diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 0d3cdbf9f..ea95a500f 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -634,7 +634,7 @@ tc39 = BTContainer(data=[ [3, 5010, 5010, 4986, 5010, 6172, 0, 1], [4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], - stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True, + stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True, leverage=5.0, trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] ) diff --git a/tests/test_persistence.py b/tests/test_persistence.py index f7273950a..efba25550 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -1749,6 +1749,67 @@ def test_stoploss_reinitialization(default_conf, fee): 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) + + # 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( @@ -1762,50 +1823,50 @@ def test_stoploss_reinitialization_short(default_conf, fee): open_rate=1, max_rate=1, is_short=True, - leverage=3.0, + leverage=5.0, ) - 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.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) # Lower stoploss - Trade.stoploss_reinitialization(-0.06) + Trade.stoploss_reinitialization(-0.15) 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 + 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(-0.04) + Trade.stoploss_reinitialization(-0.05) 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 + 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, -0.04) - assert trade_adj.stop_loss == 1.0192 - assert trade_adj.initial_stop_loss == 1.04 - Trade.stoploss_reinitialization(-0.04) + 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 == 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 + 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_isolated_liq(1.0) - trade.adjust_stop_loss(0.97, -0.04) - assert trade_adj.stop_loss == 1.0 - assert trade_adj.stop_loss == 1.0 + trade_adj.set_isolated_liq(0.985) + trade.adjust_stop_loss(0.9799, -0.05) + assert trade_adj.stop_loss == 0.985 + assert trade_adj.stop_loss == 0.985 def test_update_fee(fee):