mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-09-20 01:21:11 +00:00
ruff format: Update conftest_trades files
This commit is contained in:
Matthias
parent
7090950db6
commit
53947732a0
|
|
@ -20,23 +20,23 @@ def direc(is_short: bool):
|
|||
|
||||
def mock_order_1(is_short: bool):
|
||||
return {
|
||||
'id': f'1234_{direc(is_short)}',
|
||||
'symbol': 'ETH/BTC',
|
||||
'status': 'open',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 0.123,
|
||||
'average': 0.123,
|
||||
'amount': 123.0,
|
||||
'filled': 50.0,
|
||||
'cost': 15.129,
|
||||
'remaining': 123.0 - 50.0,
|
||||
"id": f"1234_{direc(is_short)}",
|
||||
"symbol": "ETH/BTC",
|
||||
"status": "open",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 0.123,
|
||||
"average": 0.123,
|
||||
"amount": 123.0,
|
||||
"filled": 50.0,
|
||||
"cost": 15.129,
|
||||
"remaining": 123.0 - 50.0,
|
||||
}
|
||||
|
||||
|
||||
def mock_trade_1(fee, is_short: bool):
|
||||
trade = Trade(
|
||||
pair='ETH/BTC',
|
||||
pair="ETH/BTC",
|
||||
stake_amount=0.001,
|
||||
amount=123.0,
|
||||
amount_requested=123.0,
|
||||
|
|
@ -45,43 +45,43 @@ def mock_trade_1(fee, is_short: bool):
|
|||
is_open=True,
|
||||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
|
||||
open_rate=0.123,
|
||||
exchange='binance',
|
||||
strategy='StrategyTestV3',
|
||||
exchange="binance",
|
||||
strategy="StrategyTestV3",
|
||||
timeframe=5,
|
||||
is_short=is_short
|
||||
is_short=is_short,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_1(is_short), 'ETH/BTC', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_1(is_short), "ETH/BTC", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def mock_order_2(is_short: bool):
|
||||
return {
|
||||
'id': f'1235_{direc(is_short)}',
|
||||
'symbol': 'ETC/BTC',
|
||||
'status': 'closed',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 0.123,
|
||||
'amount': 123.0,
|
||||
'filled': 123.0,
|
||||
'cost': 15.129,
|
||||
'remaining': 0.0,
|
||||
"id": f"1235_{direc(is_short)}",
|
||||
"symbol": "ETC/BTC",
|
||||
"status": "closed",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 0.123,
|
||||
"amount": 123.0,
|
||||
"filled": 123.0,
|
||||
"cost": 15.129,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def mock_order_2_sell(is_short: bool):
|
||||
return {
|
||||
'id': f'12366_{direc(is_short)}',
|
||||
'symbol': 'ETC/BTC',
|
||||
'status': 'closed',
|
||||
'side': exit_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 0.128,
|
||||
'amount': 123.0,
|
||||
'filled': 123.0,
|
||||
'cost': 15.129,
|
||||
'remaining': 0.0,
|
||||
"id": f"12366_{direc(is_short)}",
|
||||
"symbol": "ETC/BTC",
|
||||
"status": "closed",
|
||||
"side": exit_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 0.128,
|
||||
"amount": 123.0,
|
||||
"filled": 123.0,
|
||||
"cost": 15.129,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -90,7 +90,7 @@ def mock_trade_2(fee, is_short: bool):
|
|||
Closed trade...
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='ETC/BTC',
|
||||
pair="ETC/BTC",
|
||||
stake_amount=0.001,
|
||||
amount=123.0,
|
||||
amount_requested=123.0,
|
||||
|
|
@ -100,51 +100,51 @@ def mock_trade_2(fee, is_short: bool):
|
|||
close_rate=0.128,
|
||||
close_profit=-0.005 if is_short else 0.005,
|
||||
close_profit_abs=-0.005584127 if is_short else 0.000584127,
|
||||
exchange='binance',
|
||||
exchange="binance",
|
||||
is_open=False,
|
||||
strategy='StrategyTestV3',
|
||||
strategy="StrategyTestV3",
|
||||
timeframe=5,
|
||||
enter_tag='TEST1',
|
||||
exit_reason='sell_signal',
|
||||
enter_tag="TEST1",
|
||||
exit_reason="sell_signal",
|
||||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
|
||||
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
|
||||
is_short=is_short
|
||||
is_short=is_short,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_2(is_short), 'ETC/BTC', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_2(is_short), "ETC/BTC", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
o = Order.parse_from_ccxt_object(mock_order_2_sell(is_short), 'ETC/BTC', exit_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_2_sell(is_short), "ETC/BTC", exit_side(is_short))
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def mock_order_3(is_short: bool):
|
||||
return {
|
||||
'id': f'41231a12a_{direc(is_short)}',
|
||||
'symbol': 'XRP/BTC',
|
||||
'status': 'closed',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 0.05,
|
||||
'amount': 123.0,
|
||||
'filled': 123.0,
|
||||
'cost': 15.129,
|
||||
'remaining': 0.0,
|
||||
"id": f"41231a12a_{direc(is_short)}",
|
||||
"symbol": "XRP/BTC",
|
||||
"status": "closed",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 0.05,
|
||||
"amount": 123.0,
|
||||
"filled": 123.0,
|
||||
"cost": 15.129,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def mock_order_3_sell(is_short: bool):
|
||||
return {
|
||||
'id': f'41231a666a_{direc(is_short)}',
|
||||
'symbol': 'XRP/BTC',
|
||||
'status': 'closed',
|
||||
'side': exit_side(is_short),
|
||||
'type': 'stop_loss_limit',
|
||||
'price': 0.06,
|
||||
'average': 0.06,
|
||||
'amount': 123.0,
|
||||
'filled': 123.0,
|
||||
'cost': 15.129,
|
||||
'remaining': 0.0,
|
||||
"id": f"41231a666a_{direc(is_short)}",
|
||||
"symbol": "XRP/BTC",
|
||||
"status": "closed",
|
||||
"side": exit_side(is_short),
|
||||
"type": "stop_loss_limit",
|
||||
"price": 0.06,
|
||||
"average": 0.06,
|
||||
"amount": 123.0,
|
||||
"filled": 123.0,
|
||||
"cost": 15.129,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -153,7 +153,7 @@ def mock_trade_3(fee, is_short: bool):
|
|||
Closed trade
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='XRP/BTC',
|
||||
pair="XRP/BTC",
|
||||
stake_amount=0.001,
|
||||
amount=123.0,
|
||||
amount_requested=123.0,
|
||||
|
|
@ -163,34 +163,34 @@ def mock_trade_3(fee, is_short: bool):
|
|||
close_rate=0.06,
|
||||
close_profit=-0.01 if is_short else 0.01,
|
||||
close_profit_abs=-0.001155 if is_short else 0.000155,
|
||||
exchange='binance',
|
||||
exchange="binance",
|
||||
is_open=False,
|
||||
strategy='StrategyTestV3',
|
||||
strategy="StrategyTestV3",
|
||||
timeframe=5,
|
||||
exit_reason='roi',
|
||||
exit_reason="roi",
|
||||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
|
||||
close_date=datetime.now(tz=timezone.utc),
|
||||
is_short=is_short
|
||||
is_short=is_short,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_3(is_short), 'XRP/BTC', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_3(is_short), "XRP/BTC", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
o = Order.parse_from_ccxt_object(mock_order_3_sell(is_short), 'XRP/BTC', exit_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_3_sell(is_short), "XRP/BTC", exit_side(is_short))
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def mock_order_4(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_buy_{direc(is_short)}_12345',
|
||||
'symbol': 'ETC/BTC',
|
||||
'status': 'open',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 0.123,
|
||||
'amount': 123.0,
|
||||
'filled': 0.0,
|
||||
'cost': 15.129,
|
||||
'remaining': 123.0,
|
||||
"id": f"prod_buy_{direc(is_short)}_12345",
|
||||
"symbol": "ETC/BTC",
|
||||
"status": "open",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 0.123,
|
||||
"amount": 123.0,
|
||||
"filled": 0.0,
|
||||
"cost": 15.129,
|
||||
"remaining": 123.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -199,7 +199,7 @@ def mock_trade_4(fee, is_short: bool):
|
|||
Simulate prod entry
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='ETC/BTC',
|
||||
pair="ETC/BTC",
|
||||
stake_amount=0.001,
|
||||
amount=123.0,
|
||||
amount_requested=124.0,
|
||||
|
|
@ -208,44 +208,44 @@ def mock_trade_4(fee, is_short: bool):
|
|||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
|
||||
is_open=True,
|
||||
open_rate=0.123,
|
||||
exchange='binance',
|
||||
strategy='StrategyTestV3',
|
||||
exchange="binance",
|
||||
strategy="StrategyTestV3",
|
||||
timeframe=5,
|
||||
is_short=is_short,
|
||||
stop_loss_pct=0.10
|
||||
stop_loss_pct=0.10,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_4(is_short), 'ETC/BTC', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_4(is_short), "ETC/BTC", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def mock_order_5(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_buy_{direc(is_short)}_3455',
|
||||
'symbol': 'XRP/BTC',
|
||||
'status': 'closed',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 0.123,
|
||||
'amount': 123.0,
|
||||
'filled': 123.0,
|
||||
'cost': 15.129,
|
||||
'remaining': 0.0,
|
||||
"id": f"prod_buy_{direc(is_short)}_3455",
|
||||
"symbol": "XRP/BTC",
|
||||
"status": "closed",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 0.123,
|
||||
"amount": 123.0,
|
||||
"filled": 123.0,
|
||||
"cost": 15.129,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def mock_order_5_stoploss(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_stoploss_{direc(is_short)}_3455',
|
||||
'symbol': 'XRP/BTC',
|
||||
'status': 'open',
|
||||
'side': exit_side(is_short),
|
||||
'type': 'stop_loss_limit',
|
||||
'price': 0.123,
|
||||
'amount': 123.0,
|
||||
'filled': 0.0,
|
||||
'cost': 0.0,
|
||||
'remaining': 123.0,
|
||||
"id": f"prod_stoploss_{direc(is_short)}_3455",
|
||||
"symbol": "XRP/BTC",
|
||||
"status": "open",
|
||||
"side": exit_side(is_short),
|
||||
"type": "stop_loss_limit",
|
||||
"price": 0.123,
|
||||
"amount": 123.0,
|
||||
"filled": 0.0,
|
||||
"cost": 0.0,
|
||||
"remaining": 123.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -254,7 +254,7 @@ def mock_trade_5(fee, is_short: bool):
|
|||
Simulate prod entry with stoploss
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='XRP/BTC',
|
||||
pair="XRP/BTC",
|
||||
stake_amount=0.001,
|
||||
amount=123.0,
|
||||
amount_requested=124.0,
|
||||
|
|
@ -263,47 +263,47 @@ def mock_trade_5(fee, is_short: bool):
|
|||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
|
||||
is_open=True,
|
||||
open_rate=0.123,
|
||||
exchange='binance',
|
||||
strategy='SampleStrategy',
|
||||
enter_tag='TEST1',
|
||||
exchange="binance",
|
||||
strategy="SampleStrategy",
|
||||
enter_tag="TEST1",
|
||||
timeframe=5,
|
||||
is_short=is_short,
|
||||
stop_loss_pct=0.10,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_5(is_short), 'XRP/BTC', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_5(is_short), "XRP/BTC", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
o = Order.parse_from_ccxt_object(mock_order_5_stoploss(is_short), 'XRP/BTC', 'stoploss')
|
||||
o = Order.parse_from_ccxt_object(mock_order_5_stoploss(is_short), "XRP/BTC", "stoploss")
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def mock_order_6(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_buy_{direc(is_short)}_6',
|
||||
'symbol': 'LTC/BTC',
|
||||
'status': 'closed',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 0.15,
|
||||
'amount': 2.0,
|
||||
'filled': 2.0,
|
||||
'cost': 0.3,
|
||||
'remaining': 0.0,
|
||||
"id": f"prod_buy_{direc(is_short)}_6",
|
||||
"symbol": "LTC/BTC",
|
||||
"status": "closed",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 0.15,
|
||||
"amount": 2.0,
|
||||
"filled": 2.0,
|
||||
"cost": 0.3,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def mock_order_6_sell(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_sell_{direc(is_short)}_6',
|
||||
'symbol': 'LTC/BTC',
|
||||
'status': 'open',
|
||||
'side': exit_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 0.15 if is_short else 0.20,
|
||||
'amount': 2.0,
|
||||
'filled': 0.0,
|
||||
'cost': 0.0,
|
||||
'remaining': 2.0,
|
||||
"id": f"prod_sell_{direc(is_short)}_6",
|
||||
"symbol": "LTC/BTC",
|
||||
"status": "open",
|
||||
"side": exit_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 0.15 if is_short else 0.20,
|
||||
"amount": 2.0,
|
||||
"filled": 0.0,
|
||||
"cost": 0.0,
|
||||
"remaining": 2.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -312,7 +312,7 @@ def mock_trade_6(fee, is_short: bool):
|
|||
Simulate prod entry with open exit order
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='LTC/BTC',
|
||||
pair="LTC/BTC",
|
||||
stake_amount=0.001,
|
||||
amount=2.0,
|
||||
amount_requested=2.0,
|
||||
|
|
@ -321,81 +321,81 @@ def mock_trade_6(fee, is_short: bool):
|
|||
fee_close=fee.return_value,
|
||||
is_open=True,
|
||||
open_rate=0.15,
|
||||
exchange='binance',
|
||||
strategy='SampleStrategy',
|
||||
enter_tag='TEST2',
|
||||
exchange="binance",
|
||||
strategy="SampleStrategy",
|
||||
enter_tag="TEST2",
|
||||
timeframe=5,
|
||||
is_short=is_short
|
||||
is_short=is_short,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_6(is_short), "LTC/BTC", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
o = Order.parse_from_ccxt_object(mock_order_6_sell(is_short), 'LTC/BTC', exit_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_6_sell(is_short), "LTC/BTC", exit_side(is_short))
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def short_order():
|
||||
return {
|
||||
'id': '1236',
|
||||
'symbol': 'ETC/BTC',
|
||||
'status': 'closed',
|
||||
'side': 'sell',
|
||||
'type': 'limit',
|
||||
'price': 0.123,
|
||||
'amount': 123.0,
|
||||
'filled': 123.0,
|
||||
'cost': 15.129,
|
||||
'remaining': 0.0,
|
||||
"id": "1236",
|
||||
"symbol": "ETC/BTC",
|
||||
"status": "closed",
|
||||
"side": "sell",
|
||||
"type": "limit",
|
||||
"price": 0.123,
|
||||
"amount": 123.0,
|
||||
"filled": 123.0,
|
||||
"cost": 15.129,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def exit_short_order():
|
||||
return {
|
||||
'id': '12367',
|
||||
'symbol': 'ETC/BTC',
|
||||
'status': 'closed',
|
||||
'side': 'buy',
|
||||
'type': 'limit',
|
||||
'price': 0.128,
|
||||
'amount': 123.0,
|
||||
'filled': 123.0,
|
||||
'cost': 15.744,
|
||||
'remaining': 0.0,
|
||||
"id": "12367",
|
||||
"symbol": "ETC/BTC",
|
||||
"status": "closed",
|
||||
"side": "buy",
|
||||
"type": "limit",
|
||||
"price": 0.128,
|
||||
"amount": 123.0,
|
||||
"filled": 123.0,
|
||||
"cost": 15.744,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def short_trade(fee):
|
||||
"""
|
||||
10 minute short limit trade on binance
|
||||
10 minute short limit trade on binance
|
||||
|
||||
Short trade
|
||||
fee: 0.25% base
|
||||
interest_rate: 0.05% per day
|
||||
open_rate: 0.123 base
|
||||
close_rate: 0.128 base
|
||||
amount: 123.0 crypto
|
||||
stake_amount: 15.129 base
|
||||
borrowed: 123.0 crypto
|
||||
time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day)
|
||||
interest: borrowed * interest_rate * time-periods
|
||||
= 123.0 * 0.0005 * 1/24 = 0.0025625 crypto
|
||||
open_value: (amount * open_rate) - (amount * open_rate * fee)
|
||||
= (123 * 0.123) - (123 * 0.123 * 0.0025)
|
||||
= 15.091177499999999
|
||||
amount_closed: amount + interest = 123 + 0.0025625 = 123.0025625
|
||||
close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
|
||||
= (123.0025625 * 0.128) + (123.0025625 * 0.128 * 0.0025)
|
||||
= 15.78368882
|
||||
total_profit = open_value - close_value
|
||||
= 15.091177499999999 - 15.78368882
|
||||
= -0.6925113200000013
|
||||
total_profit_percentage = total_profit / stake_amount
|
||||
= -0.6925113200000013 / 15.129
|
||||
= -0.04577376693766946
|
||||
Short trade
|
||||
fee: 0.25% base
|
||||
interest_rate: 0.05% per day
|
||||
open_rate: 0.123 base
|
||||
close_rate: 0.128 base
|
||||
amount: 123.0 crypto
|
||||
stake_amount: 15.129 base
|
||||
borrowed: 123.0 crypto
|
||||
time-periods: 10 minutes(rounds up to 1/24 time-period of 1 day)
|
||||
interest: borrowed * interest_rate * time-periods
|
||||
= 123.0 * 0.0005 * 1/24 = 0.0025625 crypto
|
||||
open_value: (amount * open_rate) - (amount * open_rate * fee)
|
||||
= (123 * 0.123) - (123 * 0.123 * 0.0025)
|
||||
= 15.091177499999999
|
||||
amount_closed: amount + interest = 123 + 0.0025625 = 123.0025625
|
||||
close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee)
|
||||
= (123.0025625 * 0.128) + (123.0025625 * 0.128 * 0.0025)
|
||||
= 15.78368882
|
||||
total_profit = open_value - close_value
|
||||
= 15.091177499999999 - 15.78368882
|
||||
= -0.6925113200000013
|
||||
total_profit_percentage = total_profit / stake_amount
|
||||
= -0.6925113200000013 / 15.129
|
||||
= -0.04577376693766946
|
||||
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='ETC/BTC',
|
||||
pair="ETC/BTC",
|
||||
stake_amount=15.129,
|
||||
amount=123.0,
|
||||
amount_requested=123.0,
|
||||
|
|
@ -405,51 +405,51 @@ def short_trade(fee):
|
|||
# close_rate=0.128,
|
||||
# close_profit=-0.04577376693766946,
|
||||
# close_profit_abs=-0.6925113200000013,
|
||||
exchange='binance',
|
||||
exchange="binance",
|
||||
is_open=True,
|
||||
strategy='DefaultStrategy',
|
||||
strategy="DefaultStrategy",
|
||||
timeframe=5,
|
||||
exit_reason='sell_signal',
|
||||
exit_reason="sell_signal",
|
||||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
|
||||
# close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
|
||||
is_short=True
|
||||
is_short=True,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(short_order(), 'ETC/BTC', 'sell')
|
||||
o = Order.parse_from_ccxt_object(short_order(), "ETC/BTC", "sell")
|
||||
trade.orders.append(o)
|
||||
o = Order.parse_from_ccxt_object(exit_short_order(), 'ETC/BTC', 'sell')
|
||||
o = Order.parse_from_ccxt_object(exit_short_order(), "ETC/BTC", "sell")
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def leverage_order():
|
||||
return {
|
||||
'id': '1237',
|
||||
'symbol': 'DOGE/BTC',
|
||||
'status': 'closed',
|
||||
'side': 'buy',
|
||||
'type': 'limit',
|
||||
'price': 0.123,
|
||||
'amount': 123.0,
|
||||
'filled': 123.0,
|
||||
'remaining': 0.0,
|
||||
'cost': 15.129,
|
||||
'leverage': 5.0
|
||||
"id": "1237",
|
||||
"symbol": "DOGE/BTC",
|
||||
"status": "closed",
|
||||
"side": "buy",
|
||||
"type": "limit",
|
||||
"price": 0.123,
|
||||
"amount": 123.0,
|
||||
"filled": 123.0,
|
||||
"remaining": 0.0,
|
||||
"cost": 15.129,
|
||||
"leverage": 5.0,
|
||||
}
|
||||
|
||||
|
||||
def leverage_order_sell():
|
||||
return {
|
||||
'id': '12368',
|
||||
'symbol': 'DOGE/BTC',
|
||||
'status': 'closed',
|
||||
'side': 'sell',
|
||||
'type': 'limit',
|
||||
'price': 0.128,
|
||||
'amount': 123.0,
|
||||
'filled': 123.0,
|
||||
'remaining': 0.0,
|
||||
'cost': 15.744,
|
||||
'leverage': 5.0
|
||||
"id": "12368",
|
||||
"symbol": "DOGE/BTC",
|
||||
"status": "closed",
|
||||
"side": "sell",
|
||||
"type": "limit",
|
||||
"price": 0.128,
|
||||
"amount": 123.0,
|
||||
"filled": 123.0,
|
||||
"remaining": 0.0,
|
||||
"cost": 15.744,
|
||||
"leverage": 5.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -457,34 +457,34 @@ def leverage_trade(fee):
|
|||
"""
|
||||
5 hour short limit trade on kraken
|
||||
|
||||
Short trade
|
||||
fee: 0.25% base
|
||||
interest_rate: 0.05% per day
|
||||
open_rate: 0.123 base
|
||||
close_rate: 0.128 base
|
||||
amount: 615 crypto
|
||||
stake_amount: 15.129 base
|
||||
borrowed: 60.516 base
|
||||
leverage: 5
|
||||
hours: 5
|
||||
interest: borrowed * interest_rate * ceil(1 + hours/4)
|
||||
= 60.516 * 0.0005 * ceil(1 + 5/4) = 0.090774 base
|
||||
open_value: (amount * open_rate) + (amount * open_rate * fee)
|
||||
= (615.0 * 0.123) + (615.0 * 0.123 * 0.0025)
|
||||
= 75.83411249999999
|
||||
Short trade
|
||||
fee: 0.25% base
|
||||
interest_rate: 0.05% per day
|
||||
open_rate: 0.123 base
|
||||
close_rate: 0.128 base
|
||||
amount: 615 crypto
|
||||
stake_amount: 15.129 base
|
||||
borrowed: 60.516 base
|
||||
leverage: 5
|
||||
hours: 5
|
||||
interest: borrowed * interest_rate * ceil(1 + hours/4)
|
||||
= 60.516 * 0.0005 * ceil(1 + 5/4) = 0.090774 base
|
||||
open_value: (amount * open_rate) + (amount * open_rate * fee)
|
||||
= (615.0 * 0.123) + (615.0 * 0.123 * 0.0025)
|
||||
= 75.83411249999999
|
||||
|
||||
close_value: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
|
||||
= (615.0 * 0.128) - (615.0 * 0.128 * 0.0025) - 0.090774
|
||||
= 78.432426
|
||||
total_profit = close_value - open_value
|
||||
= 78.432426 - 75.83411249999999
|
||||
= 2.5983135000000175
|
||||
total_profit_percentage = ((close_value/open_value)-1) * leverage
|
||||
= ((78.432426/75.83411249999999)-1) * 5
|
||||
= 0.1713156134055116
|
||||
close_value: (amount_closed * close_rate) - (amount_closed * close_rate * fee) - interest
|
||||
= (615.0 * 0.128) - (615.0 * 0.128 * 0.0025) - 0.090774
|
||||
= 78.432426
|
||||
total_profit = close_value - open_value
|
||||
= 78.432426 - 75.83411249999999
|
||||
= 2.5983135000000175
|
||||
total_profit_percentage = ((close_value/open_value)-1) * leverage
|
||||
= ((78.432426/75.83411249999999)-1) * 5
|
||||
= 0.1713156134055116
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='DOGE/BTC',
|
||||
pair="DOGE/BTC",
|
||||
stake_amount=15.129,
|
||||
amount=615.0,
|
||||
leverage=5.0,
|
||||
|
|
@ -495,17 +495,17 @@ def leverage_trade(fee):
|
|||
close_rate=0.128,
|
||||
close_profit=0.1713156134055116,
|
||||
close_profit_abs=2.5983135000000175,
|
||||
exchange='kraken',
|
||||
exchange="kraken",
|
||||
is_open=False,
|
||||
strategy='DefaultStrategy',
|
||||
strategy="DefaultStrategy",
|
||||
timeframe=5,
|
||||
exit_reason='sell_signal',
|
||||
exit_reason="sell_signal",
|
||||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
|
||||
close_date=datetime.now(tz=timezone.utc),
|
||||
interest_rate=0.0005
|
||||
interest_rate=0.0005,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(leverage_order(), 'DOGE/BTC', 'sell')
|
||||
o = Order.parse_from_ccxt_object(leverage_order(), "DOGE/BTC", "sell")
|
||||
trade.orders.append(o)
|
||||
o = Order.parse_from_ccxt_object(leverage_order_sell(), 'DOGE/BTC', 'sell')
|
||||
o = Order.parse_from_ccxt_object(leverage_order_sell(), "DOGE/BTC", "sell")
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
|
|
|||
|
|
@ -20,29 +20,29 @@ def direc(is_short: bool):
|
|||
|
||||
def mock_order_usdt_1(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_entry_1_{direc(is_short)}',
|
||||
'symbol': 'LTC/USDT',
|
||||
'status': 'closed',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 10.0,
|
||||
'amount': 2.0,
|
||||
'filled': 2.0,
|
||||
'remaining': 0.0,
|
||||
"id": f"prod_entry_1_{direc(is_short)}",
|
||||
"symbol": "LTC/USDT",
|
||||
"status": "closed",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 10.0,
|
||||
"amount": 2.0,
|
||||
"filled": 2.0,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def mock_order_usdt_1_exit(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_exit_1_{direc(is_short)}',
|
||||
'symbol': 'LTC/USDT',
|
||||
'status': 'open',
|
||||
'side': exit_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 8.0,
|
||||
'amount': 2.0,
|
||||
'filled': 0.0,
|
||||
'remaining': 2.0,
|
||||
"id": f"prod_exit_1_{direc(is_short)}",
|
||||
"symbol": "LTC/USDT",
|
||||
"status": "open",
|
||||
"side": exit_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 8.0,
|
||||
"amount": 2.0,
|
||||
"filled": 0.0,
|
||||
"remaining": 2.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -51,7 +51,7 @@ def mock_trade_usdt_1(fee, is_short: bool):
|
|||
Simulate prod entry with open sell order
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='LTC/USDT',
|
||||
pair="LTC/USDT",
|
||||
stake_amount=20.0,
|
||||
amount=2.0,
|
||||
amount_requested=2.0,
|
||||
|
|
@ -64,44 +64,45 @@ def mock_trade_usdt_1(fee, is_short: bool):
|
|||
close_rate=8.0,
|
||||
close_profit=-0.2,
|
||||
close_profit_abs=-4.09,
|
||||
exchange='binance',
|
||||
strategy='SampleStrategy',
|
||||
exchange="binance",
|
||||
strategy="SampleStrategy",
|
||||
timeframe=5,
|
||||
is_short=is_short,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), 'LTC/USDT', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), "LTC/USDT", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_1_exit(is_short),
|
||||
'LTC/USDT', exit_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(
|
||||
mock_order_usdt_1_exit(is_short), "LTC/USDT", exit_side(is_short)
|
||||
)
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def mock_order_usdt_2(is_short: bool):
|
||||
return {
|
||||
'id': f'1235_{direc(is_short)}',
|
||||
'symbol': 'NEO/USDT',
|
||||
'status': 'closed',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 2.0,
|
||||
'amount': 100.0,
|
||||
'filled': 100.0,
|
||||
'remaining': 0.0,
|
||||
"id": f"1235_{direc(is_short)}",
|
||||
"symbol": "NEO/USDT",
|
||||
"status": "closed",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 2.0,
|
||||
"amount": 100.0,
|
||||
"filled": 100.0,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def mock_order_usdt_2_exit(is_short: bool):
|
||||
return {
|
||||
'id': f'12366_{direc(is_short)}',
|
||||
'symbol': 'NEO/USDT',
|
||||
'status': 'open',
|
||||
'side': exit_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 2.05,
|
||||
'amount': 100.0,
|
||||
'filled': 0.0,
|
||||
'remaining': 100.0,
|
||||
"id": f"12366_{direc(is_short)}",
|
||||
"symbol": "NEO/USDT",
|
||||
"status": "open",
|
||||
"side": exit_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 2.05,
|
||||
"amount": 100.0,
|
||||
"filled": 0.0,
|
||||
"remaining": 100.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -110,7 +111,7 @@ def mock_trade_usdt_2(fee, is_short: bool):
|
|||
Closed trade...
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='NEO/USDT',
|
||||
pair="NEO/USDT",
|
||||
stake_amount=200.0,
|
||||
amount=100.0,
|
||||
amount_requested=100.0,
|
||||
|
|
@ -120,50 +121,51 @@ def mock_trade_usdt_2(fee, is_short: bool):
|
|||
close_rate=2.05,
|
||||
close_profit=0.05,
|
||||
close_profit_abs=3.9875,
|
||||
exchange='binance',
|
||||
exchange="binance",
|
||||
is_open=False,
|
||||
strategy='StrategyTestV2',
|
||||
strategy="StrategyTestV2",
|
||||
timeframe=5,
|
||||
enter_tag='TEST1',
|
||||
exit_reason='exit_signal',
|
||||
enter_tag="TEST1",
|
||||
exit_reason="exit_signal",
|
||||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
|
||||
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
|
||||
is_short=is_short,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), 'NEO/USDT', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), "NEO/USDT", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
o = Order.parse_from_ccxt_object(
|
||||
mock_order_usdt_2_exit(is_short), 'NEO/USDT', exit_side(is_short))
|
||||
mock_order_usdt_2_exit(is_short), "NEO/USDT", exit_side(is_short)
|
||||
)
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def mock_order_usdt_3(is_short: bool):
|
||||
return {
|
||||
'id': f'41231a12a_{direc(is_short)}',
|
||||
'symbol': 'XRP/USDT',
|
||||
'status': 'closed',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 1.0,
|
||||
'amount': 30.0,
|
||||
'filled': 30.0,
|
||||
'remaining': 0.0,
|
||||
"id": f"41231a12a_{direc(is_short)}",
|
||||
"symbol": "XRP/USDT",
|
||||
"status": "closed",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 1.0,
|
||||
"amount": 30.0,
|
||||
"filled": 30.0,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def mock_order_usdt_3_exit(is_short: bool):
|
||||
return {
|
||||
'id': f'41231a666a_{direc(is_short)}',
|
||||
'symbol': 'XRP/USDT',
|
||||
'status': 'closed',
|
||||
'side': exit_side(is_short),
|
||||
'type': 'stop_loss_limit',
|
||||
'price': 1.1,
|
||||
'average': 1.1,
|
||||
'amount': 30.0,
|
||||
'filled': 30.0,
|
||||
'remaining': 0.0,
|
||||
"id": f"41231a666a_{direc(is_short)}",
|
||||
"symbol": "XRP/USDT",
|
||||
"status": "closed",
|
||||
"side": exit_side(is_short),
|
||||
"type": "stop_loss_limit",
|
||||
"price": 1.1,
|
||||
"average": 1.1,
|
||||
"amount": 30.0,
|
||||
"filled": 30.0,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -172,7 +174,7 @@ def mock_trade_usdt_3(fee, is_short: bool):
|
|||
Closed trade
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='XRP/USDT',
|
||||
pair="XRP/USDT",
|
||||
stake_amount=30.0,
|
||||
amount=30.0,
|
||||
amount_requested=30.0,
|
||||
|
|
@ -182,35 +184,36 @@ def mock_trade_usdt_3(fee, is_short: bool):
|
|||
close_rate=1.1,
|
||||
close_profit=0.1,
|
||||
close_profit_abs=2.8425,
|
||||
exchange='binance',
|
||||
exchange="binance",
|
||||
is_open=False,
|
||||
strategy='StrategyTestV2',
|
||||
strategy="StrategyTestV2",
|
||||
timeframe=5,
|
||||
enter_tag='TEST3',
|
||||
exit_reason='roi',
|
||||
enter_tag="TEST3",
|
||||
exit_reason="roi",
|
||||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
|
||||
close_date=datetime.now(tz=timezone.utc),
|
||||
is_short=is_short,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_3(is_short), 'XRP/USDT', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_3(is_short), "XRP/USDT", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_3_exit(is_short),
|
||||
'XRP/USDT', exit_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(
|
||||
mock_order_usdt_3_exit(is_short), "XRP/USDT", exit_side(is_short)
|
||||
)
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def mock_order_usdt_4(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_buy_12345_{direc(is_short)}',
|
||||
'symbol': 'NEO/USDT',
|
||||
'status': 'open',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 2.0,
|
||||
'amount': 10.0,
|
||||
'filled': 0.0,
|
||||
'remaining': 30.0,
|
||||
"id": f"prod_buy_12345_{direc(is_short)}",
|
||||
"symbol": "NEO/USDT",
|
||||
"status": "open",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 2.0,
|
||||
"amount": 10.0,
|
||||
"filled": 0.0,
|
||||
"remaining": 30.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -219,7 +222,7 @@ def mock_trade_usdt_4(fee, is_short: bool):
|
|||
Simulate prod entry
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='NEO/USDT',
|
||||
pair="NEO/USDT",
|
||||
stake_amount=20.0,
|
||||
amount=10.0,
|
||||
amount_requested=10.01,
|
||||
|
|
@ -228,41 +231,41 @@ def mock_trade_usdt_4(fee, is_short: bool):
|
|||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
|
||||
is_open=True,
|
||||
open_rate=2.0,
|
||||
exchange='binance',
|
||||
strategy='StrategyTestV2',
|
||||
exchange="binance",
|
||||
strategy="StrategyTestV2",
|
||||
timeframe=5,
|
||||
is_short=is_short,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), 'NEO/USDT', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), "NEO/USDT", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def mock_order_usdt_5(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_buy_3455_{direc(is_short)}',
|
||||
'symbol': 'XRP/USDT',
|
||||
'status': 'closed',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 2.0,
|
||||
'amount': 10.0,
|
||||
'filled': 10.0,
|
||||
'remaining': 0.0,
|
||||
"id": f"prod_buy_3455_{direc(is_short)}",
|
||||
"symbol": "XRP/USDT",
|
||||
"status": "closed",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 2.0,
|
||||
"amount": 10.0,
|
||||
"filled": 10.0,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def mock_order_usdt_5_stoploss(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_stoploss_3455_{direc(is_short)}',
|
||||
'symbol': 'XRP/USDT',
|
||||
'status': 'open',
|
||||
'side': exit_side(is_short),
|
||||
'type': 'stop_loss_limit',
|
||||
'price': 2.0,
|
||||
'amount': 10.0,
|
||||
'filled': 0.0,
|
||||
'remaining': 30.0,
|
||||
"id": f"prod_stoploss_3455_{direc(is_short)}",
|
||||
"symbol": "XRP/USDT",
|
||||
"status": "open",
|
||||
"side": exit_side(is_short),
|
||||
"type": "stop_loss_limit",
|
||||
"price": 2.0,
|
||||
"amount": 10.0,
|
||||
"filled": 0.0,
|
||||
"remaining": 30.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -271,7 +274,7 @@ def mock_trade_usdt_5(fee, is_short: bool):
|
|||
Simulate prod entry with stoploss
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='XRP/USDT',
|
||||
pair="XRP/USDT",
|
||||
stake_amount=20.0,
|
||||
amount=10.0,
|
||||
amount_requested=10.01,
|
||||
|
|
@ -280,43 +283,43 @@ def mock_trade_usdt_5(fee, is_short: bool):
|
|||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
|
||||
is_open=True,
|
||||
open_rate=2.0,
|
||||
exchange='binance',
|
||||
strategy='SampleStrategy',
|
||||
exchange="binance",
|
||||
strategy="SampleStrategy",
|
||||
timeframe=5,
|
||||
is_short=is_short,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_5(is_short), 'XRP/USDT', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_5(is_short), "XRP/USDT", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(is_short), 'XRP/USDT', 'stoploss')
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(is_short), "XRP/USDT", "stoploss")
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def mock_order_usdt_6(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_entry_6_{direc(is_short)}',
|
||||
'symbol': 'LTC/USDT',
|
||||
'status': 'closed',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 10.0,
|
||||
'amount': 2.0,
|
||||
'filled': 2.0,
|
||||
'remaining': 0.0,
|
||||
"id": f"prod_entry_6_{direc(is_short)}",
|
||||
"symbol": "LTC/USDT",
|
||||
"status": "closed",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 10.0,
|
||||
"amount": 2.0,
|
||||
"filled": 2.0,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def mock_order_usdt_6_exit(is_short: bool):
|
||||
return {
|
||||
'id': f'prod_exit_6_{direc(is_short)}',
|
||||
'symbol': 'LTC/USDT',
|
||||
'status': 'open',
|
||||
'side': exit_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 12.0,
|
||||
'amount': 2.0,
|
||||
'filled': 0.0,
|
||||
'remaining': 2.0,
|
||||
"id": f"prod_exit_6_{direc(is_short)}",
|
||||
"symbol": "LTC/USDT",
|
||||
"status": "open",
|
||||
"side": exit_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 12.0,
|
||||
"amount": 2.0,
|
||||
"filled": 0.0,
|
||||
"remaining": 2.0,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -325,7 +328,7 @@ def mock_trade_usdt_6(fee, is_short: bool):
|
|||
Simulate prod entry with open sell order
|
||||
"""
|
||||
trade = Trade(
|
||||
pair='LTC/USDT',
|
||||
pair="LTC/USDT",
|
||||
stake_amount=20.0,
|
||||
amount=2.0,
|
||||
amount_requested=2.0,
|
||||
|
|
@ -334,36 +337,37 @@ def mock_trade_usdt_6(fee, is_short: bool):
|
|||
fee_close=fee.return_value,
|
||||
is_open=True,
|
||||
open_rate=10.0,
|
||||
exchange='binance',
|
||||
strategy='SampleStrategy',
|
||||
exchange="binance",
|
||||
strategy="SampleStrategy",
|
||||
timeframe=5,
|
||||
is_short=is_short,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_6(is_short), 'LTC/USDT', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_6(is_short), "LTC/USDT", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_6_exit(is_short),
|
||||
'LTC/USDT', exit_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(
|
||||
mock_order_usdt_6_exit(is_short), "LTC/USDT", exit_side(is_short)
|
||||
)
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
||||
|
||||
def mock_order_usdt_7(is_short: bool):
|
||||
return {
|
||||
'id': f'1234_{direc(is_short)}',
|
||||
'symbol': 'ADA/USDT',
|
||||
'status': 'closed',
|
||||
'side': entry_side(is_short),
|
||||
'type': 'limit',
|
||||
'price': 2.0,
|
||||
'amount': 10.0,
|
||||
'filled': 10.0,
|
||||
'remaining': 0.0,
|
||||
"id": f"1234_{direc(is_short)}",
|
||||
"symbol": "ADA/USDT",
|
||||
"status": "closed",
|
||||
"side": entry_side(is_short),
|
||||
"type": "limit",
|
||||
"price": 2.0,
|
||||
"amount": 10.0,
|
||||
"filled": 10.0,
|
||||
"remaining": 0.0,
|
||||
}
|
||||
|
||||
|
||||
def mock_trade_usdt_7(fee, is_short: bool):
|
||||
trade = Trade(
|
||||
pair='ADA/USDT',
|
||||
pair="ADA/USDT",
|
||||
stake_amount=20.0,
|
||||
amount=10.0,
|
||||
amount_requested=10.0,
|
||||
|
|
@ -372,11 +376,11 @@ def mock_trade_usdt_7(fee, is_short: bool):
|
|||
is_open=True,
|
||||
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
|
||||
open_rate=2.0,
|
||||
exchange='binance',
|
||||
strategy='StrategyTestV2',
|
||||
exchange="binance",
|
||||
strategy="StrategyTestV2",
|
||||
timeframe=5,
|
||||
is_short=is_short,
|
||||
)
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), 'ADA/USDT', entry_side(is_short))
|
||||
o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), "ADA/USDT", entry_side(is_short))
|
||||
trade.orders.append(o)
|
||||
return trade
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user