.5414886436454e-06
trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55)
assert float(round(trade.calculate_interest(interest_rate=0.00025), 11)
) == round(5.65611648273405e-06, 11)
trade = Trade(
pair='ETH/BTC',
stake_amount=0.0037707443218227,
amount=459.95905365,
open_rate=0.00001099,
open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='kraken',
leverage=5.0,
interest_rate=0.0005,
interest_mode=InterestMode.HOURSPER4
)
assert float(round(trade.calculate_interest(), 11)
) == round(2.26244659309362e-05, 11)
trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10)
trade.interest_rate = 0.00025
assert float(trade.calculate_interest(interest_rate=0.00025)) == 7.5414886436454e-06
@pytest.mark.usefixtures("init_persistence")
def test_interest_binance_lev(market_lev_buy_order, fee):
"""
Market trade on Kraken at 3x and 5x leverage
Short trade
interest_rate: 0.05%, 0.25% per 4 hrs
open_rate: 0.00001099 base
close_rate: 0.00001173 base
stake_amount: 0.0009999999999226999
borrowed: 0.0019999999998453998
amount:
90.99181073 * leverage(3) = 272.97543219 crypto
90.99181073 * leverage(5) = 454.95905365 crypto
borrowed:
0.0019999999998453998 base
0.0039999999996907995 base
time-periods: 10 minutes(rounds up to 1/24 time-period of 24hrs)
5 hours = 5/24
interest: borrowed * interest_rate * time-periods
= 0.0019999999998453998 * 0.00050 * 1/24 = 4.166666666344583e-08 base
= 0.0019999999998453998 * 0.00025 * 5/24 = 1.0416666665861459e-07 base
= 0.0039999999996907995 * 0.00050 * 5/24 = 4.1666666663445834e-07 base
= 0.0039999999996907995 * 0.00025 * 1/24 = 4.166666666344583e-08 base
"""
trade = Trade(
pair='ETH/BTC',
stake_amount=0.0009999999999226999,
amount=272.97543219,
open_rate=0.00001099,
open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
leverage=3.0,
interest_rate=0.0005,
interest_mode=InterestMode.HOURSPERDAY
)
# 10 minutes round up to 4 hours evenly on kraken so we can predict the them more accurately
assert round(float(trade.calculate_interest()), 22) == round(4.166666666344583e-08, 22)
trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55)
# All trade > 5 hours will vary slightly due to execution time and interest calculated
assert float(round(trade.calculate_interest(interest_rate=0.00025), 14)
) == round(1.0416666665861459e-07, 14)
trade = Trade(
pair='ETH/BTC',
stake_amount=0.0009999999999226999,
amount=459.95905365,
open_rate=0.00001099,
open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
leverage=5.0,
interest_rate=0.0005,
interest_mode=InterestMode.HOURSPERDAY
)
assert float(round(trade.calculate_interest(), 14)) == round(4.1666666663445834e-07, 14)
trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10)
assert float(round(trade.calculate_interest(interest_rate=0.00025), 22)
) == round(4.166666666344583e-08, 22)
@pytest.mark.usefixtures("init_persistence")
def test_update_open_order_lev(limit_lev_buy_order):
trade = Trade(
pair='ETH/BTC',
stake_amount=1.00,
open_rate=0.01,
amount=5,
fee_open=0.1,
fee_close=0.1,
interest_rate=0.0005,
exchange='binance',
interest_mode=InterestMode.HOURSPERDAY
)
assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
limit_lev_buy_order['status'] = 'open'
trade.update(limit_lev_buy_order)
assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
@pytest.mark.usefixtures("init_persistence")
def test_calc_open_trade_value_lev(market_lev_buy_order, fee):
"""
10 minute leveraged market trade on Kraken at 3x leverage
Short trade
fee: 0.25% base
interest_rate: 0.05% per 4 hrs
open_rate: 0.00004099 base
close_rate: 0.00004173 base
amount: 91.99181073 * leverage(3) = 275.97543219 crypto
stake_amount: 0.0037707443218227
borrowed: 0.0075414886436454 base
time-periods: 10 minutes(rounds up to 1 time-period of 4hrs)
interest: borrowed * interest_rate * time-periods
= 0.0075414886436454 * 0.0005 * 1 = 7.5414886436454e-06 crypto
open_value: (amount * open_rate) + (amount * open_rate * fee)
= (275.97543219 * 0.00004099) + (275.97543219 * 0.00004099 * 0.0025)
= 0.01134051354788177
"""
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
amount=5,
open_rate=0.00004099,
open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
fee_open=fee.return_value,
fee_close=fee.return_value,
interest_rate=0.0005,
exchange='kraken',
leverage=3,
interest_mode=InterestMode.HOURSPER4
)
trade.open_order_id = 'open_trade'
trade.update(market_lev_buy_order) # Buy @ 0.00001099
# Get the open rate price with the standard fee rate
assert trade._calc_open_trade_value() == 0.01134051354788177
trade.fee_open = 0.003
# Get the open rate price with a custom fee rate
assert trade._calc_open_trade_value() == 0.011346169664364504
@pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price_lev(limit_lev_buy_order, limit_lev_sell_order, fee):
"""
5 hour leveraged trade on Binance
fee: 0.25% base
interest_rate: 0.05% per day
open_rate: 0.00001099 base
close_rate: 0.00001173 base
amount: 272.97543219 crypto
stake_amount: 0.0009999999999226999 base
borrowed: 0.0019999999998453998 base
time-periods: 5 hours(rounds up to 5/24 time-period of 1 day)
interest: borrowed * interest_rate * time-periods
= 0.0019999999998453998 * 0.0005 * 5/24 = 2.0833333331722917e-07 base
open_value: (amount * open_rate) + (amount * open_rate * fee)
= (272.97543219 * 0.00001099) + (272.97543219 * 0.00001099 * 0.0025)
= 0.0030074999997675204
close_value: ((amount_closed * close_rate) - (amount_closed * close_rate * fee)) - interest
= (272.97543219 * 0.00001173)
- (272.97543219 * 0.00001173 * 0.0025)
- 2.0833333331722917e-07
= 0.003193788481706411
stake_value: (amount/lev * open_rate) + (amount/lev * open_rate * fee)
= (272.97543219/3 * 0.00001099) + (272.97543219/3 * 0.00001099 * 0.0025)
= 0.0010024999999225066
total_profit = close_value - open_value
= 0.003193788481706411 - 0.0030074999997675204
= 0.00018628848193889044
total_profit_percentage = total_profit / stake_value
= 0.00018628848193889054 / 0.0010024999999225066
= 0.18582392214792087
"""
trade = Trade(
pair='ETH/BTC',
stake_amount=0.0009999999999226999,
open_rate=0.01,
amount=5,
open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
interest_rate=0.0005,
interest_mode=InterestMode.HOURSPERDAY
)
trade.open_order_id = 'something'
trade.update(limit_lev_buy_order)
assert trade._calc_open_trade_value() == 0.00300749999976752
trade.update(limit_lev_sell_order)
# Is slightly different due to compilation time changes. Interest depends on time
assert round(trade.calc_close_trade_value(), 11) == round(0.003193788481706411, 11)
# Profit in BTC
assert round(trade.calc_profit(), 8) == round(0.00018628848193889054, 8)
# Profit in percent
assert round(trade.calc_profit_ratio(), 8) == round(0.18582392214792087, 8)
@pytest.mark.usefixtures("init_persistence")
def test_trade_close_lev(fee):
"""
5 hour leveraged market trade on Kraken at 3x leverage
fee: 0.25% base
interest_rate: 0.05% per 4 hrs
open_rate: 0.1 base
close_rate: 0.2 base
amount: 5 * leverage(3) = 15 crypto
stake_amount: 0.5
borrowed: 1 base
time-periods: 5/4 periods of 4hrs
interest: borrowed * interest_rate * ceil(1 + time-periods)
= 1 * 0.0005 * ceil(9/4) = 0.0015 crypto
open_value: (amount * open_rate) + (amount * open_rate * fee)
= (15 * 0.1) + (15 * 0.1 * 0.0025)
= 1.50375
close_value: (amount * close_rate) + (amount * close_rate * fee) - interest
= (15 * 0.2) - (15 * 0.2 * 0.0025) - 0.0015
= 2.991
total_profit = close_value - open_value
= 2.991 - 1.50375
= 1.4872500000000002
total_profit_ratio = ((close_value/open_value) - 1) * leverage
= ((2.991/1.50375) - 1) * 3
= 2.96708229426434
"""
trade = Trade(
pair='ETH/BTC',
stake_amount=0.5,
open_rate=0.1,
amount=15,
is_open=True,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
exchange='kraken',
leverage=3.0,
interest_rate=0.0005,
interest_mode=InterestMode.HOURSPER4
)
assert trade.close_profit is None
assert trade.close_date is None
assert trade.is_open is True
trade.close(0.2)
assert trade.is_open is False
assert trade.close_profit == round(2.96708229426434, 8)
assert trade.close_date is not None
# TODO-mg: Remove these comments probably
# new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,
# assert trade.close_date != new_date
# # Close should NOT update close_date if the trade has been closed already
# assert trade.is_open is False
# trade.close_date = new_date
# trade.close(0.02)
# assert trade.close_date == new_date
@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_lev(market_lev_buy_order, market_lev_sell_order, fee):
"""
10 minute leveraged market trade on Kraken at 3x leverage
Short trade
fee: 0.25% base
interest_rate: 0.05% per 4 hrs
open_rate: 0.00004099 base
close_rate: 0.00004173 base
amount: 91.99181073 * leverage(3) = 275.97543219 crypto
stake_amount: 0.0037707443218227
borrowed: 0.0075414886436454 base
time-periods: 10 minutes = 2
interest: borrowed * interest_rate * time-periods
= 0.0075414886436454 * 0.0005 * 2 = 7.5414886436454e-06 crypto
open_value: (amount * open_rate) + (amount * open_rate * fee)
= (275.97543219 * 0.00004099) + (275.97543219 * 0.00004099 * 0.0025)
= 0.01134051354788177
close_value: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
= (275.97543219 * 0.00001234) - (275.97543219 * 0.00001234 * 0.0025) - 7.5414886436454e-06
= 0.0033894815024978933
= (275.97543219 * 0.00001234) - (275.97543219 * 0.00001234 * 0.003) - 7.5414886436454e-06
= 0.003387778734081281
= (275.97543219 * 0.00004173) - (275.97543219 * 0.00004173 * 0.005) - 7.5414886436454e-06
= 0.011451331022718612
"""
trade = Trade(
pair='ETH/BTC',
stake_amount=0.0037707443218227,
amount=5,
open_rate=0.00004099,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
interest_rate=0.0005,
leverage=3.0,
exchange='kraken',
interest_mode=InterestMode.HOURSPER4
)
trade.open_order_id = 'close_trade'
trade.update(market_lev_buy_order) # Buy @ 0.00001099
# Get the close rate price with a custom close rate and a regular fee rate
assert isclose(trade.calc_close_trade_value(rate=0.00001234), 0.0033894815024978933)
# Get the close rate price with a custom close rate and a custom fee rate
assert isclose(trade.calc_close_trade_value(rate=0.00001234, fee=0.003), 0.003387778734081281)
# Test when we apply a Sell order, and ask price with a custom fee rate
trade.update(market_lev_sell_order)
assert isclose(trade.calc_close_trade_value(fee=0.005), 0.011451331022718612)
@pytest.mark.usefixtures("init_persistence")
def test_update_limit_order_lev(limit_lev_buy_order, limit_lev_sell_order, fee, caplog):
"""
10 minute leveraged limit trade on binance at 3x leverage
Leveraged trade
fee: 0.25% base
interest_rate: 0.05% per day
open_rate: 0.00001099 base
close_rate: 0.00001173 base
amount: 272.97543219 crypto
stake_amount: 0.0009999999999226999 base
borrowed: 0.0019999999998453998 base
time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day)
interest: borrowed * interest_rate * time-periods
= 0.0019999999998453998 * 0.0005 * 1/24 = 4.166666666344583e-08 base
open_value: (amount * open_rate) + (amount * open_rate * fee)
= (272.97543219 * 0.00001099) + (272.97543219 * 0.00001099 * 0.0025)
= 0.0030074999997675204
stake_value = (amount/lev * open_rate) + (amount/lev * open_rate * fee)
= (272.97543219 * 0.00001099) + (272.97543219 * 0.00001099 * 0.0025)
= 0.0010024999999225066
close_value: (amount_closed * close_rate) - (amount_closed * close_rate * fee)
= (272.97543219 * 0.00001173) - (272.97543219 * 0.00001173 * 0.0025)
= 0.003193996815039728
stake_value: (amount/lev * open_rate) + (amount/lev * open_rate * fee)
= (272.97543219/3 * 0.00001099) + (272.97543219/3 * 0.00001099 * 0.0025)
= 0.0010024999999225066
total_profit = close_value - open_value - interest
= 0.003193996815039728 - 0.0030074999997675204 - 4.166666666344583e-08
= 0.00018645514860554435
total_profit_percentage = total_profit / stake_value
= 0.00018645514860554435 / 0.0010024999999225066
= 0.1859901731869899
"""
trade = Trade(
id=2,
pair='ETH/BTC',
stake_amount=0.0009999999999226999,
open_rate=0.01,
amount=5,
is_open=True,
open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
fee_open=fee.return_value,
fee_close=fee.return_value,
interest_rate=0.0005,
exchange='binance',
interest_mode=InterestMode.HOURSPERDAY
)
# assert trade.open_order_id is None
assert trade.close_profit is None
assert trade.close_date is None
# trade.open_order_id = 'something'
trade.update(limit_lev_buy_order)
# assert trade.open_order_id is None
assert trade.open_rate == 0.00001099
assert trade.close_profit is None
assert trade.close_date is None
assert trade.borrowed == 0.0019999999998453998
assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
r"pair=ETH/BTC, amount=272.97543219, open_rate=0.00001099, open_since=.*\).",
caplog)
caplog.clear()
# trade.open_order_id = 'something'
trade.update(limit_lev_sell_order)
# assert trade.open_order_id is None
assert trade.close_rate == 0.00001173
assert trade.close_profit == round(0.1859901731869899, 8)
assert trade.close_date is not None
assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
r"pair=ETH/BTC, amount=272.97543219, open_rate=0.00001099, open_since=.*\).",
caplog)
@pytest.mark.usefixtures("init_persistence")
def test_update_market_order_lev(market_lev_buy_order, market_lev_sell_order, fee, caplog):
"""
10 minute leveraged market trade on Kraken at 3x leverage
Short trade
fee: 0.25% base
interest_rate: 0.05% per 4 hrs
open_rate: 0.00004099 base
close_rate: 0.00004173 base
amount: = 275.97543219 crypto
stake_amount: 0.0037707443218227
borrowed: 0.0075414886436454 base
interest: borrowed * interest_rate * 1+ceil(hours)
= 0.0075414886436454 * 0.0005 * (1+ceil(1)) = 7.5414886436454e-06 crypto
open_value: (amount * open_rate) + (amount * open_rate * fee)
= (275.97543219 * 0.00004099) + (275.97543219 * 0.00004099 * 0.0025)
= 0.01134051354788177
close_value: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
= (275.97543219 * 0.00004173) - (275.97543219 * 0.00004173 * 0.0025) - 7.5414886436454e-06
= 0.011480122159681833
stake_value: (amount/lev * open_rate) + (amount/lev * open_rate * fee)
= (275.97543219/3 * 0.00004099) + (275.97543219/3 * 0.00004099 * 0.0025)
= 0.0037801711826272568
total_profit = close_value - open_value
= 0.011480122159681833 - 0.01134051354788177
= 0.00013960861180006392
total_profit_percentage = ((close_value/open_value) - 1) * leverage
= ((0.011480122159681833 / 0.01134051354788177)-1) * 3
= 0.036931822675563275
"""
trade = Trade(
id=1,
pair='ETH/BTC',
stake_amount=0.0037707443218227,
amount=5,
open_rate=0.00004099,
is_open=True,
fee_open=fee.return_value,
fee_close=fee.return_value,
open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
interest_rate=0.0005,
exchange='kraken',
interest_mode=InterestMode.HOURSPER4
)
trade.open_order_id = 'something'
trade.update(market_lev_buy_order)
assert trade.leverage == 3.0
assert trade.open_order_id is None
assert trade.open_rate == 0.00004099
assert trade.close_profit is None
assert trade.close_date is None
assert trade.interest_rate == 0.0005
# TODO: Uncomment the next assert and make it work.
# The logger also has the exact same but there's some spacing in there
assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, "
r"pair=ETH/BTC, amount=275.97543219, open_rate=0.00004099, open_since=.*\).",
caplog)
caplog.clear()
trade.is_open = True
trade.open_order_id = 'something'
trade.update(market_lev_sell_order)
assert trade.open_order_id is None
assert trade.close_rate == 0.00004173
assert trade.close_profit == round(0.036931822675563275, 8)
assert trade.close_date is not None
# TODO: The amount should maybe be the opening amount + the interest
# TODO: Uncomment the next assert and make it work.
# The logger also has the exact same but there's some spacing in there
assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
r"pair=ETH/BTC, amount=275.97543219, open_rate=0.00004099, open_since=.*\).",
caplog)
@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_exception_lev(limit_lev_buy_order, fee):
trade = Trade(
pair='ETH/BTC',
stake_amount=0.001,
open_rate=0.1,
amount=5,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
interest_rate=0.0005,
leverage=3.0,
interest_mode=InterestMode.HOURSPERDAY
)
trade.open_order_id = 'something'
trade.update(limit_lev_buy_order)
assert trade.calc_close_trade_value() == 0.0
@pytest.mark.usefixtures("init_persistence")
def test_calc_profit_lev(market_lev_buy_order, market_lev_sell_order, fee):
"""
Leveraged trade on Kraken at 3x leverage
fee: 0.25% base or 0.3%
interest_rate: 0.05%, 0.25% per 4 hrs
open_rate: 0.00004099 base
close_rate: 0.00004173 base
stake_amount: 0.0037707443218227
amount: 91.99181073 * leverage(3) = 275.97543219 crypto
borrowed: 0.0075414886436454 base
hours: 1/6, 5 hours
interest: borrowed * interest_rate * ceil(1+hours/4)
= 0.0075414886436454 * 0.0005 * ceil(1+((1/6)/4)) = 7.5414886436454e-06 crypto
= 0.0075414886436454 * 0.00025 * ceil(1+(5/4)) = 5.65611648273405e-06 crypto
= 0.0075414886436454 * 0.0005 * ceil(1+(5/4)) = 1.13122329654681e-05 crypto
= 0.0075414886436454 * 0.00025 * ceil(1+((1/6)/4)) = 3.7707443218227e-06 crypto
open_value: (amount * open_rate) + (amount * open_rate * fee)
= (275.97543219 * 0.00004099) + (275.97543219 * 0.00004099 * 0.0025)
= 0.01134051354788177
close_value: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
(275.97543219 * 0.00005374) - (275.97543219 * 0.00005374 * 0.0025) - 7.5414886436454e-06
= 0.014786300937932227
(275.97543219 * 0.00000437) - (275.97543219 * 0.00000437 * 0.0025) - 5.65611648273405e-06
= 0.0011973414905908902
(275.97543219 * 0.00005374) - (275.97543219 * 0.00005374 * 0.003) - 1.13122329654681e-05
= 0.01477511473374746
(275.97543219 * 0.00000437) - (275.97543219 * 0.00000437 * 0.003) - 3.7707443218227e-06
= 0.0011986238564324662
stake_value: (amount/lev * open_rate) + (amount/lev * open_rate * fee)
= (275.97543219/3 * 0.00004099) + (275.97543219/3 * 0.00004099 * 0.0025)
= 0.0037801711826272568
total_profit = close_value - open_value
= 0.014786300937932227 - 0.01134051354788177 = 0.0034457873900504577
= 0.0011973414905908902 - 0.01134051354788177 = -0.01014317205729088
= 0.01477511473374746 - 0.01134051354788177 = 0.00343460118586569
= 0.0011986238564324662 - 0.01134051354788177 = -0.010141889691449303
total_profit_percentage = ((close_value/open_value) - 1) * leverage
((0.014786300937932227/0.01134051354788177) - 1) * 3 = 0.9115426851266561
((0.0011973414905908902/0.01134051354788177) - 1) * 3 = -2.683257336045103
((0.01477511473374746/0.01134051354788177) - 1) * 3 = 0.908583505860866
((0.0011986238564324662/0.01134051354788177) - 1) * 3 = -2.6829181011851926
"""
trade = Trade(
pair='ETH/BTC',
stake_amount=0.0037707443218227,
amount=5,
open_rate=0.00004099,
open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='kraken',
leverage=3.0,
interest_rate=0.0005,
interest_mode=InterestMode.HOURSPER4
)
trade.open_order_id = 'something'
trade.update(market_lev_buy_order) # Buy @ 0.00001099
# Custom closing rate and regular fee rate
# Higher than open rate
assert trade.calc_profit(rate=0.00005374, interest_rate=0.0005) == round(
0.0034457873900504577, 8)
assert trade.calc_profit_ratio(
rate=0.00005374, interest_rate=0.0005) == round(0.9115426851266561, 8)
# Lower than open rate
trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55)
assert trade.calc_profit(
rate=0.00000437, interest_rate=0.00025) == round(-0.01014317205729088, 8)
assert trade.calc_profit_ratio(
rate=0.00000437, interest_rate=0.00025) == round(-2.683257336045103, 8)
# Custom closing rate and custom fee rate
# Higher than open rate
assert trade.calc_profit(rate=0.00005374, fee=0.003,
interest_rate=0.0005) == round(0.00343460118586569, 8)
assert trade.calc_profit_ratio(rate=0.00005374, fee=0.003,
interest_rate=0.0005) == round(0.908583505860866, 8)
# Lower than open rate
trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10)
assert trade.calc_profit(rate=0.00000437, fee=0.003,
interest_rate=0.00025) == round(-0.010141889691449303, 8)
assert trade.calc_profit_ratio(rate=0.00000437, fee=0.003,
interest_rate=0.00025) == round(-2.6829181011851926, 8)
# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
trade.update(market_lev_sell_order)
assert trade.calc_profit() == round(0.00013960861180006392, 8)
assert trade.calc_profit_ratio() == round(0.036931822675563275, 8)
# Test with a custom fee rate on the close trade
# assert trade.calc_profit(fee=0.003) == 0.00006163
# assert trade.calc_profit_ratio(fee=0.003) == 0.06147824