freqtrade_origin/tests/persistence/test_persistence_leverage.py

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 * 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
    )

    # 10 minutes round up to 4 hours evenly on kraken so we can predict the exact value
    assert float(trade.calculate_interest()) == 3.7707443218227e-06
    trade.open_date = datetime.utcnow() - timedelta(hours=5, minutes=0)
    # All trade > 5 hours will vary slightly due to execution time and interest calculated
    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_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=5, minutes=0)
    # 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=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_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 = 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_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
        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_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(0.18628848195329067, 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 * close_rate) + (amount * 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_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(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_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), 0.003393252246819716)
    # 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_lev_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_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
        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,
        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(0.18645514861995735, 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_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
        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,
        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(0.03802415223225211, 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_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
        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_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(
        0.003449558134372281, 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_lev_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