freqtrade_origin/tests/test_persistence.py

# pragma pylint: disable=missing-docstring, C0103
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 sqlalchemy import create_engine, text

from freqtrade import constants
from freqtrade.enums import TradingMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.persistence import LocalTrade, Order, Trade, init_db
from freqtrade.persistence.migrations import get_last_sequence_ids, set_sequence_ids
from freqtrade.persistence.models import PairLock
from tests.conftest import create_mock_trades, create_mock_trades_with_leverage, log_has, log_has_re


spot, margin, futures = TradingMode.SPOT, TradingMode.MARGIN, TradingMode.FUTURES


def test_init_create_session(default_conf):
    # Check if init create a session
    init_db(default_conf['db_url'])
    assert hasattr(Trade, '_session')
    assert 'scoped_session' in type(Trade._session).__name__


def test_init_custom_db_url(default_conf, tmpdir):
    # Update path to a value other than default, but still in-memory
    filename = f"{tmpdir}/freqtrade2_test.sqlite"
    assert not Path(filename).is_file()

    default_conf.update({'db_url': f'sqlite:///{filename}'})

    init_db(default_conf['db_url'])
    assert Path(filename).is_file()
    r = Trade._session.execute(text("PRAGMA journal_mode"))
    assert r.first() == ('wal',)


def test_init_invalid_db_url():
    # Update path to a value other than default, but still in-memory
    with pytest.raises(OperationalException, match=r'.*no valid database URL*'):
        init_db('unknown:///some.url')

    with pytest.raises(OperationalException, match=r'Bad db-url.*For in-memory database, pl.*'):
        init_db('sqlite:///')


def test_init_prod_db(default_conf, mocker):
    default_conf.update({'dry_run': False})
    default_conf.update({'db_url': constants.DEFAULT_DB_PROD_URL})

    create_engine_mock = mocker.patch('freqtrade.persistence.models.create_engine', MagicMock())

    init_db(default_conf['db_url'])
    assert create_engine_mock.call_count == 1
    assert create_engine_mock.mock_calls[0][1][0] == 'sqlite:///tradesv3.sqlite'


def test_init_dryrun_db(default_conf, tmpdir):
    filename = f"{tmpdir}/freqtrade2_prod.sqlite"
    assert not Path(filename).is_file()
    default_conf.update({
        'dry_run': True,
        'db_url': f'sqlite:///{filename}'
    })

    init_db(default_conf['db_url'])
    assert Path(filename).is_file()


@pytest.mark.parametrize('is_short', [False, True])
@pytest.mark.usefixtures("init_persistence")
def test_enter_exit_side(fee, is_short):
    entry_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell")
    trade = Trade(
        id=2,
        pair='ADA/USDT',
        stake_amount=0.001,
        open_rate=0.01,
        amount=5,
        is_open=True,
        open_date=arrow.utcnow().datetime,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        is_short=is_short,
        leverage=2.0,
        trading_mode=margin
    )
    assert trade.entry_side == entry_side
    assert trade.exit_side == exit_side
    assert trade.trade_direction == 'short' if is_short else 'long'


@pytest.mark.usefixtures("init_persistence")
def test_set_stop_loss_liquidation(fee):
    trade = Trade(
        id=2,
        pair='ADA/USDT',
        stake_amount=60.0,
        open_rate=2.0,
        amount=30.0,
        is_open=True,
        open_date=arrow.utcnow().datetime,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        is_short=False,
        leverage=2.0,
        trading_mode=margin
    )
    trade.set_liquidation_price(0.09)
    assert trade.liquidation_price == 0.09
    assert trade.stop_loss is None
    assert trade.initial_stop_loss is None

    trade.adjust_stop_loss(2.0, 0.2, True)
    assert trade.liquidation_price == 0.09
    assert trade.stop_loss == 1.8
    assert trade.initial_stop_loss == 1.8

    trade.set_liquidation_price(0.08)
    assert trade.liquidation_price == 0.08
    assert trade.stop_loss == 1.8
    assert trade.initial_stop_loss == 1.8

    trade.set_liquidation_price(0.11)
    trade.adjust_stop_loss(2.0, 0.2)
    assert trade.liquidation_price == 0.11
    # Stoploss does not change from liquidation price
    assert trade.stop_loss == 1.8
    assert trade.initial_stop_loss == 1.8

    # lower stop doesn't move stoploss
    trade.adjust_stop_loss(1.8, 0.2)
    assert trade.liquidation_price == 0.11
    assert trade.stop_loss == 1.8
    assert trade.initial_stop_loss == 1.8

    # higher stop does move stoploss
    trade.adjust_stop_loss(2.1, 0.1)
    assert trade.liquidation_price == 0.11
    assert pytest.approx(trade.stop_loss) == 1.994999
    assert trade.initial_stop_loss == 1.8
    assert trade.stoploss_or_liquidation == trade.stop_loss

    trade.stop_loss = None
    trade.liquidation_price = None
    trade.initial_stop_loss = None
    trade.initial_stop_loss_pct = None

    trade.adjust_stop_loss(2.0, 0.1, True)
    assert trade.liquidation_price is None
    assert trade.stop_loss == 1.9
    assert trade.initial_stop_loss == 1.9
    assert trade.stoploss_or_liquidation == 1.9

    trade.is_short = True
    trade.recalc_open_trade_value()
    trade.stop_loss = None
    trade.initial_stop_loss = None
    trade.initial_stop_loss_pct = None

    trade.set_liquidation_price(3.09)
    assert trade.liquidation_price == 3.09
    assert trade.stop_loss is None
    assert trade.initial_stop_loss is None

    trade.adjust_stop_loss(2.0, 0.2)
    assert trade.liquidation_price == 3.09
    assert trade.stop_loss == 2.2
    assert trade.initial_stop_loss == 2.2
    assert trade.stoploss_or_liquidation == 2.2

    trade.set_liquidation_price(3.1)
    assert trade.liquidation_price == 3.1
    assert trade.stop_loss == 2.2
    assert trade.initial_stop_loss == 2.2
    assert trade.stoploss_or_liquidation == 2.2

    trade.set_liquidation_price(3.8)
    assert trade.liquidation_price == 3.8
    # Stoploss does not change from liquidation price
    assert trade.stop_loss == 2.2
    assert trade.initial_stop_loss == 2.2

    # Stop doesn't move stop higher
    trade.adjust_stop_loss(2.0, 0.3)
    assert trade.liquidation_price == 3.8
    assert trade.stop_loss == 2.2
    assert trade.initial_stop_loss == 2.2

    # Stoploss does move lower
    trade.set_liquidation_price(1.5)
    trade.adjust_stop_loss(1.8, 0.1)
    assert trade.liquidation_price == 1.5
    assert pytest.approx(trade.stop_loss) == 1.89
    assert trade.initial_stop_loss == 2.2
    assert trade.stoploss_or_liquidation == 1.5


@pytest.mark.parametrize('exchange,is_short,lev,minutes,rate,interest,trading_mode', [
    ("binance", False, 3, 10, 0.0005, round(0.0008333333333333334, 8), margin),
    ("binance", True, 3, 10, 0.0005, 0.000625, margin),
    ("binance", False, 3, 295, 0.0005, round(0.004166666666666667, 8), margin),
    ("binance", True, 3, 295, 0.0005, round(0.0031249999999999997, 8), margin),
    ("binance", False, 3, 295, 0.00025, round(0.0020833333333333333, 8), margin),
    ("binance", True, 3, 295, 0.00025, round(0.0015624999999999999, 8), margin),
    ("binance", False, 5, 295, 0.0005, 0.005, margin),
    ("binance", True, 5, 295, 0.0005, round(0.0031249999999999997, 8), margin),
    ("binance", False, 1, 295, 0.0005, 0.0, spot),
    ("binance", True, 1, 295, 0.0005, 0.003125, margin),

    ("binance", False, 3, 10, 0.0005, 0.0, futures),
    ("binance", True, 3, 295, 0.0005, 0.0, futures),
    ("binance", False, 5, 295, 0.0005, 0.0, futures),
    ("binance", True, 5, 295, 0.0005, 0.0, futures),
    ("binance", False, 1, 295, 0.0005, 0.0, futures),
    ("binance", True, 1, 295, 0.0005, 0.0, futures),

    ("kraken", False, 3, 10, 0.0005, 0.040, margin),
    ("kraken", True, 3, 10, 0.0005, 0.030, margin),
    ("kraken", False, 3, 295, 0.0005, 0.06, margin),
    ("kraken", True, 3, 295, 0.0005, 0.045, margin),
    ("kraken", False, 3, 295, 0.00025, 0.03, margin),
    ("kraken", True, 3, 295, 0.00025, 0.0225, margin),
    ("kraken", False, 5, 295, 0.0005, round(0.07200000000000001, 8), margin),
    ("kraken", True, 5, 295, 0.0005, 0.045, margin),
    ("kraken", False, 1, 295, 0.0005, 0.0, spot),
    ("kraken", True, 1, 295, 0.0005, 0.045, margin),

])
@pytest.mark.usefixtures("init_persistence")
def test_interest(fee, exchange, is_short, lev, minutes, rate, interest,
                  trading_mode):
    """
        10min, 5hr limit trade on Binance/Kraken at 3x,5x leverage
        fee: 0.25 % quote
        interest_rate: 0.05 % per 4 hrs
        open_rate: 2.00 quote
        close_rate: 2.20 quote
        amount: = 30.0 crypto
        stake_amount
            3x, -3x: 20.0  quote
            5x, -5x: 12.0  quote
        borrowed
          10min
             3x: 40 quote
            -3x: 30 crypto
             5x: 48 quote
            -5x: 30 crypto
             1x: 0
            -1x: 30 crypto
        hours: 1/6 (10 minutes)
        time-periods:
            10min
                kraken: (1 + 1) 4hr_periods = 2 4hr_periods
                binance: 1/24 24hr_periods
            4.95hr
                kraken: ceil(1 + 4.95/4) 4hr_periods = 3 4hr_periods
                binance: ceil(4.95)/24 24hr_periods = 5/24 24hr_periods
        interest: borrowed * interest_rate * time-periods
          10min
            binance     3x: 40 * 0.0005 * 1/24 = 0.0008333333333333334 quote
            kraken      3x: 40 * 0.0005 * 2    = 0.040 quote
            binace     -3x: 30 * 0.0005 * 1/24 = 0.000625 crypto
            kraken     -3x: 30 * 0.0005 * 2    = 0.030 crypto
          5hr
            binance     3x: 40 * 0.0005 * 5/24 = 0.004166666666666667 quote
            kraken      3x: 40 * 0.0005 * 3    = 0.06 quote
            binace     -3x: 30 * 0.0005 * 5/24 = 0.0031249999999999997 crypto
            kraken     -3x: 30 * 0.0005 * 3    = 0.045 crypto
          0.00025 interest
            binance     3x: 40 * 0.00025 * 5/24 = 0.0020833333333333333 quote
            kraken      3x: 40 * 0.00025 * 3    = 0.03 quote
            binace     -3x: 30 * 0.00025 * 5/24 = 0.0015624999999999999 crypto
            kraken     -3x: 30 * 0.00025 * 3    = 0.0225 crypto
          5x leverage, 0.0005 interest, 5hr
            binance     5x: 48 * 0.0005 * 5/24 = 0.005 quote
            kraken      5x: 48 * 0.0005 * 3    = 0.07200000000000001 quote
            binace     -5x: 30 * 0.0005 * 5/24 = 0.0031249999999999997 crypto
            kraken     -5x: 30 * 0.0005 * 3    = 0.045 crypto
          1x leverage, 0.0005 interest, 5hr
            binance,kraken 1x: 0.0 quote
            binace        -1x: 30 * 0.0005 * 5/24 = 0.003125 crypto
            kraken        -1x: 30 * 0.0005 * 3    = 0.045 crypto
    """

    trade = Trade(
        pair='ADA/USDT',
        stake_amount=20.0,
        amount=30.0,
        open_rate=2.0,
        open_date=datetime.utcnow() - timedelta(minutes=minutes),
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange=exchange,
        leverage=lev,
        interest_rate=rate,
        is_short=is_short,
        trading_mode=trading_mode
    )

    assert round(float(trade.calculate_interest()), 8) == interest


@pytest.mark.parametrize('is_short,lev,borrowed,trading_mode', [
    (False, 1.0, 0.0, spot),
    (True, 1.0, 30.0, margin),
    (False, 3.0, 40.0, margin),
    (True, 3.0, 30.0, margin),
])
@pytest.mark.usefixtures("init_persistence")
def test_borrowed(limit_buy_order_usdt, limit_sell_order_usdt, fee,
                  caplog, is_short, lev, borrowed, trading_mode):
    """
        10 minute limit trade on Binance/Kraken at 1x, 3x leverage
        fee: 0.25% quote
        interest_rate: 0.05% per 4 hrs
        open_rate: 2.00 quote
        close_rate: 2.20 quote
        amount: = 30.0 crypto
        stake_amount
            1x,-1x: 60.0  quote
            3x,-3x: 20.0  quote
        borrowed
             1x:  0 quote
             3x: 40 quote
            -1x: 30 crypto
            -3x: 30 crypto
        hours: 1/6 (10 minutes)
        time-periods:
            kraken: (1 + 1) 4hr_periods = 2 4hr_periods
            binance: 1/24 24hr_periods
        interest: borrowed * interest_rate * time-periods
            1x            :  /
            binance     3x: 40 * 0.0005 * 1/24 = 0.0008333333333333334 quote
            kraken      3x: 40 * 0.0005 * 2 = 0.040 quote
            binace -1x,-3x: 30 * 0.0005 * 1/24 = 0.000625 crypto
            kraken -1x,-3x: 30 * 0.0005 * 2 = 0.030 crypto
        open_value: (amount * open_rate) ± (amount * open_rate * fee)
             1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
            -1x,-3x: 30 * 2 - 30 * 2 * 0.0025 = 59.850 quote
        amount_closed:
            1x, 3x         : amount
            -1x, -3x       : amount + interest
            binance -1x,-3x: 30 + 0.000625 = 30.000625 crypto
            kraken  -1x,-3x: 30 + 0.03 = 30.03 crypto
        close_value:
             1x, 3x: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
            -1x,-3x: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
            binance,kraken 1x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025)         = 65.835
            binance        3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.00083333 = 65.83416667
            kraken         3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.040 = 65.795
            binance   -1x,-3x: (30.000625 * 2.20) + (30.000625 * 2.20 * 0.0025) = 66.16637843750001
            kraken    -1x,-3x: (30.03 * 2.20) + (30.03 * 2.20 * 0.0025)         = 66.231165
        total_profit:
            1x, 3x : close_value - open_value
            -1x,-3x: open_value  - close_value
            binance,kraken 1x: 65.835 - 60.15             = 5.685
            binance        3x: 65.83416667 - 60.15        = 5.684166670000003
            kraken         3x: 65.795 - 60.15             = 5.645
            binance   -1x,-3x: 59.850 - 66.16637843750001 = -6.316378437500013
            kraken    -1x,-3x: 59.850 - 66.231165          = -6.381165
        total_profit_ratio:
            1x, 3x : ((close_value/open_value) - 1) * leverage
            -1x,-3x: (1 - (close_value/open_value)) * leverage
            binance  1x: ((65.835 / 60.15) - 1)  * 1 = 0.0945137157107232
            binance  3x: ((65.83416667 / 60.15) - 1)  * 3 = 0.2834995845386534
            kraken   1x: ((65.835 / 60.15) - 1)  * 1 = 0.0945137157107232
            kraken   3x: ((65.795 / 60.15) - 1)  * 3 = 0.2815461346633419
            binance -1x: (1-(66.1663784375 / 59.85)) * 1 = -0.1055368159983292
            binance -3x: (1-(66.1663784375 / 59.85)) * 3 = -0.3166104479949876
            kraken  -1x: (1-(66.2311650 / 59.85)) * 1    = -0.106619298245614
            kraken  -3x: (1-(66.2311650 / 59.85)) * 3    = -0.319857894736842
    """

    trade = Trade(
        id=2,
        pair='ADA/USDT',
        stake_amount=60.0,
        open_rate=2.0,
        amount=30.0,
        is_open=True,
        open_date=arrow.utcnow().datetime,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        is_short=is_short,
        leverage=lev,
        trading_mode=trading_mode
    )
    assert trade.borrowed == borrowed


@pytest.mark.parametrize('is_short,open_rate,close_rate,lev,profit,trading_mode', [
    (False, 2.0, 2.2, 1.0, 0.09451372, spot),
    (True, 2.2, 2.0, 3.0, 0.25894253, margin),
])
@pytest.mark.usefixtures("init_persistence")
def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_usdt, time_machine,
                            is_short, open_rate, close_rate, lev, profit, trading_mode):
    """
        10 minute limit trade on Binance/Kraken at 1x, 3x leverage
        fee: 0.25% quote
        interest_rate: 0.05% per 4 hrs
        open_rate: 2.00 quote
        close_rate: 2.20 quote
        amount: = 30.0 crypto
        stake_amount
            1x,-1x: 60.0  quote
            3x,-3x: 20.0  quote
        borrowed
             1x:  0 quote
             3x: 40 quote
            -1x: 30 crypto
            -3x: 30 crypto
        hours: 1/6 (10 minutes)
        time-periods:
            kraken: (1 + 1) 4hr_periods = 2 4hr_periods
            binance: 1/24 24hr_periods
        interest: borrowed * interest_rate * time-periods
            1x            :  /
            binance     3x: 40 * 0.0005 * 1/24 = 0.0008333333333333334 quote
            kraken      3x: 40 * 0.0005 * 2 = 0.040 quote
            binace -1x,-3x: 30 * 0.0005 * 1/24 = 0.000625 crypto
            kraken -1x,-3x: 30 * 0.0005 * 2 = 0.030 crypto
        open_value: (amount * open_rate) ± (amount * open_rate * fee)
             1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
            -1x,-3x: 30 * 2 - 30 * 2 * 0.0025 = 59.850 quote
        amount_closed:
            1x, 3x         : amount
            -1x, -3x       : amount + interest
            binance -1x,-3x: 30 + 0.000625 = 30.000625 crypto
            kraken  -1x,-3x: 30 + 0.03 = 30.03 crypto
        close_value:
             1x, 3x: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
            -1x,-3x: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
            binance,kraken 1x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025)         = 65.835
            binance        3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.00083333 = 65.83416667
            kraken         3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.040 = 65.795
            binance   -1x,-3x: (30.000625 * 2.20) + (30.000625 * 2.20 * 0.0025) = 66.16637843750001
            kraken    -1x,-3x: (30.03 * 2.20) + (30.03 * 2.20 * 0.0025)         = 66.231165
        total_profit:
            1x, 3x : close_value - open_value
            -1x,-3x: open_value  - close_value
            binance,kraken 1x: 65.835 - 60.15             = 5.685
            binance        3x: 65.83416667 - 60.15        = 5.684166670000003
            kraken         3x: 65.795 - 60.15             = 5.645
            binance   -1x,-3x: 59.850 - 66.16637843750001 = -6.316378437500013
            kraken    -1x,-3x: 59.850 - 66.231165          = -6.381165
        total_profit_ratio:
            1x, 3x : ((close_value/open_value) - 1) * leverage
            -1x,-3x: (1 - (close_value/open_value)) * leverage
            binance  1x: ((65.835 / 60.15) - 1)  * 1 = 0.0945137157107232
            binance  3x: ((65.83416667 / 60.15) - 1)  * 3 = 0.2834995845386534
            kraken   1x: ((65.835 / 60.15) - 1)  * 1 = 0.0945137157107232
            kraken   3x: ((65.795 / 60.15) - 1)  * 3 = 0.2815461346633419
            binance -1x: (1-(66.1663784375 / 59.85)) * 1 = -0.1055368159983292
            binance -3x: (1-(66.1663784375 / 59.85)) * 3 = -0.3166104479949876
            kraken  -1x: (1-(66.2311650 / 59.85)) * 1    = -0.106619298245614
            kraken  -3x: (1-(66.2311650 / 59.85)) * 3    = -0.319857894736842
        open_rate: 2.2, close_rate: 2.0, -3x, binance, short
            open_value: 30 * 2.2 - 30 * 2.2 * 0.0025 = 65.835 quote
            amount_closed: 30 + 0.000625 = 30.000625 crypto
            close_value: (30.000625 * 2.0) + (30.000625 * 2.0 * 0.0025) = 60.151253125
            total_profit: 65.835 - 60.151253125 = 5.683746874999997
            total_profit_ratio: (1-(60.151253125/65.835)) * 3 = 0.2589996297562085

    """
    time_machine.move_to("2022-03-31 20:45:00 +00:00")

    enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt
    exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt
    entry_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell")

    trade = Trade(
        id=2,
        pair='ADA/USDT',
        stake_amount=60.0,
        open_rate=open_rate,
        amount=30.0,
        is_open=True,
        open_date=arrow.utcnow().datetime,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        is_short=is_short,
        interest_rate=0.0005,
        leverage=lev,
        trading_mode=trading_mode
    )
    assert trade.open_order_id is None
    assert trade.close_profit is None
    assert trade.close_date is None

    trade.open_order_id = enter_order['id']
    oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', entry_side)
    trade.orders.append(oobj)
    trade.update_trade(oobj)
    assert trade.open_order_id is None
    assert trade.open_rate == open_rate
    assert trade.close_profit is None
    assert trade.close_date is None
    assert log_has_re(f"LIMIT_{entry_side.upper()} has been fulfilled for "
                      r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, "
                      f"is_short={is_short}, leverage={lev}, open_rate={open_rate}0000000, "
                      r"open_since=.*\).",
                      caplog)

    caplog.clear()
    trade.open_order_id = enter_order['id']
    time_machine.move_to("2022-03-31 21:45:05 +00:00")
    oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', exit_side)
    trade.orders.append(oobj)
    trade.update_trade(oobj)

    assert trade.open_order_id is None
    assert trade.close_rate == close_rate
    assert pytest.approx(trade.close_profit) == profit
    assert trade.close_date is not None
    assert log_has_re(f"LIMIT_{exit_side.upper()} has been fulfilled for "
                      r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, "
                      f"is_short={is_short}, leverage={lev}, open_rate={open_rate}0000000, "
                      r"open_since=.*\).",
                      caplog)
    caplog.clear()


@pytest.mark.usefixtures("init_persistence")
def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee, caplog):
    trade = Trade(
        id=1,
        pair='ADA/USDT',
        stake_amount=60.0,
        open_rate=2.0,
        amount=30.0,
        is_open=True,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_date=arrow.utcnow().datetime,
        exchange='binance',
        trading_mode=margin,
        leverage=1.0,
    )

    trade.open_order_id = 'mocked_market_buy'
    oobj = Order.parse_from_ccxt_object(market_buy_order_usdt, 'ADA/USDT', 'buy')
    trade.orders.append(oobj)
    trade.update_trade(oobj)
    assert trade.open_order_id is None
    assert trade.open_rate == 2.0
    assert trade.close_profit is None
    assert trade.close_date is None
    assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, "
                      r"pair=ADA/USDT, amount=30.00000000, is_short=False, leverage=1.0, "
                      r"open_rate=2.00000000, open_since=.*\).",
                      caplog)

    caplog.clear()
    trade.is_open = True
    trade.open_order_id = 'mocked_market_sell'
    oobj = Order.parse_from_ccxt_object(market_sell_order_usdt, 'ADA/USDT', 'sell')
    trade.orders.append(oobj)
    trade.update_trade(oobj)
    assert trade.open_order_id is None
    assert trade.close_rate == 2.2
    assert pytest.approx(trade.close_profit) == 0.094513715710723
    assert trade.close_date is not None
    assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
                      r"pair=ADA/USDT, amount=30.00000000, is_short=False, leverage=1.0, "
                      r"open_rate=2.00000000, open_since=.*\).",
                      caplog)


@pytest.mark.parametrize(
    'exchange,is_short,lev,open_value,close_value,profit,profit_ratio,trading_mode,funding_fees', [
        ("binance", False, 1, 60.15, 65.835, 5.685, 0.09451371, spot, 0.0),
        ("binance", True, 1, 65.835, 60.151253125, 5.68374687, 0.08633321, margin, 0.0),
        ("binance", False, 3, 60.15, 65.83416667, 5.68416667, 0.28349958, margin, 0.0),
        ("binance", True, 3, 65.835, 60.151253125, 5.68374687, 0.25899963, margin, 0.0),

        ("kraken", False, 1, 60.15, 65.835, 5.685, 0.09451371, spot, 0.0),
        ("kraken", True, 1, 65.835, 60.21015, 5.62485, 0.0854386, margin, 0.0),
        ("kraken", False, 3, 60.15, 65.795, 5.645, 0.28154613, margin, 0.0),
        ("kraken", True, 3, 65.835, 60.21015, 5.62485, 0.25631579, margin, 0.0),

        ("binance", False, 1, 60.15, 65.835,  5.685, 0.09451371, futures, 0.0),
        ("binance", False, 1, 60.15, 66.835,  6.685, 0.11113881, futures, 1.0),
        ("binance", True, 1, 65.835,  60.15, 5.685, 0.08635224, futures, 0.0),
        ("binance", True, 1, 65.835,  61.15, 4.685, 0.07116276, futures, -1.0),
        ("binance", True, 3, 65.835,  59.15, 6.685, 0.3046252, futures, 1.0),
        ("binance", False, 3, 60.15, 64.835,  4.685, 0.23366583, futures, -1.0),
    ])
@pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price(
    limit_order, fee, exchange, is_short, lev,
    open_value, close_value, profit, profit_ratio, trading_mode, funding_fees
):
    trade: Trade = Trade(
        pair='ADA/USDT',
        stake_amount=60.0,
        open_rate=2.0,
        amount=30.0,
        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
        interest_rate=0.0005,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange=exchange,
        is_short=is_short,
        leverage=lev,
        trading_mode=trading_mode,
    )
    entry_order = limit_order[trade.entry_side]
    exit_order = limit_order[trade.exit_side]
    trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'

    oobj = Order.parse_from_ccxt_object(entry_order, 'ADA/USDT', trade.entry_side)
    oobj.trade = trade
    oobj.update_from_ccxt_object(entry_order)
    trade.update_trade(oobj)

    trade.funding_fees = funding_fees

    oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', trade.exit_side)
    oobj.trade = trade
    oobj.update_from_ccxt_object(exit_order)
    trade.update_trade(oobj)

    assert trade.is_open is False
    assert trade.funding_fees == funding_fees

    assert pytest.approx(trade._calc_open_trade_value(trade.amount, trade.open_rate)) == open_value
    assert pytest.approx(trade.calc_close_trade_value(trade.close_rate)) == close_value
    assert pytest.approx(trade.close_profit_abs) == profit
    assert pytest.approx(trade.close_profit) == profit_ratio


@pytest.mark.usefixtures("init_persistence")
def test_trade_close(fee):
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=60.0,
        open_rate=2.0,
        amount=30.0,
        is_open=True,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
        interest_rate=0.0005,
        exchange='binance',
        trading_mode=margin,
        leverage=1.0,
    )
    trade.orders.append(Order(
        ft_order_side=trade.entry_side,
        order_id=f'{trade.pair}-{trade.entry_side}-{trade.open_date}',
        ft_is_open=False,
        ft_pair=trade.pair,
        amount=trade.amount,
        filled=trade.amount,
        remaining=0,
        price=trade.open_rate,
        average=trade.open_rate,
        status="closed",
        order_type="limit",
        side=trade.entry_side,
    ))
    trade.orders.append(Order(
        ft_order_side=trade.exit_side,
        order_id=f'{trade.pair}-{trade.exit_side}-{trade.open_date}',
        ft_is_open=False,
        ft_pair=trade.pair,
        amount=trade.amount,
        filled=trade.amount,
        remaining=0,
        price=2.2,
        average=2.2,
        status="closed",
        order_type="limit",
        side=trade.exit_side,
         ))
    assert trade.close_profit is None
    assert trade.close_date is None
    assert trade.is_open is True
    trade.close(2.2)
    assert trade.is_open is False
    assert pytest.approx(trade.close_profit) == 0.094513715
    assert trade.close_date is not None

    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(2.2)
    assert trade.close_date == new_date


@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=60.0,
        open_rate=2.0,
        amount=30.0,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        trading_mode=margin,
        leverage=1.0,
    )

    trade.open_order_id = 'something'
    oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
    trade.update_trade(oobj)
    assert trade.calc_close_trade_value(trade.close_rate) == 0.0


@pytest.mark.usefixtures("init_persistence")
def test_update_open_order(limit_buy_order_usdt):
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=60.0,
        open_rate=2.0,
        amount=30.0,
        fee_open=0.1,
        fee_close=0.1,
        exchange='binance',
        trading_mode=margin
    )

    assert trade.open_order_id is None
    assert trade.close_profit is None
    assert trade.close_date is None

    limit_buy_order_usdt['status'] = 'open'
    oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'buy')
    trade.update_trade(oobj)

    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_update_invalid_order(limit_buy_order_usdt):
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=60.0,
        amount=30.0,
        open_rate=2.0,
        fee_open=0.1,
        fee_close=0.1,
        exchange='binance',
        trading_mode=margin
    )
    limit_buy_order_usdt['type'] = 'invalid'
    oobj = Order.parse_from_ccxt_object(limit_buy_order_usdt, 'ADA/USDT', 'meep')
    with pytest.raises(ValueError, match=r'Unknown order type'):
        trade.update_trade(oobj)


@pytest.mark.parametrize('exchange', ['binance', 'kraken'])
@pytest.mark.parametrize('trading_mode', [spot, margin, futures])
@pytest.mark.parametrize('lev', [1, 3])
@pytest.mark.parametrize('is_short,fee_rate,result', [
    (False, 0.003, 60.18),
    (False, 0.0025, 60.15),
    (False, 0.003, 60.18),
    (False, 0.0025, 60.15),
    (True, 0.003, 59.82),
    (True, 0.0025, 59.85),
    (True, 0.003, 59.82),
    (True, 0.0025, 59.85)
])
@pytest.mark.usefixtures("init_persistence")
def test_calc_open_trade_value(
    limit_buy_order_usdt,
    exchange,
    lev,
    is_short,
    fee_rate,
    result,
    trading_mode
):
    # 10 minute limit trade on Binance/Kraken at 1x, 3x leverage
    # fee: 0.25 %, 0.3% quote
    # open_rate: 2.00 quote
    # amount: = 30.0 crypto
    # stake_amount
    #     1x, -1x: 60.0  quote
    #     3x, -3x: 20.0  quote
    # open_value: (amount * open_rate) ± (amount * open_rate * fee)
    # 0.25% fee
    #      1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
    #     -1x,-3x: 30 * 2 - 30 * 2 * 0.0025 = 59.85 quote
    # 0.3% fee
    #      1x, 3x: 30 * 2 + 30 * 2 * 0.003  = 60.18 quote
    #     -1x,-3x: 30 * 2 - 30 * 2 * 0.003  = 59.82 quote
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=60.0,
        amount=30.0,
        open_rate=2.0,
        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
        fee_open=fee_rate,
        fee_close=fee_rate,
        exchange=exchange,
        leverage=lev,
        is_short=is_short,
        trading_mode=trading_mode
    )
    trade.open_order_id = 'open_trade'
    oobj = Order.parse_from_ccxt_object(
        limit_buy_order_usdt, 'ADA/USDT', 'sell' if is_short else 'buy')
    trade.update_trade(oobj)  # Buy @ 2.0

    # Get the open rate price with the standard fee rate
    assert trade._calc_open_trade_value(trade.amount, trade.open_rate) == result


@pytest.mark.parametrize(
    'exchange,is_short,lev,open_rate,close_rate,fee_rate,result,trading_mode,funding_fees', [
        ('binance', False, 1, 2.0, 2.5, 0.0025, 74.8125, spot, 0),
        ('binance', False, 1, 2.0, 2.5, 0.003, 74.775, spot, 0),
        ('binance', False, 1, 2.0, 2.2, 0.005, 65.67, margin, 0),
        ('binance', False, 3, 2.0, 2.5, 0.0025, 74.81166667, margin, 0),
        ('binance', False, 3, 2.0, 2.5, 0.003, 74.77416667, margin, 0),
        ('binance', True, 3, 2.2, 2.5, 0.0025, 75.18906641, margin, 0),
        ('binance', True, 3, 2.2, 2.5, 0.003, 75.22656719, margin, 0),
        ('binance', True, 1, 2.2, 2.5, 0.0025, 75.18906641, margin, 0),
        ('binance', True, 1, 2.2, 2.5, 0.003, 75.22656719, margin, 0),

        # Kraken
        ('kraken', False, 3, 2.0, 2.5, 0.0025, 74.7725, margin, 0),
        ('kraken', False, 3, 2.0, 2.5, 0.003, 74.735, margin, 0),
        ('kraken', True, 3, 2.2, 2.5, 0.0025, 75.2626875, margin, 0),
        ('kraken', True, 3, 2.2, 2.5, 0.003, 75.300225, margin, 0),
        ('kraken', True, 1, 2.2, 2.5, 0.0025, 75.2626875, margin, 0),
        ('kraken', True, 1, 2.2, 2.5, 0.003, 75.300225, margin, 0),

        ('binance', False, 1, 2.0, 2.5, 0.0025, 75.8125, futures, 1),
        ('binance', False, 3, 2.0, 2.5, 0.0025, 73.8125, futures, -1),
        ('binance', True, 3, 2.0, 2.5, 0.0025,  74.1875, futures, 1),
        ('binance', True, 1, 2.0, 2.5, 0.0025,  76.1875, futures, -1),

    ])
@pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price(
    open_rate, exchange, is_short,
    lev, close_rate, fee_rate, result, trading_mode, funding_fees
):
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=60.0,
        amount=30.0,
        open_rate=open_rate,
        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
        fee_open=fee_rate,
        fee_close=fee_rate,
        exchange=exchange,
        interest_rate=0.0005,
        is_short=is_short,
        leverage=lev,
        trading_mode=trading_mode,
        funding_fees=funding_fees
    )
    trade.open_order_id = 'close_trade'
    assert round(trade.calc_close_trade_value(rate=close_rate), 8) == result


@pytest.mark.parametrize(
    'exchange,is_short,lev,close_rate,fee_close,profit,profit_ratio,trading_mode,funding_fees', [
        ('binance', False, 1, 2.1, 0.0025, 2.6925, 0.044763092, spot, 0),
        ('binance', False, 3, 2.1, 0.0025, 2.69166667, 0.134247714, margin, 0),
        ('binance', True, 1, 2.1, 0.0025, -3.3088157, -0.055285142, margin, 0),
        ('binance', True, 3, 2.1, 0.0025, -3.3088157, -0.16585542, margin, 0),

        ('binance', False, 1, 1.9, 0.0025, -3.2925, -0.054738154, margin, 0),
        ('binance', False, 3, 1.9, 0.0025, -3.29333333, -0.164256026, margin, 0),
        ('binance', True, 1, 1.9, 0.0025, 2.70630953, 0.0452182043, margin, 0),
        ('binance', True, 3, 1.9, 0.0025, 2.70630953, 0.135654613, margin, 0),

        ('binance', False, 1, 2.2, 0.0025, 5.685, 0.09451371, margin, 0),
        ('binance', False, 3, 2.2, 0.0025, 5.68416667, 0.28349958, margin, 0),
        ('binance', True, 1, 2.2, 0.0025, -6.3163784, -0.10553681, margin, 0),
        ('binance', True, 3, 2.2, 0.0025, -6.3163784, -0.31661044, margin, 0),

        # Kraken
        ('kraken', False, 1, 2.1, 0.0025, 2.6925, 0.044763092, spot, 0),
        ('kraken', False, 3, 2.1, 0.0025, 2.6525, 0.132294264, margin, 0),
        ('kraken', True, 1, 2.1, 0.0025, -3.3706575, -0.056318421, margin, 0),
        ('kraken', True, 3, 2.1, 0.0025, -3.3706575, -0.168955263, margin, 0),

        ('kraken', False, 1, 1.9, 0.0025, -3.2925, -0.054738154, margin, 0),
        ('kraken', False, 3, 1.9, 0.0025, -3.3325, -0.166209476, margin, 0),
        ('kraken', True, 1, 1.9, 0.0025, 2.6503575, 0.044283333, margin, 0),
        ('kraken', True, 3, 1.9, 0.0025, 2.6503575, 0.132850000, margin, 0),

        ('kraken', False, 1, 2.2, 0.0025, 5.685, 0.09451371, margin, 0),
        ('kraken', False, 3, 2.2, 0.0025, 5.645, 0.28154613, margin, 0),
        ('kraken', True, 1, 2.2, 0.0025, -6.381165, -0.1066192, margin, 0),
        ('kraken', True, 3, 2.2, 0.0025, -6.381165, -0.3198578, margin, 0),

        ('binance', False, 1, 2.1, 0.003, 2.66100000, 0.044239401, spot, 0),
        ('binance', False, 1, 1.9, 0.003, -3.3209999, -0.055211970, spot, 0),
        ('binance', False, 1, 2.2, 0.003, 5.6520000, 0.093965087, spot, 0),

        # FUTURES, funding_fee=1
        ('binance', False, 1, 2.1, 0.0025, 3.6925, 0.06138819, futures, 1),
        ('binance', False, 3, 2.1, 0.0025, 3.6925, 0.18416458, futures, 1),
        ('binance', True, 1, 2.1, 0.0025, -2.3074999, -0.03855472, futures, 1),
        ('binance', True, 3, 2.1, 0.0025, -2.3074999, -0.11566416, futures, 1),

        ('binance', False, 1, 1.9, 0.0025, -2.2925, -0.03811305, futures, 1),
        ('binance', False, 3, 1.9, 0.0025, -2.2925, -0.11433915, futures, 1),
        ('binance', True, 1, 1.9, 0.0025, 3.7075, 0.06194653, futures, 1),
        ('binance', True, 3, 1.9, 0.0025, 3.7075, 0.18583959, futures, 1),

        ('binance', False, 1, 2.2, 0.0025, 6.685, 0.11113881, futures, 1),
        ('binance', False, 3, 2.2, 0.0025, 6.685, 0.33341645, futures, 1),
        ('binance', True, 1, 2.2, 0.0025, -5.315, -0.08880534, futures, 1),
        ('binance', True, 3, 2.2, 0.0025, -5.315, -0.26641604, futures, 1),

        # FUTURES, funding_fee=-1
        ('binance', False, 1, 2.1, 0.0025, 1.6925, 0.02813798, futures, -1),
        ('binance', False, 3, 2.1, 0.0025, 1.6925, 0.08441396, futures, -1),
        ('binance', True, 1, 2.1, 0.0025, -4.307499, -0.07197159, futures, -1),
        ('binance', True, 3, 2.1, 0.0025, -4.307499, -0.21591478, futures, -1),

        ('binance', False, 1, 1.9, 0.0025, -4.292499, -0.07136325, futures, -1),
        ('binance', False, 3, 1.9, 0.0025, -4.292499, -0.21408977, futures, -1),
        ('binance', True, 1, 1.9, 0.0025, 1.7075, 0.02852965, futures, -1),
        ('binance', True, 3, 1.9, 0.0025, 1.7075, 0.08558897, futures, -1),

        ('binance', False, 1, 2.2, 0.0025, 4.684999, 0.07788861, futures, -1),
        ('binance', False, 3, 2.2, 0.0025, 4.684999, 0.23366583, futures, -1),
        ('binance', True, 1, 2.2, 0.0025, -7.315, -0.12222222, futures, -1),
        ('binance', True, 3, 2.2, 0.0025, -7.315, -0.36666666, futures, -1),

        # FUTURES, funding_fee=0
        ('binance', False, 1, 2.1, 0.0025, 2.6925, 0.04476309, futures, 0),
        ('binance', False, 3, 2.1, 0.0025, 2.6925, 0.13428928, futures, 0),
        ('binance', True, 1, 2.1, 0.0025, -3.3074999, -0.05526316, futures, 0),
        ('binance', True, 3, 2.1, 0.0025, -3.3074999, -0.16578947, futures, 0),

        ('binance', False, 1, 1.9, 0.0025, -3.2925, -0.05473815, futures, 0),
        ('binance', False, 3, 1.9, 0.0025, -3.2925, -0.16421446, futures, 0),
        ('binance', True, 1, 1.9, 0.0025, 2.7075, 0.0452381, futures, 0),
        ('binance', True, 3, 1.9, 0.0025, 2.7075, 0.13571429, futures, 0),
    ])
@pytest.mark.usefixtures("init_persistence")
def test_calc_profit(
    exchange,
    is_short,
    lev,
    close_rate,
    fee_close,
    profit,
    profit_ratio,
    trading_mode,
    funding_fees
):
    """
        10 minute limit trade on Binance/Kraken at 1x, 3x leverage
        arguments:
            fee:
                0.25% quote
                0.30% quote
            interest_rate: 0.05% per 4 hrs
            open_rate: 2.0 quote
            close_rate:
                1.9 quote
                2.1 quote
                2.2 quote
            amount: = 30.0 crypto
            stake_amount
                1x,-1x: 60.0  quote
                3x,-3x: 20.0  quote
            hours: 1/6 (10 minutes)
            funding_fees: 1
        borrowed
             1x:  0 quote
             3x: 40 quote
            -1x: 30 crypto
            -3x: 30 crypto
        time-periods:
            kraken: (1 + 1) 4hr_periods = 2 4hr_periods
            binance: 1/24 24hr_periods
        interest: borrowed * interest_rate * time-periods
            1x            :  /
            binance     3x: 40 * 0.0005 * 1/24 = 0.0008333333333333334 quote
            kraken      3x: 40 * 0.0005 * 2    = 0.040 quote
            binace -1x,-3x: 30 * 0.0005 * 1/24 = 0.000625 crypto
            kraken -1x,-3x: 30 * 0.0005 * 2    = 0.030 crypto
        open_value: (amount * open_rate) ± (amount * open_rate * fee)
          0.0025 fee
             1x, 3x: 30 * 2 + 30 * 2 * 0.0025 = 60.15 quote
            -1x,-3x: 30 * 2 - 30 * 2 * 0.0025 = 59.85 quote
          0.003 fee: Is only applied to close rate in this test
        amount_closed:
            1x, 3x                         = amount
            -1x, -3x                       = amount + interest
            binance -1x,-3x: 30 + 0.000625 = 30.000625 crypto
            kraken  -1x,-3x: 30 + 0.03     = 30.03 crypto
        close_value:
            equations:
                1x, 3x: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
                -1x,-3x: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
            2.1 quote
                bin,krak  1x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025)                = 62.8425
                bin       3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) - 0.0008333333 = 62.8416666667
                krak      3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) - 0.040        = 62.8025
                bin  -1x,-3x: (30.000625 * 2.1) + (30.000625 * 2.1 * 0.0025)        = 63.15881578125
                krak -1x,-3x: (30.03 * 2.1) + (30.03 * 2.1 * 0.0025)                = 63.2206575
            1.9 quote
                bin,krak  1x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025)                = 56.8575
                bin       3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) - 0.0008333333 = 56.85666667
                krak      3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) - 0.040        = 56.8175
                bin  -1x,-3x: (30.000625 * 1.9) + (30.000625 * 1.9 * 0.0025)        = 57.14369046875
                krak -1x,-3x: (30.03 * 1.9) + (30.03 * 1.9 * 0.0025)                = 57.1996425
            2.2 quote
                bin,krak  1x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025)              = 65.835
                bin       3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.00083333 = 65.83416667
                krak      3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) - 0.040      = 65.795
                bin  -1x,-3x: (30.000625 * 2.20) + (30.000625 * 2.20 * 0.0025)      = 66.1663784375
                krak -1x,-3x: (30.03 * 2.20) + (30.03 * 2.20 * 0.0025)              = 66.231165
        total_profit:
            equations:
                1x, 3x : close_value - open_value
                -1x,-3x: open_value - close_value
            2.1 quote
                binance,kraken 1x: 62.8425     - 60.15          = 2.6925
                binance        3x: 62.84166667 - 60.15          = 2.69166667
                kraken         3x: 62.8025     - 60.15          = 2.6525
                binance   -1x,-3x: 59.850      - 63.15881578125 = -3.308815781249997
                kraken    -1x,-3x: 59.850      - 63.2206575     = -3.3706575
            1.9 quote
                binance,kraken 1x: 56.8575     - 60.15          = -3.2925
                binance        3x: 56.85666667 - 60.15          = -3.29333333
                kraken         3x: 56.8175     - 60.15          = -3.3325
                binance   -1x,-3x: 59.850      - 57.14369046875 = 2.7063095312499996
                kraken    -1x,-3x: 59.850      - 57.1996425     = 2.6503575
            2.2 quote
                binance,kraken 1x: 65.835      - 60.15          = 5.685
                binance        3x: 65.83416667 - 60.15          = 5.68416667
                kraken         3x: 65.795      - 60.15          = 5.645
                binance   -1x,-3x: 59.850      - 66.1663784375  = -6.316378437499999
                kraken    -1x,-3x: 59.850      - 66.231165      = -6.381165
        total_profit_ratio:
            equations:
                1x, 3x : ((close_value/open_value) - 1) * leverage
                -1x,-3x: (1 - (close_value/open_value)) * leverage
            2.1 quote
                binance,kraken 1x: (62.8425 / 60.15) - 1             = 0.04476309226932673
                binance        3x: ((62.84166667 / 60.15) - 1)*3     = 0.13424771421446402
                kraken         3x: ((62.8025 / 60.15) - 1)*3         = 0.13229426433915248
                binance       -1x: 1 - (63.15881578125 / 59.850)     = -0.05528514254385963
                binance       -3x: (1 - (63.15881578125 / 59.850))*3 = -0.1658554276315789
                kraken        -1x: 1 - (63.2206575 / 59.850)         = -0.05631842105263152
                kraken        -3x: (1 - (63.2206575 / 59.850))*3     = -0.16895526315789455
            1.9 quote
                binance,kraken 1x: (56.8575 / 60.15) - 1             = -0.05473815461346632
                binance        3x: ((56.85666667 / 60.15) - 1)*3     = -0.16425602643391513
                kraken         3x: ((56.8175 / 60.15) - 1)*3         = -0.16620947630922667
                binance       -1x: 1 - (57.14369046875 / 59.850)     = 0.045218204365079395
                binance       -3x: (1 - (57.14369046875 / 59.850))*3 = 0.13565461309523819
                kraken        -1x: 1 - (57.1996425 / 59.850)         = 0.04428333333333334
                kraken        -3x: (1 - (57.1996425 / 59.850))*3     = 0.13285000000000002
            2.2 quote
                binance,kraken 1x: (65.835 / 60.15) - 1             = 0.0945137157107232
                binance        3x: ((65.83416667 / 60.15) - 1)*3     = 0.2834995845386534
                kraken         3x: ((65.795 / 60.15) - 1)*3         = 0.2815461346633419
                binance       -1x: 1 - (66.1663784375 / 59.850)     = -0.1055368159983292
                binance       -3x: (1 - (66.1663784375 / 59.850))*3 = -0.3166104479949876
                kraken        -1x: 1 - (66.231165 / 59.850)         = -0.106619298245614
                kraken        -3x: (1 - (66.231165 / 59.850))*3     = -0.319857894736842
        fee: 0.003, 1x
            close_value:
                2.1 quote: (30.00 * 2.1) - (30.00 * 2.1 * 0.003) = 62.811
                1.9 quote: (30.00 * 1.9) - (30.00 * 1.9 * 0.003) = 56.829
                2.2 quote: (30.00 * 2.2) - (30.00 * 2.2 * 0.003) = 65.802
            total_profit
                fee: 0.003, 1x
                    2.1 quote: 62.811 - 60.15 = 2.6610000000000014
                    1.9 quote: 56.829 - 60.15 = -3.320999999999998
                    2.2 quote: 65.802 - 60.15 = 5.652000000000008
            total_profit_ratio
                fee: 0.003, 1x
                    2.1 quote: (62.811 / 60.15) - 1 = 0.04423940149625927
                    1.9 quote: (56.829 / 60.15) - 1 = -0.05521197007481293
                    2.2 quote: (65.802 / 60.15) - 1 = 0.09396508728179565
        futures (live):
            funding_fee: 1
                close_value:
                    equations:
                        1x,3x: (amount * close_rate) - (amount * close_rate * fee) + funding_fees
                        -1x,-3x: (amount * close_rate) + (amount * close_rate * fee) - funding_fees
                    2.1 quote
                        1x,3x: (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) + 1   = 63.8425
                        -1x,-3x: (30.00 * 2.1) + (30.00 * 2.1 * 0.0025) - 1   = 62.1575
                    1.9 quote
                        1x,3x: (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) + 1   = 57.8575
                        -1x,-3x: (30.00 * 1.9) + (30.00 * 1.9 * 0.0025) - 1   = 56.1425
                    2.2 quote:
                        1x,3x: (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) + 1 = 66.835
                        -1x,-3x: (30.00 * 2.20) + (30.00 * 2.20 * 0.0025) - 1 = 65.165
                total_profit:
                    2.1 quote
                        1x,3x:   63.8425     - 60.15          = 3.6925
                        -1x,-3x: 59.850      - 62.1575        = -2.3074999999999974
                    1.9 quote
                        1x,3x:   57.8575     - 60.15          = -2.2925
                        -1x,-3x: 59.850      - 56.1425        = 3.707500000000003
                    2.2 quote:
                        1x,3x:   66.835      - 60.15          = 6.685
                        -1x,-3x: 59.850      - 65.165         = -5.315000000000005
                total_profit_ratio:
                    2.1 quote
                        1x: (63.8425 / 60.15) - 1             = 0.06138819617622615
                        3x: ((63.8425 / 60.15) - 1)*3         = 0.18416458852867845
                        -1x: 1 - (62.1575 / 59.850)           = -0.038554720133667564
                        -3x: (1 - (62.1575 / 59.850))*3       = -0.11566416040100269
                    1.9 quote
                        1x: (57.8575 / 60.15) - 1             = -0.0381130507065669
                        3x: ((57.8575 / 60.15) - 1)*3         = -0.1143391521197007
                        -1x: 1 - (56.1425 / 59.850)           = 0.06194653299916464
                        -3x: (1 - (56.1425 / 59.850))*3       = 0.18583959899749392
                    2.2 quote
                        1x: (66.835 / 60.15) - 1             = 0.11113881961762262
                        3x: ((66.835 / 60.15) - 1)*3         = 0.33341645885286786
                        -1x: 1 - (65.165 / 59.850)           = -0.08880534670008355
                        -3x: (1 - (65.165 / 59.850))*3       = -0.26641604010025066
            funding_fee: -1
                close_value:
                    equations:
                        (amount * close_rate) - (amount * close_rate * fee) + funding_fees
                        (amount * close_rate) - (amount * close_rate * fee) - funding_fees
                    2.1 quote
                        1x,3x:  (30.00 * 2.1) - (30.00 * 2.1 * 0.0025) + (-1)   = 61.8425
                        -1x,-3x: (30.00 * 2.1) + (30.00 * 2.1 * 0.0025) - (-1)   = 64.1575
                    1.9 quote
                        1x,3x:  (30.00 * 1.9) - (30.00 * 1.9 * 0.0025) + (-1)   = 55.8575
                        -1x,-3x: (30.00 * 1.9) + (30.00 * 1.9 * 0.0025) - (-1)   = 58.1425
                    2.2 quote:
                        1x,3x:  (30.00 * 2.20) - (30.00 * 2.20 * 0.0025) + (-1) = 64.835
                        -1x,-3x: (30.00 * 2.20) + (30.00 * 2.20 * 0.0025) - (-1) = 67.165
                total_profit:
                    2.1 quote
                        1x,3x:   61.8425     - 60.15          = 1.6925000000000026
                        -1x,-3x: 59.850      - 64.1575        = -4.307499999999997
                    1.9 quote
                        1x,3x:   55.8575     - 60.15          = -4.292499999999997
                        -1x,-3x: 59.850      - 58.1425        = 1.7075000000000031
                    2.2 quote:
                        1x,3x:   64.835      - 60.15          = 4.684999999999995
                        -1x,-3x: 59.850      - 67.165         = -7.315000000000005
                total_profit_ratio:
                    2.1 quote
                        1x: (61.8425 / 60.15) - 1             = 0.028137988362427313
                        3x: ((61.8425 / 60.15) - 1)*3         = 0.08441396508728194
                        -1x: 1 - (64.1575 / 59.850)           = -0.07197159565580624
                        -3x: (1 - (64.1575 / 59.850))*3       = -0.21591478696741873
                    1.9 quote
                        1x: (55.8575 / 60.15) - 1             = -0.07136325852036574
                        3x: ((55.8575 / 60.15) - 1)*3         = -0.2140897755610972
                        -1x: 1 - (58.1425 / 59.850)           = 0.02852965747702596
                        -3x: (1 - (58.1425 / 59.850))*3       = 0.08558897243107788
                    2.2 quote
                        1x: (64.835 / 60.15) - 1              = 0.07788861180382378
                        3x: ((64.835 / 60.15) - 1)*3          = 0.23366583541147135
                        -1x: 1 - (67.165 / 59.850)            = -0.12222222222222223
                        -3x: (1 - (67.165 / 59.850))*3        = -0.3666666666666667
    """
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=60.0,
        amount=30.0,
        open_rate=2.0,
        open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
        interest_rate=0.0005,
        exchange=exchange,
        is_short=is_short,
        leverage=lev,
        fee_open=0.0025,
        fee_close=fee_close,
        trading_mode=trading_mode,
        funding_fees=funding_fees
    )
    trade.open_order_id = 'something'

    assert pytest.approx(trade.calc_profit(rate=close_rate)) == round(profit, 8)
    assert pytest.approx(trade.calc_profit_ratio(rate=close_rate)) == round(profit_ratio, 8)

    assert pytest.approx(trade.calc_profit(close_rate, trade.amount,
                         trade.open_rate)) == round(profit, 8)
    assert pytest.approx(trade.calc_profit_ratio(close_rate, trade.amount,
                         trade.open_rate)) == round(profit_ratio, 8)


def test_migrate_new(mocker, default_conf, fee, caplog):
    """
    Test Database migration (starting with new pairformat)
    """
    caplog.set_level(logging.DEBUG)
    amount = 103.223
    # Always create all columns apart from the last!
    create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
                                id INTEGER NOT NULL,
                                exchange VARCHAR NOT NULL,
                                pair VARCHAR NOT NULL,
                                is_open BOOLEAN NOT NULL,
                                fee FLOAT NOT NULL,
                                open_rate FLOAT,
                                close_rate FLOAT,
                                close_profit FLOAT,
                                stake_amount FLOAT NOT NULL,
                                amount FLOAT,
                                open_date DATETIME NOT NULL,
                                close_date DATETIME,
                                open_order_id VARCHAR,
                                stop_loss FLOAT,
                                initial_stop_loss FLOAT,
                                max_rate FLOAT,
                                sell_reason VARCHAR,
                                strategy VARCHAR,
                                ticker_interval INTEGER,
                                stoploss_order_id VARCHAR,
                                PRIMARY KEY (id),
                                CHECK (is_open IN (0, 1))
                                );"""
    create_table_order = """CREATE TABLE orders (
                                id INTEGER NOT NULL,
                                ft_trade_id INTEGER,
                                ft_order_side VARCHAR(25) NOT NULL,
                                ft_pair VARCHAR(25) NOT NULL,
                                ft_is_open BOOLEAN NOT NULL,
                                order_id VARCHAR(255) NOT NULL,
                                status VARCHAR(255),
                                symbol VARCHAR(25),
                                order_type VARCHAR(50),
                                side VARCHAR(25),
                                price FLOAT,
                                amount FLOAT,
                                filled FLOAT,
                                remaining FLOAT,
                                cost FLOAT,
                                order_date DATETIME,
                                order_filled_date DATETIME,
                                order_update_date DATETIME,
                                PRIMARY KEY (id)
                            );"""
    insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee,
                          open_rate, stake_amount, amount, open_date,
                          stop_loss, initial_stop_loss, max_rate, ticker_interval,
                          open_order_id, stoploss_order_id)
                          VALUES ('binance', 'ETC/BTC', 1, {fee},
                          0.00258580, {stake}, {amount},
                          '2019-11-28 12:44:24.000000',
                          0.0, 0.0, 0.0, '5m',
                          'buy_order', 'dry_stop_order_id222')
                          """.format(fee=fee.return_value,
                                     stake=default_conf.get("stake_amount"),
                                     amount=amount
                                     )
    insert_orders = f"""
        insert into orders (
            ft_trade_id,
            ft_order_side,
            ft_pair,
            ft_is_open,
            order_id,
            status,
            symbol,
            order_type,
            side,
            price,
            amount,
            filled,
            remaining,
            cost)
        values (
            1,
            'buy',
            'ETC/BTC',
            0,
            'dry_buy_order',
            'closed',
            'ETC/BTC',
            'limit',
            'buy',
            0.00258580,
            {amount},
            {amount},
            0,
            {amount * 0.00258580}
        ),
        (
            1,
            'buy',
            'ETC/BTC',
            1,
            'dry_buy_order22',
            'canceled',
            'ETC/BTC',
            'limit',
            'buy',
            0.00258580,
            {amount},
            {amount},
            0,
            {amount * 0.00258580}
        ),
         (
            1,
            'stoploss',
            'ETC/BTC',
            1,
            'dry_stop_order_id11X',
            'canceled',
            'ETC/BTC',
            'limit',
            'sell',
            0.00258580,
            {amount},
            {amount},
            0,
            {amount * 0.00258580}
        ),
        (
            1,
            'stoploss',
            'ETC/BTC',
            1,
            'dry_stop_order_id222',
            'open',
            'ETC/BTC',
            'limit',
            'sell',
            0.00258580,
            {amount},
            {amount},
            0,
            {amount * 0.00258580}
        )
    """
    engine = create_engine('sqlite://')
    mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)

    # Create table using the old format
    with engine.begin() as connection:
        connection.execute(text(create_table_old))
        connection.execute(text(create_table_order))
        connection.execute(text("create index ix_trades_is_open on trades(is_open)"))
        connection.execute(text("create index ix_trades_pair on trades(pair)"))
        connection.execute(text(insert_table_old))
        connection.execute(text(insert_orders))

        # fake previous backup
        connection.execute(text("create table trades_bak as select * from trades"))

        connection.execute(text("create table trades_bak1 as select * from trades"))
    # Run init to test migration
    init_db(default_conf['db_url'])

    assert len(Trade.query.filter(Trade.id == 1).all()) == 1
    trade = Trade.query.filter(Trade.id == 1).first()
    assert trade.fee_open == fee.return_value
    assert trade.fee_close == fee.return_value
    assert trade.open_rate_requested is None
    assert trade.close_rate_requested is None
    assert trade.is_open == 1
    assert trade.amount == amount
    assert trade.amount_requested == amount
    assert trade.stake_amount == default_conf.get("stake_amount")
    assert trade.pair == "ETC/BTC"
    assert trade.exchange == "binance"
    assert trade.max_rate == 0.0
    assert trade.min_rate is None
    assert trade.stop_loss == 0.0
    assert trade.initial_stop_loss == 0.0
    assert trade.exit_reason is None
    assert trade.strategy is None
    assert trade.timeframe == '5m'
    assert trade.stoploss_order_id == 'dry_stop_order_id222'
    assert trade.stoploss_last_update is None
    assert log_has("trying trades_bak1", caplog)
    assert log_has("trying trades_bak2", caplog)
    assert log_has("Running database migration for trades - backup: trades_bak2, orders_bak0",
                   caplog)
    assert log_has("Database migration finished.", caplog)
    assert pytest.approx(trade.open_trade_value) == trade._calc_open_trade_value(
        trade.amount, trade.open_rate)
    assert trade.close_profit_abs is None

    orders = trade.orders
    assert len(orders) == 4
    assert orders[0].order_id == 'dry_buy_order'
    assert orders[0].ft_order_side == 'buy'

    assert orders[-1].order_id == 'dry_stop_order_id222'
    assert orders[-1].ft_order_side == 'stoploss'
    assert orders[-1].ft_is_open is True

    assert orders[1].order_id == 'dry_buy_order22'
    assert orders[1].ft_order_side == 'buy'
    assert orders[1].ft_is_open is False

    assert orders[2].order_id == 'dry_stop_order_id11X'
    assert orders[2].ft_order_side == 'stoploss'
    assert orders[2].ft_is_open is False


def test_migrate_too_old(mocker, default_conf, fee, caplog):
    """
    Test Database migration (starting with new pairformat)
    """
    caplog.set_level(logging.DEBUG)
    amount = 103.223
    create_table_old = """CREATE TABLE IF NOT EXISTS "trades" (
                                id INTEGER NOT NULL,
                                exchange VARCHAR NOT NULL,
                                pair VARCHAR NOT NULL,
                                is_open BOOLEAN NOT NULL,
                                fee_open FLOAT NOT NULL,
                                fee_close FLOAT NOT NULL,
                                open_rate FLOAT,
                                close_rate FLOAT,
                                close_profit FLOAT,
                                stake_amount FLOAT NOT NULL,
                                amount FLOAT,
                                open_date DATETIME NOT NULL,
                                close_date DATETIME,
                                open_order_id VARCHAR,
                                PRIMARY KEY (id),
                                CHECK (is_open IN (0, 1))
                                );"""

    insert_table_old = """INSERT INTO trades (exchange, pair, is_open, fee_open, fee_close,
                          open_rate, stake_amount, amount, open_date)
                          VALUES ('binance', 'ETC/BTC', 1, {fee}, {fee},
                          0.00258580, {stake}, {amount},
                          '2019-11-28 12:44:24.000000')
                          """.format(fee=fee.return_value,
                                     stake=default_conf.get("stake_amount"),
                                     amount=amount
                                     )
    engine = create_engine('sqlite://')
    mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)

    # Create table using the old format
    with engine.begin() as connection:
        connection.execute(text(create_table_old))
        connection.execute(text(insert_table_old))

    # Run init to test migration
    with pytest.raises(OperationalException, match=r'Your database seems to be very old'):
        init_db(default_conf['db_url'])


def test_migrate_get_last_sequence_ids():
    engine = MagicMock()
    engine.begin = MagicMock()
    engine.name = 'postgresql'
    get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')

    assert engine.begin.call_count == 2
    engine.reset_mock()
    engine.begin.reset_mock()

    engine.name = 'somethingelse'
    get_last_sequence_ids(engine, 'trades_bak', 'orders_bak')

    assert engine.begin.call_count == 0


def test_migrate_set_sequence_ids():
    engine = MagicMock()
    engine.begin = MagicMock()
    engine.name = 'postgresql'
    set_sequence_ids(engine, 22, 55, 5)

    assert engine.begin.call_count == 1
    engine.reset_mock()
    engine.begin.reset_mock()

    engine.name = 'somethingelse'
    set_sequence_ids(engine, 22, 55, 6)

    assert engine.begin.call_count == 0


def test_migrate_pairlocks(mocker, default_conf, fee, caplog):
    """
    Test Database migration (starting with new pairformat)
    """
    caplog.set_level(logging.DEBUG)
    # Always create all columns apart from the last!
    create_table_old = """CREATE TABLE pairlocks (
                            id INTEGER NOT NULL,
                            pair VARCHAR(25) NOT NULL,
                            reason VARCHAR(255),
                            lock_time DATETIME NOT NULL,
                            lock_end_time DATETIME NOT NULL,
                            active BOOLEAN NOT NULL,
                            PRIMARY KEY (id)
                        )
                                """
    create_index1 = "CREATE INDEX ix_pairlocks_pair ON pairlocks (pair)"
    create_index2 = "CREATE INDEX ix_pairlocks_lock_end_time ON pairlocks (lock_end_time)"
    create_index3 = "CREATE INDEX ix_pairlocks_active ON pairlocks (active)"
    insert_table_old = """INSERT INTO pairlocks (
        id, pair, reason, lock_time, lock_end_time, active)
        VALUES (1, 'ETH/BTC', 'Auto lock', '2021-07-12 18:41:03', '2021-07-11 18:45:00', 1)
                          """
    insert_table_old2 = """INSERT INTO pairlocks (
        id, pair, reason, lock_time, lock_end_time, active)
        VALUES (2, '*', 'Lock all', '2021-07-12 18:41:03', '2021-07-12 19:00:00', 1)
                          """
    engine = create_engine('sqlite://')
    mocker.patch('freqtrade.persistence.models.create_engine', lambda *args, **kwargs: engine)
    # Create table using the old format
    with engine.begin() as connection:
        connection.execute(text(create_table_old))

        connection.execute(text(insert_table_old))
        connection.execute(text(insert_table_old2))
        connection.execute(text(create_index1))
        connection.execute(text(create_index2))
        connection.execute(text(create_index3))

    init_db(default_conf['db_url'])

    assert len(PairLock.query.all()) == 2
    assert len(PairLock.query.filter(PairLock.pair == '*').all()) == 1
    pairlocks = PairLock.query.filter(PairLock.pair == 'ETH/BTC').all()
    assert len(pairlocks) == 1
    pairlocks[0].pair == 'ETH/BTC'
    pairlocks[0].side == '*'


def test_adjust_stop_loss(fee):
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=30.0,
        amount=30,
        fee_open=fee.return_value,
        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

    # 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 pytest.approx(trade.stop_loss) == 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 pytest.approx(trade.stop_loss) == 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 pytest.approx(trade.stop_loss) == 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 pytest.approx(trade.stop_loss) == 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_stop_loss_short(fee):
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=0.001,
        amount=5,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        open_rate=1,
        max_rate=1,
        is_short=True,
    )
    trade.adjust_stop_loss(trade.open_rate, 0.05, True)
    assert trade.stop_loss == 1.05
    assert trade.stop_loss_pct == -0.05
    assert trade.initial_stop_loss == 1.05
    assert trade.initial_stop_loss_pct == -0.05
    # Get percent of profit with a lower rate
    trade.adjust_stop_loss(1.04, 0.05)
    assert trade.stop_loss == 1.05
    assert trade.stop_loss_pct == -0.05
    assert trade.initial_stop_loss == 1.05
    assert trade.initial_stop_loss_pct == -0.05
    # Get percent of profit with a custom rate (Higher than open rate)
    trade.adjust_stop_loss(0.7, 0.1)
    # If the price goes down to 0.7, with a trailing stop of 0.1,
    # the new stoploss at 0.1 above 0.7 would be 0.7*0.1 higher
    assert round(trade.stop_loss, 8) == 0.77
    assert trade.stop_loss_pct == -0.1
    assert trade.initial_stop_loss == 1.05
    assert trade.initial_stop_loss_pct == -0.05
    # current rate lower again ... should not change
    trade.adjust_stop_loss(0.8, -0.1)
    assert round(trade.stop_loss, 8) == 0.77
    assert trade.initial_stop_loss == 1.05
    assert trade.initial_stop_loss_pct == -0.05
    # current rate higher... should raise stoploss
    trade.adjust_stop_loss(0.6, -0.1)
    assert round(trade.stop_loss, 8) == 0.66
    assert trade.initial_stop_loss == 1.05
    assert trade.initial_stop_loss_pct == -0.05
    #  Initial is true but stop_loss set - so doesn't do anything
    trade.adjust_stop_loss(0.3, -0.1, True)
    assert round(trade.stop_loss, 8) == 0.66
    assert trade.initial_stop_loss == 1.05
    assert trade.initial_stop_loss_pct == -0.05
    assert trade.stop_loss_pct == -0.1
    # Liquidation price is lower than stoploss - so liquidation would trigger first.
    trade.set_liquidation_price(0.63)
    trade.adjust_stop_loss(0.59, -0.1)
    assert trade.stop_loss == 0.649
    assert trade.liquidation_price == 0.63


def test_adjust_min_max_rates(fee):
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=30.0,
        amount=30.0,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        open_rate=1,
    )

    trade.adjust_min_max_rates(trade.open_rate, 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, 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, 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, 1.03)
    assert trade.max_rate == 1.05
    assert trade.min_rate == 0.96

    # current rate "in the middle" - no adjustment
    trade.adjust_min_max_rates(1.10, 0.91)
    assert trade.max_rate == 1.10
    assert trade.min_rate == 0.91


@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
@pytest.mark.parametrize('is_short', [True, False])
def test_get_open(fee, is_short, use_db):
    Trade.use_db = use_db
    Trade.reset_trades()

    create_mock_trades(fee, is_short, use_db)
    assert len(Trade.get_open_trades()) == 4
    assert Trade.get_open_trade_count() == 4

    Trade.use_db = True


@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])
def test_get_open_lev(fee, use_db):
    Trade.use_db = use_db
    Trade.reset_trades()

    create_mock_trades_with_leverage(fee, use_db)
    assert len(Trade.get_open_trades()) == 5
    assert Trade.get_open_trade_count() == 5

    Trade.use_db = True


@pytest.mark.usefixtures("init_persistence")
def test_to_json(fee):

    # Simulate dry_run entries
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=0.001,
        amount=123.0,
        amount_requested=123.0,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        open_rate=0.123,
        exchange='binance',
        enter_tag=None,
        open_order_id='dry_run_buy_12345'
    )
    result = trade.to_json()
    assert isinstance(result, dict)

    assert result == {'trade_id': None,
                      'pair': 'ADA/USDT',
                      'base_currency': 'ADA',
                      'quote_currency': 'USDT',
                      'is_open': None,
                      'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
                      'open_timestamp': int(trade.open_date.timestamp() * 1000),
                      'open_order_id': 'dry_run_buy_12345',
                      'close_date': None,
                      'close_timestamp': None,
                      'open_rate': 0.123,
                      'open_rate_requested': None,
                      'open_trade_value': 15.1668225,
                      'fee_close': 0.0025,
                      'fee_close_cost': None,
                      'fee_close_currency': None,
                      'fee_open': 0.0025,
                      'fee_open_cost': None,
                      'fee_open_currency': None,
                      'close_rate': None,
                      'close_rate_requested': None,
                      'amount': 123.0,
                      'amount_requested': 123.0,
                      'stake_amount': 0.001,
                      'trade_duration': None,
                      'trade_duration_s': None,
                      'realized_profit': 0.0,
                      'close_profit': None,
                      'close_profit_pct': None,
                      'close_profit_abs': None,
                      'profit_ratio': None,
                      'profit_pct': None,
                      'profit_abs': None,
                      'sell_reason': None,
                      'exit_reason': None,
                      'exit_order_status': None,
                      'stop_loss_abs': None,
                      'stop_loss_ratio': None,
                      'stop_loss_pct': None,
                      'stoploss_order_id': None,
                      'stoploss_last_update': None,
                      'stoploss_last_update_timestamp': None,
                      'initial_stop_loss_abs': None,
                      'initial_stop_loss_pct': None,
                      'initial_stop_loss_ratio': None,
                      'min_rate': None,
                      'max_rate': None,
                      'strategy': None,
                      'buy_tag': None,
                      'enter_tag': None,
                      'timeframe': None,
                      'exchange': 'binance',
                      'leverage': None,
                      'interest_rate': None,
                      'liquidation_price': None,
                      'is_short': None,
                      'trading_mode': None,
                      'funding_fees': None,
                      'orders': [],
                      }

    # Simulate dry_run entries
    trade = Trade(
        pair='XRP/BTC',
        stake_amount=0.001,
        amount=100.0,
        amount_requested=101.0,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        close_date=arrow.utcnow().shift(hours=-1).datetime,
        open_rate=0.123,
        close_rate=0.125,
        enter_tag='buys_signal_001',
        exchange='binance',
    )
    result = trade.to_json()
    assert isinstance(result, dict)

    assert result == {'trade_id': None,
                      'pair': 'XRP/BTC',
                      'base_currency': 'XRP',
                      'quote_currency': 'BTC',
                      'open_date': trade.open_date.strftime("%Y-%m-%d %H:%M:%S"),
                      'open_timestamp': int(trade.open_date.timestamp() * 1000),
                      'close_date': trade.close_date.strftime("%Y-%m-%d %H:%M:%S"),
                      'close_timestamp': int(trade.close_date.timestamp() * 1000),
                      'open_rate': 0.123,
                      'close_rate': 0.125,
                      'amount': 100.0,
                      'amount_requested': 101.0,
                      'stake_amount': 0.001,
                      'trade_duration': 60,
                      'trade_duration_s': 3600,
                      'stop_loss_abs': None,
                      'stop_loss_pct': None,
                      'stop_loss_ratio': None,
                      'stoploss_order_id': None,
                      'stoploss_last_update': None,
                      'stoploss_last_update_timestamp': None,
                      'initial_stop_loss_abs': None,
                      'initial_stop_loss_pct': None,
                      'initial_stop_loss_ratio': None,
                      'realized_profit': 0.0,
                      'close_profit': None,
                      'close_profit_pct': None,
                      'close_profit_abs': None,
                      'profit_ratio': None,
                      'profit_pct': None,
                      'profit_abs': None,
                      'close_rate_requested': None,
                      'fee_close': 0.0025,
                      'fee_close_cost': None,
                      'fee_close_currency': None,
                      'fee_open': 0.0025,
                      'fee_open_cost': None,
                      'fee_open_currency': None,
                      'is_open': None,
                      'max_rate': None,
                      'min_rate': None,
                      'open_order_id': None,
                      'open_rate_requested': None,
                      'open_trade_value': 12.33075,
                      'sell_reason': None,
                      'exit_reason': None,
                      'exit_order_status': None,
                      'strategy': None,
                      'buy_tag': 'buys_signal_001',
                      'enter_tag': 'buys_signal_001',
                      'timeframe': None,
                      'exchange': 'binance',
                      'leverage': None,
                      'interest_rate': None,
                      'liquidation_price': None,
                      'is_short': None,
                      'trading_mode': None,
                      'funding_fees': None,
                      'orders': [],
                      }


def test_stoploss_reinitialization(default_conf, fee):
    init_db(default_conf['db_url'])
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=30.0,
        fee_open=fee.return_value,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        amount=30.0,
        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)
    Trade.commit()

    # 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_stoploss_reinitialization_leverage(default_conf, fee):
    init_db(default_conf['db_url'])
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=30.0,
        fee_open=fee.return_value,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        amount=30.0,
        fee_close=fee.return_value,
        exchange='binance',
        open_rate=1,
        max_rate=1,
        leverage=5.0,
    )

    trade.adjust_stop_loss(trade.open_rate, 0.1, True)
    assert trade.stop_loss == 0.98
    assert trade.stop_loss_pct == -0.1
    assert trade.initial_stop_loss == 0.98
    assert trade.initial_stop_loss_pct == -0.1
    Trade.query.session.add(trade)
    Trade.commit()

    # Lower stoploss
    Trade.stoploss_reinitialization(0.15)

    trades = Trade.get_open_trades()
    assert len(trades) == 1
    trade_adj = trades[0]
    assert trade_adj.stop_loss == 0.97
    assert trade_adj.stop_loss_pct == -0.15
    assert trade_adj.initial_stop_loss == 0.97
    assert trade_adj.initial_stop_loss_pct == -0.15

    # Raise stoploss
    Trade.stoploss_reinitialization(0.05)

    trades = Trade.get_open_trades()
    assert len(trades) == 1
    trade_adj = trades[0]
    assert trade_adj.stop_loss == 0.99
    assert trade_adj.stop_loss_pct == -0.05
    assert trade_adj.initial_stop_loss == 0.99
    assert trade_adj.initial_stop_loss_pct == -0.05

    # Trailing stoploss (move stoplos up a bit)
    trade.adjust_stop_loss(1.02, 0.05)
    assert trade_adj.stop_loss == 1.0098
    assert trade_adj.initial_stop_loss == 0.99

    Trade.stoploss_reinitialization(0.05)

    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 == 1.0098
    assert trade_adj.stop_loss_pct == -0.05
    assert trade_adj.initial_stop_loss == 0.99
    assert trade_adj.initial_stop_loss_pct == -0.05


def test_stoploss_reinitialization_short(default_conf, fee):
    init_db(default_conf['db_url'])
    trade = Trade(
        pair='ADA/USDT',
        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,
        is_short=True,
        leverage=5.0,
    )
    trade.adjust_stop_loss(trade.open_rate, -0.1, True)
    assert trade.stop_loss == 1.02
    assert trade.stop_loss_pct == -0.1
    assert trade.initial_stop_loss == 1.02
    assert trade.initial_stop_loss_pct == -0.1
    Trade.query.session.add(trade)
    Trade.commit()
    # Lower stoploss
    Trade.stoploss_reinitialization(-0.15)
    trades = Trade.get_open_trades()
    assert len(trades) == 1
    trade_adj = trades[0]
    assert trade_adj.stop_loss == 1.03
    assert trade_adj.stop_loss_pct == -0.15
    assert trade_adj.initial_stop_loss == 1.03
    assert trade_adj.initial_stop_loss_pct == -0.15
    # Raise stoploss
    Trade.stoploss_reinitialization(-0.05)
    trades = Trade.get_open_trades()
    assert len(trades) == 1
    trade_adj = trades[0]
    assert trade_adj.stop_loss == 1.01
    assert trade_adj.stop_loss_pct == -0.05
    assert trade_adj.initial_stop_loss == 1.01
    assert trade_adj.initial_stop_loss_pct == -0.05
    # Trailing stoploss
    trade.adjust_stop_loss(0.98, -0.05)
    assert trade_adj.stop_loss == 0.9898
    assert trade_adj.initial_stop_loss == 1.01
    Trade.stoploss_reinitialization(-0.05)
    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 == 0.9898
    assert trade_adj.stop_loss_pct == -0.05
    assert trade_adj.initial_stop_loss == 1.01
    assert trade_adj.initial_stop_loss_pct == -0.05
    # Stoploss can't go above liquidation price
    trade_adj.set_liquidation_price(0.985)
    trade.adjust_stop_loss(0.9799, -0.05)
    assert trade_adj.stop_loss == 0.989699
    assert trade_adj.liquidation_price == 0.985


def test_update_fee(fee):
    trade = Trade(
        pair='ADA/USDT',
        stake_amount=30.0,
        fee_open=fee.return_value,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        amount=30.0,
        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='ADA/USDT',
        stake_amount=30.0,
        fee_open=fee.return_value,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        amount=30.0,
        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('is_short', [True, False])
@pytest.mark.parametrize('use_db', [True, False])
def test_total_open_trades_stakes(fee, is_short, use_db):

    Trade.use_db = use_db
    Trade.reset_trades()
    res = Trade.total_open_trades_stakes()
    assert res == 0
    create_mock_trades(fee, is_short, use_db)
    res = Trade.total_open_trades_stakes()
    assert res == 0.004

    Trade.use_db = True


@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('is_short,result', [
    (True, -0.006739127),
    (False, 0.000739127),
    (None, -0.005429127),
])
@pytest.mark.parametrize('use_db', [True, False])
def test_get_total_closed_profit(fee, use_db, is_short, result):

    Trade.use_db = use_db
    Trade.reset_trades()
    res = Trade.get_total_closed_profit()
    assert res == 0
    create_mock_trades(fee, is_short, use_db)
    res = Trade.get_total_closed_profit()
    assert pytest.approx(res) == result

    Trade.use_db = True


@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('is_short', [True, False])
@pytest.mark.parametrize('use_db', [True, False])
def test_get_trades_proxy(fee, use_db, is_short):
    Trade.use_db = use_db
    Trade.reset_trades()
    create_mock_trades(fee, is_short, use_db)
    trades = Trade.get_trades_proxy()
    assert len(trades) == 6

    assert isinstance(trades[0], Trade)

    trades = Trade.get_trades_proxy(is_open=True)
    assert len(trades) == 4
    assert trades[0].is_open
    trades = Trade.get_trades_proxy(is_open=False)

    assert len(trades) == 2
    assert not trades[0].is_open

    opendate = datetime.now(tz=timezone.utc) - timedelta(minutes=15)

    assert len(Trade.get_trades_proxy(open_date=opendate)) == 3

    Trade.use_db = True


@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('is_short', [True, False])
def test_get_trades__query(fee, is_short):
    query = Trade.get_trades([])
    # without orders there should be no join issued.
    query1 = Trade.get_trades([], include_orders=False)

    assert "JOIN orders" in str(query)
    assert "JOIN orders" not in str(query1)

    create_mock_trades(fee, is_short)
    query = Trade.get_trades([])
    query1 = Trade.get_trades([], include_orders=False)

    assert "JOIN orders" in str(query)
    assert "JOIN orders" not in str(query1)


def test_get_trades_backtest():
    Trade.use_db = False
    with pytest.raises(NotImplementedError, match=r"`Trade.get_trades\(\)` not .*"):
        Trade.get_trades([])
    Trade.use_db = True


@pytest.mark.usefixtures("init_persistence")
# @pytest.mark.parametrize('is_short', [True, False])
def test_get_overall_performance(fee):

    create_mock_trades(fee, False)
    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")
@pytest.mark.parametrize('is_short,pair,profit', [
    (True, 'ETC/BTC', -0.005),
    (False, 'XRP/BTC', 0.01),
    (None, 'XRP/BTC', 0.01),
])
def test_get_best_pair(fee, is_short, pair, profit):

    res = Trade.get_best_pair()
    assert res is None

    create_mock_trades(fee, is_short)
    res = Trade.get_best_pair()
    assert len(res) == 2
    assert res[0] == pair
    assert res[1] == profit


@pytest.mark.usefixtures("init_persistence")
def test_get_best_pair_lev(fee):

    res = Trade.get_best_pair()
    assert res is None

    create_mock_trades_with_leverage(fee)
    res = Trade.get_best_pair()
    assert len(res) == 2
    assert res[0] == 'DOGE/BTC'
    assert res[1] == 0.1713156134055116


@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('is_short', [True, False])
def test_get_exit_order_count(fee, is_short):

    create_mock_trades(fee, is_short=is_short)
    trade = Trade.get_trades([Trade.pair == 'ETC/BTC']).first()
    assert trade.get_exit_order_count() == 1


@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'}, 'ADA/USDT', 'buy')
    assert isinstance(o, Order)
    assert o.ft_pair == 'ADA/USDT'
    assert o.ft_order_side == 'buy'
    assert o.order_id == '1234'
    assert o.ft_is_open
    ccxt_order = {
        'id': '1234',
        'side': 'buy',
        'symbol': 'ADA/USDT',
        'type': 'limit',
        'price': 1234.5,
        'amount': 20.0,
        'filled': 9,
        'remaining': 11,
        'status': 'open',
        'timestamp': 1599394315123
    }
    o = Order.parse_from_ccxt_object(ccxt_order, 'ADA/USDT', 'buy')
    assert isinstance(o, Order)
    assert o.ft_pair == 'ADA/USDT'
    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 is unfilled, "filled" not set
    # https://github.com/freqtrade/freqtrade/issues/5404
    ccxt_order.update({'filled': None, 'remaining': 20.0, 'status': 'canceled'})
    o.update_from_ccxt_object(ccxt_order)

    # 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'})


@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('is_short', [True, False])
def test_select_order(fee, is_short):
    create_mock_trades(fee, is_short)

    trades = Trade.get_trades().all()

    # Open buy order, no sell order
    order = trades[0].select_order(trades[0].entry_side, True)
    assert order is None
    order = trades[0].select_order(trades[0].entry_side, False)
    assert order is not None
    order = trades[0].select_order(trades[0].exit_side, None)
    assert order is None

    # closed buy order, and open sell order
    order = trades[1].select_order(trades[1].entry_side, True)
    assert order is None
    order = trades[1].select_order(trades[1].entry_side, False)
    assert order is not None
    order = trades[1].select_order(trades[1].entry_side, None)
    assert order is not None
    order = trades[1].select_order(trades[1].exit_side, True)
    assert order is None
    order = trades[1].select_order(trades[1].exit_side, False)
    assert order is not None

    # Has open buy order
    order = trades[3].select_order(trades[3].entry_side, True)
    assert order is not None
    order = trades[3].select_order(trades[3].entry_side, False)
    assert order is None

    # Open sell order
    order = trades[4].select_order(trades[4].entry_side, True)
    assert order is None
    order = trades[4].select_order(trades[4].entry_side, False)
    assert order is not None

    trades[4].orders[1].ft_order_side = trades[4].exit_side
    order = trades[4].select_order(trades[4].exit_side, True)
    assert order is not None

    trades[4].orders[1].ft_order_side = 'stoploss'
    order = trades[4].select_order('stoploss', None)
    assert order is not None
    assert order.ft_order_side == 'stoploss'


def test_Trade_object_idem():

    assert issubclass(Trade, LocalTrade)

    trade = vars(Trade)
    localtrade = vars(LocalTrade)

    excludes = (
        'delete',
        'session',
        'commit',
        'rollback',
        'query',
        'open_date',
        'get_best_pair',
        'get_overall_performance',
        'get_total_closed_profit',
        'total_open_trades_stakes',
        'get_closed_trades_without_assigned_fees',
        'get_open_trades_without_assigned_fees',
        'get_open_order_trades',
        'get_trades',
        'get_exit_reason_performance',
        'get_enter_tag_performance',
        'get_mix_tag_performance',
        'get_trading_volume',

    )

    # Parent (LocalTrade) should have the same attributes
    for item in trade:
        # Exclude private attributes and open_date (as it's not assigned a default)
        if (not item.startswith('_') and item not in excludes):
            assert item in localtrade

    # Fails if only a column is added without corresponding parent field
    for item in localtrade:
        if (not item.startswith('__')
                and item not in ('trades', 'trades_open', 'total_profit')
                and type(getattr(LocalTrade, item)) not in (property, FunctionType)):
            assert item in trade


def test_recalc_trade_from_orders(fee):

    o1_amount = 100
    o1_rate = 1
    o1_cost = o1_amount * o1_rate
    o1_fee_cost = o1_cost * fee.return_value
    o1_trade_val = o1_cost + o1_fee_cost

    trade = Trade(
        pair='ADA/USDT',
        stake_amount=o1_cost,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        amount=o1_amount,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        open_rate=o1_rate,
        max_rate=o1_rate,
        leverage=1,
    )

    assert fee.return_value == 0.0025
    assert trade._calc_open_trade_value(trade.amount, trade.open_rate) == o1_trade_val
    assert trade.amount == o1_amount
    assert trade.stake_amount == o1_cost
    assert trade.open_rate == o1_rate
    assert trade.open_trade_value == o1_trade_val

    # Calling without orders should not throw exceptions and change nothing
    trade.recalc_trade_from_orders()
    assert trade.amount == o1_amount
    assert trade.stake_amount == o1_cost
    assert trade.open_rate == o1_rate
    assert trade.open_trade_value == o1_trade_val

    trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, 'buy')

    assert len(trade.orders) == 0

    # Check with 1 order
    order1 = Order(
        ft_order_side='buy',
        ft_pair=trade.pair,
        ft_is_open=False,
        status="closed",
        symbol=trade.pair,
        order_type="market",
        side="buy",
        price=o1_rate,
        average=o1_rate,
        filled=o1_amount,
        remaining=0,
        cost=o1_amount,
        order_date=trade.open_date,
        order_filled_date=trade.open_date,
    )
    trade.orders.append(order1)
    trade.recalc_trade_from_orders()

    # Calling recalc with single initial order should not change anything
    assert trade.amount == o1_amount
    assert trade.stake_amount == o1_amount
    assert trade.open_rate == o1_rate
    assert trade.fee_open_cost == o1_fee_cost
    assert trade.open_trade_value == o1_trade_val

    # One additional adjustment / DCA order
    o2_amount = 125
    o2_rate = 0.9
    o2_cost = o2_amount * o2_rate
    o2_fee_cost = o2_cost * fee.return_value
    o2_trade_val = o2_cost + o2_fee_cost

    order2 = Order(
        ft_order_side='buy',
        ft_pair=trade.pair,
        ft_is_open=False,
        status="closed",
        symbol=trade.pair,
        order_type="market",
        side="buy",
        price=o2_rate,
        average=o2_rate,
        filled=o2_amount,
        remaining=0,
        cost=o2_cost,
        order_date=arrow.utcnow().shift(hours=-1).datetime,
        order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
    )
    trade.orders.append(order2)
    trade.recalc_trade_from_orders()

    # Validate that the trade now has new averaged open price and total values
    avg_price = (o1_cost + o2_cost) / (o1_amount + o2_amount)
    assert trade.amount == o1_amount + o2_amount
    assert trade.stake_amount == o1_amount + o2_cost
    assert trade.open_rate == avg_price
    assert trade.fee_open_cost == o1_fee_cost + o2_fee_cost
    assert trade.open_trade_value == o1_trade_val + o2_trade_val

    # Let's try with multiple additional orders
    o3_amount = 150
    o3_rate = 0.85
    o3_cost = o3_amount * o3_rate
    o3_fee_cost = o3_cost * fee.return_value
    o3_trade_val = o3_cost + o3_fee_cost

    order3 = Order(
        ft_order_side='buy',
        ft_pair=trade.pair,
        ft_is_open=False,
        status="closed",
        symbol=trade.pair,
        order_type="market",
        side="buy",
        price=o3_rate,
        average=o3_rate,
        filled=o3_amount,
        remaining=0,
        cost=o3_cost,
        order_date=arrow.utcnow().shift(hours=-1).datetime,
        order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
    )
    trade.orders.append(order3)
    trade.recalc_trade_from_orders()

    # Validate that the sum is still correct and open rate is averaged
    avg_price = (o1_cost + o2_cost + o3_cost) / (o1_amount + o2_amount + o3_amount)
    assert trade.amount == o1_amount + o2_amount + o3_amount
    assert trade.stake_amount == o1_cost + o2_cost + o3_cost
    assert trade.open_rate == avg_price
    assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
    assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val

    # Just to make sure full sell orders are ignored, let's calculate one more time.

    sell1 = Order(
        ft_order_side='sell',
        ft_pair=trade.pair,
        ft_is_open=False,
        status="closed",
        symbol=trade.pair,
        order_type="market",
        side="sell",
        price=avg_price + 0.95,
        average=avg_price + 0.95,
        filled=o1_amount + o2_amount + o3_amount,
        remaining=0,
        cost=o1_cost + o2_cost + o3_cost,
        order_date=trade.open_date,
        order_filled_date=trade.open_date,
    )
    trade.orders.append(sell1)
    trade.recalc_trade_from_orders()

    assert trade.amount == o1_amount + o2_amount + o3_amount
    assert trade.stake_amount == o1_cost + o2_cost + o3_cost
    assert trade.open_rate == avg_price
    assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
    assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val


@pytest.mark.parametrize('is_short', [True, False])
def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short):

    o1_amount = 100
    o1_rate = 1
    o1_cost = o1_amount * o1_rate
    o1_fee_cost = o1_cost * fee.return_value
    o1_trade_val = o1_cost - o1_fee_cost if is_short else o1_cost + o1_fee_cost
    entry_side = "sell" if is_short else "buy"
    exit_side = "buy" if is_short else "sell"

    trade = Trade(
        pair='ADA/USDT',
        stake_amount=o1_cost,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        amount=o1_amount,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        open_rate=o1_rate,
        max_rate=o1_rate,
        is_short=is_short,
        leverage=1.0,
    )
    trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, entry_side)
    # Check with 1 order
    order1 = Order(
        ft_order_side=entry_side,
        ft_pair=trade.pair,
        ft_is_open=False,
        status="closed",
        symbol=trade.pair,
        order_type="market",
        side=entry_side,
        price=o1_rate,
        average=o1_rate,
        filled=o1_amount,
        remaining=0,
        cost=o1_amount,
        order_date=trade.open_date,
        order_filled_date=trade.open_date,
    )
    trade.orders.append(order1)
    trade.recalc_trade_from_orders()

    # Calling recalc with single initial order should not change anything
    assert trade.amount == o1_amount
    assert trade.stake_amount == o1_amount
    assert trade.open_rate == o1_rate
    assert trade.fee_open_cost == o1_fee_cost
    assert trade.open_trade_value == o1_trade_val
    assert trade.nr_of_successful_entries == 1

    order2 = Order(
        ft_order_side=entry_side,
        ft_pair=trade.pair,
        ft_is_open=True,
        status="open",
        symbol=trade.pair,
        order_type="market",
        side=entry_side,
        price=o1_rate,
        average=o1_rate,
        filled=o1_amount,
        remaining=0,
        cost=o1_cost,
        order_date=arrow.utcnow().shift(hours=-1).datetime,
        order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
    )
    trade.orders.append(order2)
    trade.recalc_trade_from_orders()

    # Validate that the trade values have not been changed
    assert trade.amount == o1_amount
    assert trade.stake_amount == o1_amount
    assert trade.open_rate == o1_rate
    assert trade.fee_open_cost == o1_fee_cost
    assert trade.open_trade_value == o1_trade_val
    assert trade.nr_of_successful_entries == 1

    # Let's try with some other orders
    order3 = Order(
        ft_order_side=entry_side,
        ft_pair=trade.pair,
        ft_is_open=False,
        status="cancelled",
        symbol=trade.pair,
        order_type="market",
        side=entry_side,
        price=1,
        average=2,
        filled=0,
        remaining=4,
        cost=5,
        order_date=arrow.utcnow().shift(hours=-1).datetime,
        order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
    )
    trade.orders.append(order3)
    trade.recalc_trade_from_orders()

    # Validate that the order values still are ignoring orders 2 and 3
    assert trade.amount == o1_amount
    assert trade.stake_amount == o1_amount
    assert trade.open_rate == o1_rate
    assert trade.fee_open_cost == o1_fee_cost
    assert trade.open_trade_value == o1_trade_val
    assert trade.nr_of_successful_entries == 1

    order4 = Order(
        ft_order_side=entry_side,
        ft_pair=trade.pair,
        ft_is_open=False,
        status="closed",
        symbol=trade.pair,
        order_type="market",
        side=entry_side,
        price=o1_rate,
        average=o1_rate,
        filled=o1_amount,
        remaining=0,
        cost=o1_cost,
        order_date=arrow.utcnow().shift(hours=-1).datetime,
        order_filled_date=arrow.utcnow().shift(hours=-1).datetime,
    )
    trade.orders.append(order4)
    trade.recalc_trade_from_orders()

    # Validate that the trade values have been changed
    assert trade.amount == 2 * o1_amount
    assert trade.stake_amount == 2 * o1_amount
    assert trade.open_rate == o1_rate
    assert trade.fee_open_cost == 2 * o1_fee_cost
    assert trade.open_trade_value == 2 * o1_trade_val
    assert trade.nr_of_successful_entries == 2

    # Reduce position - this will reduce amount again.
    sell1 = Order(
        ft_order_side=exit_side,
        ft_pair=trade.pair,
        ft_is_open=False,
        status="closed",
        symbol=trade.pair,
        order_type="market",
        side=exit_side,
        price=4,
        average=3,
        filled=o1_amount,
        remaining=1,
        cost=5,
        order_date=trade.open_date,
        order_filled_date=trade.open_date,
    )
    trade.orders.append(sell1)
    trade.recalc_trade_from_orders()

    assert trade.amount == o1_amount
    assert trade.stake_amount == o1_amount
    assert trade.open_rate == o1_rate
    assert trade.fee_open_cost == o1_fee_cost
    assert trade.open_trade_value == o1_trade_val
    assert trade.nr_of_successful_entries == 2

    # Check with 1 order
    order_noavg = Order(
        ft_order_side=entry_side,
        ft_pair=trade.pair,
        ft_is_open=False,
        status="closed",
        symbol=trade.pair,
        order_type="market",
        side=entry_side,
        price=o1_rate,
        average=None,
        filled=o1_amount,
        remaining=0,
        cost=o1_amount,
        order_date=trade.open_date,
        order_filled_date=trade.open_date,
    )
    trade.orders.append(order_noavg)
    trade.recalc_trade_from_orders()

    # Calling recalc with single initial order should not change anything
    assert trade.amount == 2 * o1_amount
    assert trade.stake_amount == 2 * o1_amount
    assert trade.open_rate == o1_rate
    assert trade.fee_open_cost == 2 * o1_fee_cost
    assert trade.open_trade_value == 2 * o1_trade_val
    assert trade.nr_of_successful_entries == 3


@pytest.mark.usefixtures("init_persistence")
def test_select_filled_orders(fee):
    create_mock_trades(fee)

    trades = Trade.get_trades().all()

    # Closed buy order, no sell order
    orders = trades[0].select_filled_orders('buy')
    assert orders is not None
    assert len(orders) == 1
    order = orders[0]
    assert order.amount > 0
    assert order.filled > 0
    assert order.side == 'buy'
    assert order.ft_order_side == 'buy'
    assert order.status == 'closed'
    orders = trades[0].select_filled_orders('sell')
    assert orders is not None
    assert len(orders) == 0

    # closed buy order, and closed sell order
    orders = trades[1].select_filled_orders('buy')
    assert orders is not None
    assert len(orders) == 1

    orders = trades[1].select_filled_orders('sell')
    assert orders is not None
    assert len(orders) == 1

    # Has open buy order
    orders = trades[3].select_filled_orders('buy')
    assert orders is not None
    assert len(orders) == 0
    orders = trades[3].select_filled_orders('sell')
    assert orders is not None
    assert len(orders) == 0

    # Open sell order
    orders = trades[4].select_filled_orders('buy')
    assert orders is not None
    assert len(orders) == 1
    orders = trades[4].select_filled_orders('sell')
    assert orders is not None
    assert len(orders) == 0


@pytest.mark.usefixtures("init_persistence")
def test_order_to_ccxt(limit_buy_order_open):

    order = Order.parse_from_ccxt_object(limit_buy_order_open, 'mocked', 'buy')
    order.query.session.add(order)
    Order.query.session.commit()

    order_resp = Order.order_by_id(limit_buy_order_open['id'])
    assert order_resp

    raw_order = order_resp.to_ccxt_object()
    del raw_order['fee']
    del raw_order['datetime']
    del raw_order['info']
    assert raw_order['stopPrice'] is None
    del raw_order['stopPrice']
    del limit_buy_order_open['datetime']
    assert raw_order == limit_buy_order_open


@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('data', [
    {
        # tuple 1 - side, amount, price
        # tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
        'orders': [
            (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
            (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
            (('sell', 50, 12), (150.0, 12.5, 1875.0, -25.0, -25.0, -0.04)),
            (('sell', 100, 20), (50.0, 12.5, 625.0, 725.0, 750.0, 0.60)),
            (('sell', 50, 5), (50.0, 12.5, 625.0, 350.0, -375.0, -0.60)),
        ],
        'end_profit': 350.0,
        'end_profit_ratio': 0.14,
        'fee': 0.0,
    },
    {
        'orders': [
            (('buy', 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
            (('buy', 100, 15), (200.0, 12.5, 2500.0, 0.0, None, None)),
            (('sell', 50, 12), (150.0, 12.5, 1875.0, -28.0625, -28.0625, -0.044788)),
            (('sell', 100, 20), (50.0, 12.5, 625.0, 713.8125, 741.875, 0.59201995)),
            (('sell', 50, 5), (50.0, 12.5, 625.0, 336.625, -377.1875, -0.60199501)),
        ],
        'end_profit': 336.625,
        'end_profit_ratio': 0.1343142,
        'fee': 0.0025,
    },
    {
        'orders': [
            (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
            (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
            (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
            (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 1787.25, 1.08048062)),
        ],
        'end_profit': 3175.75,
        'end_profit_ratio': 0.9747170,
        'fee': 0.0025,
    },
    {
        # Test above without fees
        'orders': [
            (('buy', 100, 3), (100.0, 3.0, 300.0, 0.0, None, None)),
            (('buy', 100, 7), (200.0, 5.0, 1000.0, 0.0, None, None)),
            (('sell', 100, 11), (100.0, 5.0, 500.0, 600.0, 600.0, 1.2)),
            (('buy', 150, 15), (250.0, 11.0, 2750.0, 600.0, 600.0, 1.2)),
            (('sell', 100, 19), (150.0, 11.0, 1650.0, 1400.0, 800.0, 0.72727273)),
            (('sell', 150, 23), (150.0, 11.0, 1650.0, 3200.0, 1800.0, 1.09090909)),
        ],
        'end_profit': 3200.0,
        'end_profit_ratio': 0.98461538,
        'fee': 0.0,
    },
    {
        'orders': [
            (('buy', 100, 8), (100.0, 8.0, 800.0, 0.0, None, None)),
            (('buy', 100, 9), (200.0, 8.5, 1700.0, 0.0, None, None)),
            (('sell', 100, 10), (100.0, 8.5, 850.0, 150.0, 150.0, 0.17647059)),
            (('buy', 150, 11), (250.0, 10, 2500.0, 150.0, 150.0, 0.17647059)),
            (('sell', 100, 12), (150.0, 10.0, 1500.0, 350.0, 200.0, 0.2)),
            (('sell', 150, 14), (150.0, 10.0, 1500.0, 950.0, 600.0, 0.40)),
        ],
        'end_profit': 950.0,
        'end_profit_ratio': 0.283582,
        'fee': 0.0,
    },
])
def test_recalc_trade_from_orders_dca(data) -> None:

    pair = 'ETH/USDT'
    trade = Trade(
        id=2,
        pair=pair,
        stake_amount=1000,
        open_rate=data['orders'][0][0][2],
        amount=data['orders'][0][0][1],
        is_open=True,
        open_date=arrow.utcnow().datetime,
        fee_open=data['fee'],
        fee_close=data['fee'],
        exchange='binance',
        is_short=False,
        leverage=1.0,
        trading_mode=TradingMode.SPOT
    )
    Trade.query.session.add(trade)

    for idx, (order, result) in enumerate(data['orders']):
        amount = order[1]
        price = order[2]

        order_obj = Order(
            ft_order_side=order[0],
            ft_pair=trade.pair,
            order_id=f"order_{order[0]}_{idx}",
            ft_is_open=False,
            status="closed",
            symbol=trade.pair,
            order_type="market",
            side=order[0],
            price=price,
            average=price,
            filled=amount,
            remaining=0,
            cost=amount * price,
            order_date=arrow.utcnow().shift(hours=-10 + idx).datetime,
            order_filled_date=arrow.utcnow().shift(hours=-10 + idx).datetime,
        )
        trade.orders.append(order_obj)
        trade.recalc_trade_from_orders()
        Trade.commit()

        orders1 = Order.query.all()
        assert orders1
        assert len(orders1) == idx + 1

        trade = Trade.query.first()
        assert trade
        assert len(trade.orders) == idx + 1
        if idx < len(data) - 1:
            assert trade.is_open is True
        assert trade.open_order_id is None
        assert trade.amount == result[0]
        assert trade.open_rate == result[1]
        assert trade.stake_amount == result[2]
        assert pytest.approx(trade.realized_profit) == result[3]
        assert pytest.approx(trade.close_profit_abs) == result[4]
        assert pytest.approx(trade.close_profit) == result[5]

    trade.close(price)
    assert pytest.approx(trade.close_profit_abs) == data['end_profit']
    assert pytest.approx(trade.close_profit) == data['end_profit_ratio']
    assert not trade.is_open
    trade = Trade.query.first()
    assert trade
    assert trade.open_order_id is None