freqtrade_origin/tests/persistence/test_persistence_leverage.py

import logging
from datetime import datetime, timedelta, timezone
from pathlib import Path
from types import FunctionType
from unittest.mock import MagicMock
import arrow
import pytest
from math import isclose
from sqlalchemy import create_engine, inspect, text
from freqtrade import constants
from freqtrade.enums import InterestMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db
from tests.conftest import create_mock_trades_with_leverage, log_has, log_has_re


@pytest.mark.usefixtures("init_persistence")
def test_interest_kraken_lev(market_leveraged_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 * time-periods
                = 0.0075414886436454 * 0.0005 * 1 = 3.7707443218227e-06 base
                = 0.0075414886436454 * 0.00025 * 5/4 = 2.3567152011391876e-06 base
                = 0.0150829772872908 * 0.0005 * 5/4 = 9.42686080455675e-06 base
                = 0.0150829772872908 * 0.00025 * 1 = 3.7707443218227e-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
    )

    # The trades that last 10 minutes do not need to be rounded because they round up to 4 hours on kraken so we can predict the correct value
    assert float(trade.calculate_interest()) == 3.7707443218227e-06
    trade.open_date = datetime.utcnow() - timedelta(hours=5, minutes=0)
    # The trades that last for 5 hours have to be rounded because the length of time that the test takes will vary every time it runs, so we can't predict the exact value
    assert float(round(trade.calculate_interest(interest_rate=0.00025), 11)
                 ) == round(2.3567152011391876e-06, 11)

    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.0037707443218227,
        amount=459.95905365,
        open_rate=0.00001099,
        open_date=datetime.utcnow() - timedelta(hours=5, minutes=0),
        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(9.42686080455675e-06, 11)
    trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10)
    assert float(trade.calculate_interest(interest_rate=0.00025)) == 3.7707443218227e-06


@pytest.mark.usefixtures("init_persistence")
def test_interest_binance_lev(market_leveraged_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
    )
    # The trades that last 10 minutes do not always need to be rounded because they round up to 4 hours on kraken so we can predict the correct value
    assert round(float(trade.calculate_interest()), 22) == round(4.166666666344583e-08, 22)
    trade.open_date = datetime.utcnow() - timedelta(hours=5, minutes=0)
    # The trades that last for 5 hours have to be rounded because the length of time that the test takes will vary every time it runs, so we can't predict the exact value
    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=5, minutes=0),
        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_leveraged_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,
        leverage=3.0,
        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_leveraged_buy_order['status'] = 'open'
    trade.update(limit_leveraged_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_leveraged_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 = 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
    """
    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_leveraged_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_leveraged_buy_order, limit_leveraged_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
        total_profit =  close_value - open_value
            = 0.003193788481706411 - 0.0030074999997675204
            = 0.00018628848193889044
        total_profit_percentage = total_profit / stake_amount
            = 0.00018628848193889054 / 0.0009999999999226999
            = 0.18628848195329067
    """
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.0009999999999226999,
        open_rate=0.01,
        amount=5,
        open_date=datetime.utcnow() - timedelta(hours=5, minutes=0),
        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_leveraged_buy_order)
    assert trade._calc_open_trade_value() == 0.00300749999976752
    trade.update(limit_leveraged_sell_order)

    # Will be slightly different due to slight changes in compilation time, and the fact that 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(0.18628848195329067, 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 * time-periods
                    = 1 * 0.0005 * 5/4 = 0.000625 crypto
        open_value: (amount * open_rate) + (amount * open_rate * fee)
            = (15 * 0.1) + (15 * 0.1 * 0.0025)
            = 1.50375
        close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee) - interest
            = (15 * 0.2) - (15 * 0.2 * 0.0025) - 0.000625
            = 2.9918750000000003
        total_profit = close_value - open_value
            = 2.9918750000000003 - 1.50375 
            = 1.4881250000000001
        total_profit_percentage = total_profit / stake_amount
            = 1.4881250000000001 /  0.5
            = 2.9762500000000003
    """
    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=5, minutes=0),
        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(2.9762500000000003, 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_leveraged_buy_order, market_leveraged_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(rounds up to 1 time-period of 4hrs)
        interest: borrowed * interest_rate * time-periods
                    = 0.0075414886436454 * 0.0005 * 1 = 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 * 0.00001234) - (275.97543219 * 0.00001234 * 0.0025) - 3.7707443218227e-06 = 0.003393252246819716
            = (275.97543219 * 0.00001234) - (275.97543219 * 0.00001234 * 0.003)  - 3.7707443218227e-06 = 0.003391549478403104
            = (275.97543219 * 0.00004173) - (275.97543219 * 0.00004173 * 0.005)  - 3.7707443218227e-06 = 0.011455101767040435

    """
    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_leveraged_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), 0.003393252246819716)
    # 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), 0.003391549478403104)
    # Test when we apply a Sell order, and ask price with a custom fee rate
    trade.update(market_leveraged_sell_order)
    assert isclose(trade.calc_close_trade_value(fee=0.005), 0.011455101767040435)


@pytest.mark.usefixtures("init_persistence")
def test_update_limit_order_lev(limit_leveraged_buy_order, limit_leveraged_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
        close_value: (amount_closed * close_rate) - (amount_closed * close_rate * fee)
            = (272.97543219 * 0.00001173) - (272.97543219 * 0.00001173 * 0.0025)
            = 0.003193996815039728
        total_profit =  close_value - open_value - interest
            = 0.003193996815039728 - 0.0030074999997675204 - 4.166666666344583e-08
            = 0.00018645514860554435
        total_profit_percentage = total_profit / stake_amount
            = 0.00018645514860554435 / 0.0009999999999226999
            = 0.18645514861995735

    """
    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,
        leverage=3.0,
        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_leveraged_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_leveraged_sell_order)
    # assert trade.open_order_id is None
    assert trade.close_rate == 0.00001173
    assert trade.close_profit == round(0.18645514861995735, 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_leveraged_buy_order, market_leveraged_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
        time-periods: 10 minutes(rounds up to 1 time-period of 4hrs)
        interest: borrowed * interest_rate * time-periods
                    = 0.0075414886436454 * 0.0005 * 1 = 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)
            = (275.97543219 * 0.00004173) - (275.97543219 * 0.00004173 * 0.0025)
            = 0.011487663648325479
        total_profit = close_value - open_value - interest
            = 0.011487663648325479 - 0.01134051354788177 - 3.7707443218227e-06
            = 0.0001433793561218866
        total_profit_percentage = total_profit / stake_amount
            = 0.0001433793561218866 / 0.0037707443218227
            = 0.03802415223225211
    """
    trade = Trade(
        id=1,
        pair='ETH/BTC',
        stake_amount=0.0037707443218227,
        amount=5,
        open_rate=0.00004099,
        is_open=True,
        leverage=3,
        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_leveraged_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_leveraged_sell_order)
    assert trade.open_order_id is None
    assert trade.close_rate == 0.00004173
    assert trade.close_profit == round(0.03802415223225211, 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_leveraged_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_leveraged_buy_order)
    assert trade.calc_close_trade_value() == 0.0


@pytest.mark.usefixtures("init_persistence")
def test_calc_profit_lev(market_leveraged_buy_order, market_leveraged_sell_order, fee):
    """
        # TODO: Update this one
        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
        time-periods: 10 minutes(rounds up to 1 time-period of 4hrs)
                        5 hours = 5/4

        interest: borrowed * interest_rate * time-periods
                    = 0.0075414886436454 * 0.0005 * 1    = 3.7707443218227e-06 crypto
                    = 0.0075414886436454 * 0.00025 * 5/4 = 2.3567152011391876e-06 crypto
                    = 0.0075414886436454 * 0.0005 * 5/4  = 4.713430402278375e-06 crypto
                    = 0.0075414886436454 * 0.00025 * 1   = 1.88537216091135e-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) - 3.7707443218227e-06 = 0.01479007168225405
            (275.97543219 * 0.00000437) - (275.97543219 * 0.00000437 * 0.0025) - 2.3567152011391876e-06 = 0.001200640891872485
            (275.97543219 * 0.00005374) - (275.97543219 * 0.00005374 * 0.003)  - 4.713430402278375e-06 = 0.014781713536310649
            (275.97543219 * 0.00000437) - (275.97543219 * 0.00000437 * 0.003)  - 1.88537216091135e-06 = 0.0012005092285933775
        total_profit = close_value - open_value
            = 0.01479007168225405  - 0.01134051354788177  = 0.003449558134372281
            = 0.001200640891872485 - 0.01134051354788177  = -0.010139872656009285
            = 0.014781713536310649  - 0.01134051354788177 = 0.0034411999884288794
            = 0.0012005092285933775 - 0.01134051354788177 = -0.010140004319288392
        total_profit_percentage = total_profit / stake_amount
            0.003449558134372281/0.0037707443218227  = 0.9148215418394732
            -0.010139872656009285/0.0037707443218227 = -2.6890904793852157
            0.0034411999884288794/0.0037707443218227 = 0.9126049646255184
            -0.010140004319288392/0.0037707443218227 = -2.6891253964381554

    """
    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_leveraged_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(
        0.003449558134372281, 8)
    assert trade.calc_profit_ratio(
        rate=0.00005374, interest_rate=0.0005) == round(0.9148215418394732, 8)

    # Lower than open rate
    trade.open_date = datetime.utcnow() - timedelta(hours=5, minutes=0)
    assert trade.calc_profit(
        rate=0.00000437, interest_rate=0.00025) == round(-0.010139872656009285, 8)
    assert trade.calc_profit_ratio(
        rate=0.00000437, interest_rate=0.00025) == round(-2.6890904793852157, 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(0.0034411999884288794, 8)
    assert trade.calc_profit_ratio(rate=0.00005374, fee=0.003,
                                   interest_rate=0.0005) == round(0.9126049646255184, 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(-0.010140004319288392, 8)
    assert trade.calc_profit_ratio(rate=0.00000437, fee=0.003,
                                   interest_rate=0.00025) == round(-2.6891253964381554, 8)

    # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
    trade.update(market_leveraged_sell_order)
    assert trade.calc_profit() == round(0.0001433793561218866, 8)
    assert trade.calc_profit_ratio() == round(0.03802415223225211, 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