freqtrade_origin/tests/persistence/test_persistence_short.py

from datetime import datetime, timedelta
from math import isclose

import arrow
import pytest

from freqtrade.enums import InterestMode
from freqtrade.persistence import Trade, init_db
from tests.conftest import create_mock_trades_with_leverage, log_has_re


@pytest.mark.usefixtures("init_persistence")
def test_interest_kraken_short(market_short_order, fee):
    """
        Market trade on Kraken at 3x and 8x leverage
        Short trade
        interest_rate: 0.05%, 0.25% per 4 hrs
        open_rate: 0.00004173 base
        close_rate: 0.00004099 base
        amount:
            275.97543219 crypto
            459.95905365 crypto
        borrowed:
            275.97543219  crypto
            459.95905365  crypto
        time-periods: 10 minutes(rounds up to 1 time-period of 4hrs)
                        5 hours = 5/4

        interest: borrowed * interest_rate * ceil(1 + time-periods)
                    = 275.97543219 * 0.0005  * ceil(1+1)  = 0.27597543219 crypto
                    = 275.97543219 * 0.00025 * ceil(9/4)  = 0.20698157414249999 crypto
                    = 459.95905365 * 0.0005  * ceil(9/4)  = 0.689938580475 crypto
                    = 459.95905365 * 0.00025 * ceil(1+1)  = 0.229979526825 crypto
    """

    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=275.97543219,
        open_rate=0.00001099,
        open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='kraken',
        is_short=True,
        leverage=3.0,
        interest_rate=0.0005,
        interest_mode=InterestMode.HOURSPER4
    )

    assert float(round(trade.calculate_interest(), 8)) == round(0.27597543219, 8)
    trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55)
    assert float(round(trade.calculate_interest(interest_rate=0.00025), 8)
                 ) == round(0.20698157414249999, 8)

    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=459.95905365,
        open_rate=0.00001099,
        open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='kraken',
        is_short=True,
        leverage=5.0,
        interest_rate=0.0005,
        interest_mode=InterestMode.HOURSPER4
    )

    assert float(round(trade.calculate_interest(), 8)) == round(0.689938580475, 8)
    trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10)
    assert float(round(trade.calculate_interest(interest_rate=0.00025), 8)
                 ) == round(0.229979526825, 8)


@ pytest.mark.usefixtures("init_persistence")
def test_interest_binance_short(market_short_order, fee):
    """
        Market trade on Binance at 3x and 5x leverage
        Short trade
        interest_rate: 0.05%, 0.25% per 1 day
        open_rate: 0.00004173 base
        close_rate: 0.00004099 base
        amount:
            91.99181073 * leverage(3) = 275.97543219 crypto
            91.99181073 * leverage(5) = 459.95905365 crypto
        borrowed:
            275.97543219  crypto
            459.95905365  crypto
        time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day)
                        5 hours = 5/24

        interest: borrowed * interest_rate * time-periods
                    = 275.97543219 * 0.0005 * 1/24 = 0.005749488170625 crypto
                    = 275.97543219 * 0.00025 * 5/24 = 0.0143737204265625 crypto
                    = 459.95905365 * 0.0005 * 5/24 = 0.047912401421875 crypto
                    = 459.95905365 * 0.00025 * 1/24 = 0.0047912401421875 crypto
    """

    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=275.97543219,
        open_rate=0.00001099,
        open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        is_short=True,
        leverage=3.0,
        interest_rate=0.0005,
        interest_mode=InterestMode.HOURSPERDAY
    )

    assert float(round(trade.calculate_interest(), 8)) == 0.00574949
    trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55)
    assert float(round(trade.calculate_interest(interest_rate=0.00025), 8)) == 0.01437372

    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=459.95905365,
        open_rate=0.00001099,
        open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        is_short=True,
        leverage=5.0,
        interest_rate=0.0005,
        interest_mode=InterestMode.HOURSPERDAY
    )

    assert float(round(trade.calculate_interest(), 8)) == 0.04791240
    trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10)
    assert float(round(trade.calculate_interest(interest_rate=0.00025), 8)) == 0.00479124


@ pytest.mark.usefixtures("init_persistence")
def test_calc_open_trade_value_short(market_short_order, fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=5,
        open_rate=0.00004173,
        open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        interest_rate=0.0005,
        is_short=True,
        leverage=3.0,
        exchange='kraken',
        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'open_trade'
    trade.update(market_short_order)  # Buy @ 0.00001099
    # Get the open rate price with the standard fee rate
    assert trade._calc_open_trade_value() == 0.011487663648325479
    trade.fee_open = 0.003
    # Get the open rate price with a custom fee rate
    assert trade._calc_open_trade_value() == 0.011481905420932834


@ pytest.mark.usefixtures("init_persistence")
def test_update_open_order_short(limit_short_order):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=1.00,
        open_rate=0.01,
        amount=5,
        leverage=3.0,
        fee_open=0.1,
        fee_close=0.1,
        interest_rate=0.0005,
        is_short=True,
        exchange='binance',
        interest_mode=InterestMode.HOURSPERDAY
    )
    assert trade.open_order_id is None
    assert trade.close_profit is None
    assert trade.close_date is None
    limit_short_order['status'] = 'open'
    trade.update(limit_short_order)
    assert trade.open_order_id is None
    assert trade.close_profit is None
    assert trade.close_date is None


@ pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_exception_short(limit_short_order, fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        open_rate=0.1,
        amount=15.0,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        interest_rate=0.0005,
        leverage=3.0,
        is_short=True,
        interest_mode=InterestMode.HOURSPERDAY
    )
    trade.open_order_id = 'something'
    trade.update(limit_short_order)
    assert trade.calc_close_trade_value() == 0.0


@ pytest.mark.usefixtures("init_persistence")
def test_calc_close_trade_price_short(market_short_order, market_exit_short_order, fee):
    """
        10 minute short market trade on Kraken at 3x leverage
        Short trade
        fee: 0.25% base
        interest_rate: 0.05% per 4 hrs
        open_rate: 0.00004173 base
        close_rate: 0.00001234 base
        amount: = 275.97543219 crypto
        borrowed: 275.97543219  crypto
        hours: 10 minutes = 1/6
        interest: borrowed * interest_rate * ceil(1 + hours/4)
                    = 275.97543219 * 0.0005 * ceil(1 + ((1/6)/4)) = 0.27597543219 crypto
        amount_closed: amount + interest = 275.97543219 + 0.27597543219 = 276.25140762219
        close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
            = (276.25140762219 * 0.00004099) + (276.25140762219 * 0.00004099 * 0.005)
            = 0.011380162924425737
    """
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=5,
        open_rate=0.00001099,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
        interest_rate=0.0005,
        is_short=True,
        leverage=3.0,
        exchange='kraken',
        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'close_trade'
    trade.update(market_short_order)  # Buy @ 0.00001099
    # Get the close rate price with a custom close rate and a regular fee rate
    assert isclose(trade.calc_close_trade_value(rate=0.00001234), 0.0034174647259)
    # Get the close rate price with a custom close rate and a custom fee rate
    assert isclose(trade.calc_close_trade_value(rate=0.00001234, fee=0.003), 0.0034191691971679986)
    # Test when we apply a Sell order, and ask price with a custom fee rate
    trade.update(market_exit_short_order)
    assert isclose(trade.calc_close_trade_value(fee=0.005), 0.011380162924425737)


@ pytest.mark.usefixtures("init_persistence")
def test_calc_open_close_trade_price_short(limit_short_order, limit_exit_short_order, fee):
    """
        5 hour short trade on Binance
        Short trade
        fee: 0.25% base
        interest_rate: 0.05% per day
        open_rate: 0.00001173 base
        close_rate: 0.00001099 base
        amount: 90.99181073 crypto
        borrowed: 90.99181073  crypto
        stake_amount: 0.0010673339398629
        time-periods: 5 hours = 5/24
        interest: borrowed * interest_rate * time-periods
                    = 90.99181073 * 0.0005 * 5/24 = 0.009478313617708333 crypto
        open_value: (amount * open_rate) - (amount * open_rate * fee)
            = (90.99181073 * 0.00001173) - (90.99181073 * 0.00001173 * 0.0025)
            = 0.0010646656050132426
        amount_closed: amount + interest = 90.99181073 + 0.009478313617708333 = 91.0012890436177
        close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
            = (91.0012890436177 * 0.00001099) + (91.0012890436177 * 0.00001099 * 0.0025)
            = 0.001002604427005832
        stake_value = (amount/lev * open_rate) - (amount/lev * open_rate * fee)
            = 0.0010646656050132426
        total_profit = open_value - close_value
            = 0.0010646656050132426 - 0.001002604427005832
            = 0.00006206117800741065
        total_profit_percentage = (close_value - open_value) / stake_value
            = (0.0010646656050132426 - 0.001002604427005832)/0.0010646656050132426
            = 0.05829170935473088
    """
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.0010673339398629,
        open_rate=0.01,
        amount=5,
        open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        interest_rate=0.0005,
        interest_mode=InterestMode.HOURSPERDAY
    )
    trade.open_order_id = 'something'
    trade.update(limit_short_order)
    assert trade._calc_open_trade_value() == 0.0010646656050132426
    trade.update(limit_exit_short_order)

    # Is slightly different due to compilation time. Interest depends on time
    assert round(trade.calc_close_trade_value(), 11) == round(0.001002604427005832, 11)
    # Profit in BTC
    assert round(trade.calc_profit(), 8) == round(0.00006206117800741065, 8)
    # Profit in percent
    assert round(trade.calc_profit_ratio(), 8) == round(0.05829170935473088, 8)


@ pytest.mark.usefixtures("init_persistence")
def test_trade_close_short(fee):
    """
        Five hour short trade on Kraken at 3x leverage
        Short trade
        Exchange: Kraken
        fee: 0.25% base
        interest_rate: 0.05% per 4 hours
        open_rate: 0.02 base
        close_rate: 0.01 base
        leverage: 3.0
        amount: 15 crypto
        borrowed: 15 crypto
        time-periods: 5 hours = 5/4

        interest: borrowed * interest_rate * time-periods
                    = 15 * 0.0005 * ceil(1 + 5/4) = 0.0225 crypto
        open_value: (amount * open_rate) - (amount * open_rate * fee)
            = (15 * 0.02) - (15 * 0.02 * 0.0025)
            = 0.29925
        amount_closed: amount + interest = 15 + 0.009375 = 15.0225
        close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
            = (15.0225 * 0.01) + (15.0225 * 0.01 * 0.0025)
            = 0.15060056250000003
        total_profit = open_value - close_value
            = 0.29925 - 0.15060056250000003
            = 0.14864943749999998
        total_profit_percentage = (1-(close_value/open_value)) * leverage
            = (1 - (0.15060056250000003/0.29925)) * 3
            = 1.4902199248120298
    """
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.1,
        open_rate=0.02,
        amount=15,
        is_open=True,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_date=datetime.utcnow() - timedelta(hours=4, minutes=55),
        exchange='kraken',
        is_short=True,
        leverage=3.0,
        interest_rate=0.0005,
        interest_mode=InterestMode.HOURSPER4
    )
    assert trade.close_profit is None
    assert trade.close_date is None
    assert trade.is_open is True
    trade.close(0.01)
    assert trade.is_open is False
    assert trade.close_profit == round(1.4902199248120298, 8)
    assert trade.close_date is not None

    # TODO-mg: Remove these comments probably
    # new_date = arrow.Arrow(2020, 2, 2, 15, 6, 1).datetime,
    # assert trade.close_date != new_date
    # # Close should NOT update close_date if the trade has been closed already
    # assert trade.is_open is False
    # trade.close_date = new_date
    # trade.close(0.02)
    # assert trade.close_date == new_date


@ pytest.mark.usefixtures("init_persistence")
def test_update_with_binance_short(limit_short_order, limit_exit_short_order, fee, caplog):
    """
        10 minute short limit trade on binance

        Short trade
        fee: 0.25% base
        interest_rate: 0.05% per day
        open_rate: 0.00001173 base
        close_rate: 0.00001099 base
        amount: 90.99181073 crypto
        stake_amount: 0.0010673339398629 base
        borrowed: 90.99181073  crypto
        time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day)
        interest: borrowed * interest_rate * time-periods
                    = 90.99181073 * 0.0005 * 1/24 = 0.0018956627235416667 crypto
        open_value: (amount * open_rate) - (amount * open_rate * fee)
            = 90.99181073 * 0.00001173 - 90.99181073 * 0.00001173 * 0.0025
            = 0.0010646656050132426
        amount_closed: amount + interest = 90.99181073 + 0.0018956627235416667 = 90.99370639272354
        close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
            = (90.99370639272354 * 0.00001099) + (90.99370639272354 * 0.00001099 * 0.0025)
            = 0.0010025208853391716
        total_profit = open_value - close_value
            = 0.0010646656050132426 - 0.0010025208853391716
            = 0.00006214471967407108
        total_profit_percentage = (1 - (close_value/open_value)) * leverage
            = (1 - (0.0010025208853391716/0.0010646656050132426)) * 1
            = 0.05837017687191848

    """
    trade = Trade(
        id=2,
        pair='ETH/BTC',
        stake_amount=0.0010673339398629,
        open_rate=0.01,
        amount=5,
        is_open=True,
        open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        # borrowed=90.99181073,
        interest_rate=0.0005,
        exchange='binance',
        interest_mode=InterestMode.HOURSPERDAY
    )
    # assert trade.open_order_id is None
    assert trade.close_profit is None
    assert trade.close_date is None
    assert trade.borrowed == 0.0
    assert trade.is_short is None
    # trade.open_order_id = 'something'
    trade.update(limit_short_order)
    # assert trade.open_order_id is None
    assert trade.open_rate == 0.00001173
    assert trade.close_profit is None
    assert trade.close_date is None
    assert trade.borrowed == 90.99181073
    assert trade.is_short is True
    assert log_has_re(r"LIMIT_SELL has been fulfilled for Trade\(id=2, "
                      r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001173, open_since=.*\).",
                      caplog)
    caplog.clear()
    # trade.open_order_id = 'something'
    trade.update(limit_exit_short_order)
    # assert trade.open_order_id is None
    assert trade.close_rate == 0.00001099
    assert trade.close_profit == round(0.05837017687191848, 8)
    assert trade.close_date is not None
    assert log_has_re(r"LIMIT_BUY has been fulfilled for Trade\(id=2, "
                      r"pair=ETH/BTC, amount=90.99181073, open_rate=0.00001173, open_since=.*\).",
                      caplog)


@ pytest.mark.usefixtures("init_persistence")
def test_update_market_order_short(
    market_short_order,
    market_exit_short_order,
    fee,
    caplog
):
    """
        10 minute short market trade on Kraken at 3x leverage
        Short trade
        fee: 0.25% base
        interest_rate: 0.05% per 4 hrs
        open_rate: 0.00004173 base
        close_rate: 0.00004099 base
        amount: = 275.97543219 crypto
        stake_amount: 0.0038388182617629
        borrowed: 275.97543219  crypto
        time-periods: 10 minutes(rounds up to 1 time-period of 4hrs)
        interest: borrowed * interest_rate * time-periods
                    = 275.97543219 * 0.0005 * 2 = 0.27597543219 crypto
        open_value: (amount * open_rate) - (amount * open_rate * fee)
            = 275.97543219 * 0.00004173 - 275.97543219 * 0.00004173 * 0.0025
            = 0.011487663648325479
        amount_closed: amount + interest = 275.97543219 + 0.27597543219 = 276.25140762219
        close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
            = (276.25140762219 * 0.00004099) + (276.25140762219 * 0.00004099 * 0.0025)
            = 0.0034174647259
        total_profit = open_value - close_value
            = 0.011487663648325479 - 0.0034174647259
            = 0.00013580958689582596
        total_profit_percentage = total_profit / stake_amount
            = (1 - (close_value/open_value)) * leverage
            = (1 - (0.0034174647259/0.011487663648325479)) * 3
            = 0.03546663387440563
    """
    trade = Trade(
        id=1,
        pair='ETH/BTC',
        stake_amount=0.0038388182617629,
        amount=5,
        open_rate=0.01,
        is_open=True,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
        interest_rate=0.0005,
        exchange='kraken',
        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'something'
    trade.update(market_short_order)
    assert trade.leverage == 3.0
    assert trade.is_short is True
    assert trade.open_order_id is None
    assert trade.open_rate == 0.00004173
    assert trade.close_profit is None
    assert trade.close_date is None
    assert trade.interest_rate == 0.0005
    # The logger also has the exact same but there's some spacing in there
    assert log_has_re(r"MARKET_SELL has been fulfilled for Trade\(id=1, "
                      r"pair=ETH/BTC, amount=275.97543219, open_rate=0.00004173, open_since=.*\).",
                      caplog)
    caplog.clear()
    trade.is_open = True
    trade.open_order_id = 'something'
    trade.update(market_exit_short_order)
    assert trade.open_order_id is None
    assert trade.close_rate == 0.00004099
    assert trade.close_profit == round(0.03546663387440563, 8)
    assert trade.close_date is not None
    # TODO-mg: The amount should maybe be the opening amount + the interest
    # TODO-mg: Uncomment the next assert and make it work.
    # The logger also has the exact same but there's some spacing in there
    assert log_has_re(r"MARKET_BUY has been fulfilled for Trade\(id=1, "
                      r"pair=ETH/BTC, amount=275.97543219, open_rate=0.00004173, open_since=.*\).",
                      caplog)


@ pytest.mark.usefixtures("init_persistence")
def test_calc_profit_short(market_short_order, market_exit_short_order, fee):
    """
        Market trade on Kraken at 3x leverage
        Short trade
        fee: 0.25% base or 0.3%
        interest_rate: 0.05%, 0.025% per 4 hrs
        open_rate: 0.00004173 base
        close_rate: 0.00004099 base
        stake_amount: 0.0038388182617629
        amount: = 275.97543219 crypto
        borrowed: 275.97543219  crypto
        time-periods: 10 minutes(rounds up to 1 time-period of 4hrs)
                        5 hours = 5/4

        interest: borrowed * interest_rate * time-periods
            = 275.97543219 * 0.0005  * ceil(1+1)   = 0.27597543219 crypto
            = 275.97543219 * 0.00025 * ceil(1+5/4) = 0.20698157414249999 crypto
            = 275.97543219 * 0.0005  * ceil(1+5/4) = 0.41396314828499997 crypto
            = 275.97543219 * 0.00025 * ceil(1+1)   = 0.27597543219  crypto
            = 275.97543219 * 0.00025 * ceil(1+1)   = 0.27597543219  crypto
        open_value: (amount * open_rate) - (amount * open_rate * fee)
            = (275.97543219 * 0.00004173) - (275.97543219 * 0.00004173 * 0.0025)
            = 0.011487663648325479
        amount_closed: amount + interest
            = 275.97543219 + 0.27597543219       = 276.25140762219
            = 275.97543219 + 0.20698157414249999 = 276.1824137641425
            = 275.97543219 + 0.41396314828499997 = 276.389395338285
            = 275.97543219 + 0.27597543219       = 276.25140762219
        close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
            (276.25140762219 * 0.00004374) + (276.25140762219 * 0.00004374 * 0.0025)
                = 0.012113444660818078
            (276.1824137641425 * 0.00000437) + (276.1824137641425 * 0.00000437 * 0.0025)
                = 0.0012099344410196758
            (276.389395338285 * 0.00004374) + (276.389395338285 * 0.00004374 * 0.003)
                = 0.012125539968552874
            (276.25140762219 * 0.00000437) + (276.25140762219 * 0.00000437 * 0.003)
                = 0.0012102354919246037
            (276.25140762219 * 0.00004099) + (276.25140762219 * 0.00004099 * 0.0025)
                = 0.011351854061429653
        total_profit = open_value - close_value
            = 0.011487663648325479 - 0.012113444660818078  = -0.0006257810124925996
            = 0.011487663648325479 - 0.0012099344410196758 = 0.010277729207305804
            = 0.011487663648325479 - 0.012125539968552874  = -0.0006378763202273957
            = 0.011487663648325479 - 0.0012102354919246037 = 0.010277428156400875
            = 0.011487663648325479 - 0.011351854061429653   = 0.00013580958689582596
        total_profit_percentage = (1-(close_value/open_value)) * leverage
            (1-(0.012113444660818078 /0.011487663648325479))*3  = -0.16342252828332549
            (1-(0.0012099344410196758/0.011487663648325479))*3  = 2.6840259748040123
            (1-(0.012125539968552874 /0.011487663648325479))*3  = -0.16658121435868578
            (1-(0.0012102354919246037/0.011487663648325479))*3  = 2.68394735544829
            (1-(0.011351854061429653/0.011487663648325479))*3    = 0.03546663387440563
    """
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.0038388182617629,
        amount=5,
        open_rate=0.00001099,
        open_date=datetime.utcnow() - timedelta(hours=0, minutes=10),
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='kraken',
        is_short=True,
        interest_rate=0.0005,
        interest_mode=InterestMode.HOURSPER4
    )
    trade.open_order_id = 'something'
    trade.update(market_short_order)  # Buy @ 0.00001099
    # Custom closing rate and regular fee rate

    # Higher than open rate
    assert trade.calc_profit(
        rate=0.00004374, interest_rate=0.0005) == round(-0.0006257810124925996, 8)
    assert trade.calc_profit_ratio(
        rate=0.00004374, interest_rate=0.0005) == round(-0.16342252828332549, 8)

    # Lower than open rate
    trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55)
    assert trade.calc_profit(rate=0.00000437, interest_rate=0.00025) == round(
        0.010277729207305804, 8)
    assert trade.calc_profit_ratio(
        rate=0.00000437, interest_rate=0.00025) == round(2.6840259748040123, 8)

    # Custom closing rate and custom fee rate
    # Higher than open rate
    assert trade.calc_profit(rate=0.00004374, fee=0.003,
                             interest_rate=0.0005) == round(-0.0006378763202273957, 8)
    assert trade.calc_profit_ratio(rate=0.00004374, fee=0.003,
                                   interest_rate=0.0005) == round(-0.16658121435868578, 8)

    # Lower than open rate
    trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10)
    assert trade.calc_profit(rate=0.00000437, fee=0.003,
                             interest_rate=0.00025) == round(0.010277428156400875, 8)
    assert trade.calc_profit_ratio(rate=0.00000437, fee=0.003,
                                   interest_rate=0.00025) == round(2.68394735544829, 8)

    # Test when we apply a exit short order.
    trade.update(market_exit_short_order)
    assert trade.calc_profit(rate=0.00004099) == round(0.00013580958689582596, 8)
    assert trade.calc_profit_ratio() == round(0.03546663387440563, 8)

    # Test with a custom fee rate on the close trade
    # assert trade.calc_profit(fee=0.003) == 0.00006163
    # assert trade.calc_profit_ratio(fee=0.003) == 0.06147824


def test_adjust_stop_loss_short(fee):
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        amount=5,
        fee_open=fee.return_value,
        fee_close=fee.return_value,
        exchange='binance',
        open_rate=1,
        max_rate=1,
        is_short=True,
        interest_mode=InterestMode.HOURSPERDAY
    )
    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  # TODO-mg: What is this test?
    assert trade.initial_stop_loss == 1.05
    assert trade.initial_stop_loss_pct == 0.05
    assert trade.stop_loss_pct == 0.1
    trade.set_liquidation_price(0.63)
    trade.adjust_stop_loss(0.59, -0.1)
    assert trade.stop_loss == 0.63
    assert trade.liquidation_price == 0.63

    # TODO-mg: Do a test with a trade that has a liquidation price


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


def test_stoploss_reinitialization_short(default_conf, fee):
    init_db(default_conf['db_url'])
    trade = Trade(
        pair='ETH/BTC',
        stake_amount=0.001,
        fee_open=fee.return_value,
        open_date=arrow.utcnow().shift(hours=-2).datetime,
        amount=10,
        fee_close=fee.return_value,
        exchange='binance',
        open_rate=1,
        max_rate=1,
        is_short=True,
        leverage=3.0,
        interest_mode=InterestMode.HOURSPERDAY
    )
    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
    Trade.query.session.add(trade)
    # Lower stoploss
    Trade.stoploss_reinitialization(-0.06)
    trades = Trade.get_open_trades()
    assert len(trades) == 1
    trade_adj = trades[0]
    assert trade_adj.stop_loss == 1.06
    assert trade_adj.stop_loss_pct == 0.06
    assert trade_adj.initial_stop_loss == 1.06
    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 == 1.04
    assert trade_adj.stop_loss_pct == 0.04
    assert trade_adj.initial_stop_loss == 1.04
    assert trade_adj.initial_stop_loss_pct == 0.04
    # Trailing stoploss
    trade.adjust_stop_loss(0.98, -0.04)
    assert trade_adj.stop_loss == 1.0192
    assert trade_adj.initial_stop_loss == 1.04
    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 == 1.0192
    assert trade_adj.stop_loss_pct == 0.04
    assert trade_adj.initial_stop_loss == 1.04
    assert trade_adj.initial_stop_loss_pct == 0.04
    # Stoploss can't go above liquidation price
    trade_adj.set_liquidation_price(1.0)
    trade.adjust_stop_loss(0.97, -0.04)
    assert trade_adj.stop_loss == 1.0
    assert trade_adj.stop_loss == 1.0


@ pytest.mark.usefixtures("init_persistence")
@ pytest.mark.parametrize('use_db', [True, False])
def test_total_open_trades_stakes_short(fee, use_db):
    Trade.use_db = use_db
    Trade.reset_trades()
    res = Trade.total_open_trades_stakes()
    assert res == 0
    create_mock_trades_with_leverage(fee, use_db)
    res = Trade.total_open_trades_stakes()
    assert res == 15.133
    Trade.use_db = True


@ pytest.mark.usefixtures("init_persistence")
def test_get_best_pair_short(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