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https://github.com/freqtrade/freqtrade.git
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parameterized TradingMode in persistence
This commit is contained in:
Sam Germain
parent
157223f6ab
commit
ba60aad89d
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@ -4421,3 +4421,7 @@ def test_get_valid_price(mocker, default_conf) -> None:
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assert valid_price_at_min_alwd > custom_price_under_min_alwd
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assert valid_price_at_min_alwd < proposed_price
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def test_update_funding_fees():
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return
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@ -18,6 +18,9 @@ from tests.conftest import (create_mock_trades, create_mock_trades_with_leverage
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log_has, log_has_re)
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spot, margin = TradingMode.SPOT, TradingMode.MARGIN
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def test_init_create_session(default_conf):
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# Check if init create a session
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init_db(default_conf['db_url'], default_conf['dry_run'])
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@ -83,7 +86,7 @@ def test_enter_exit_side(fee, is_short):
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exchange='binance',
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is_short=is_short,
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leverage=2.0,
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trading_mode=TradingMode.MARGIN
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trading_mode=margin
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)
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assert trade.enter_side == enter_side
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assert trade.exit_side == exit_side
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@ -104,7 +107,7 @@ def test_set_stop_loss_isolated_liq(fee):
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exchange='binance',
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is_short=False,
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leverage=2.0,
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trading_mode=TradingMode.MARGIN
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trading_mode=margin
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)
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trade.set_isolated_liq(0.09)
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assert trade.isolated_liq == 0.09
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@ -171,32 +174,33 @@ def test_set_stop_loss_isolated_liq(fee):
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assert trade.initial_stop_loss == 0.09
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@pytest.mark.parametrize('exchange,is_short,lev,minutes,rate,interest', [
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("binance", False, 3, 10, 0.0005, round(0.0008333333333333334, 8)),
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("binance", True, 3, 10, 0.0005, 0.000625),
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("binance", False, 3, 295, 0.0005, round(0.004166666666666667, 8)),
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("binance", True, 3, 295, 0.0005, round(0.0031249999999999997, 8)),
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("binance", False, 3, 295, 0.00025, round(0.0020833333333333333, 8)),
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("binance", True, 3, 295, 0.00025, round(0.0015624999999999999, 8)),
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("binance", False, 5, 295, 0.0005, 0.005),
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("binance", True, 5, 295, 0.0005, round(0.0031249999999999997, 8)),
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("binance", False, 1, 295, 0.0005, 0.0),
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("binance", True, 1, 295, 0.0005, 0.003125),
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@pytest.mark.parametrize('exchange,is_short,lev,minutes,rate,interest,trading_mode', [
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("binance", False, 3, 10, 0.0005, round(0.0008333333333333334, 8), margin),
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("binance", True, 3, 10, 0.0005, 0.000625, margin),
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("binance", False, 3, 295, 0.0005, round(0.004166666666666667, 8), margin),
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("binance", True, 3, 295, 0.0005, round(0.0031249999999999997, 8), margin),
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("binance", False, 3, 295, 0.00025, round(0.0020833333333333333, 8), margin),
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("binance", True, 3, 295, 0.00025, round(0.0015624999999999999, 8), margin),
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("binance", False, 5, 295, 0.0005, 0.005, margin),
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("binance", True, 5, 295, 0.0005, round(0.0031249999999999997, 8), margin),
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("binance", False, 1, 295, 0.0005, 0.0, spot),
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("binance", True, 1, 295, 0.0005, 0.003125, margin),
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("kraken", False, 3, 10, 0.0005, 0.040),
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("kraken", True, 3, 10, 0.0005, 0.030),
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("kraken", False, 3, 295, 0.0005, 0.06),
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("kraken", True, 3, 295, 0.0005, 0.045),
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("kraken", False, 3, 295, 0.00025, 0.03),
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("kraken", True, 3, 295, 0.00025, 0.0225),
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("kraken", False, 5, 295, 0.0005, round(0.07200000000000001, 8)),
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("kraken", True, 5, 295, 0.0005, 0.045),
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("kraken", False, 1, 295, 0.0005, 0.0),
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("kraken", True, 1, 295, 0.0005, 0.045),
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("kraken", False, 3, 10, 0.0005, 0.040, margin),
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("kraken", True, 3, 10, 0.0005, 0.030, margin),
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("kraken", False, 3, 295, 0.0005, 0.06, margin),
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("kraken", True, 3, 295, 0.0005, 0.045, margin),
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("kraken", False, 3, 295, 0.00025, 0.03, margin),
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("kraken", True, 3, 295, 0.00025, 0.0225, margin),
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("kraken", False, 5, 295, 0.0005, round(0.07200000000000001, 8), margin),
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("kraken", True, 5, 295, 0.0005, 0.045, margin),
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("kraken", False, 1, 295, 0.0005, 0.0, spot),
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("kraken", True, 1, 295, 0.0005, 0.045, margin),
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])
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@pytest.mark.usefixtures("init_persistence")
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def test_interest(market_buy_order_usdt, fee, exchange, is_short, lev, minutes, rate, interest):
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def test_interest(market_buy_order_usdt, fee, exchange, is_short, lev, minutes, rate, interest,
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trading_mode):
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"""
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10min, 5hr limit trade on Binance/Kraken at 3x,5x leverage
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fee: 0.25 % quote
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@ -262,21 +266,21 @@ def test_interest(market_buy_order_usdt, fee, exchange, is_short, lev, minutes,
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leverage=lev,
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interest_rate=rate,
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is_short=is_short,
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trading_mode=TradingMode.MARGIN
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trading_mode=trading_mode
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)
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assert round(float(trade.calculate_interest()), 8) == interest
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@pytest.mark.parametrize('is_short,lev,borrowed', [
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(False, 1.0, 0.0),
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(True, 1.0, 30.0),
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(False, 3.0, 40.0),
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(True, 3.0, 30.0),
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@pytest.mark.parametrize('is_short,lev,borrowed,trading_mode', [
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(False, 1.0, 0.0, spot),
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(True, 1.0, 30.0, margin),
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(False, 3.0, 40.0, margin),
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(True, 3.0, 30.0, margin),
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])
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@pytest.mark.usefixtures("init_persistence")
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def test_borrowed(limit_buy_order_usdt, limit_sell_order_usdt, fee,
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caplog, is_short, lev, borrowed):
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caplog, is_short, lev, borrowed, trading_mode):
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"""
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10 minute limit trade on Binance/Kraken at 1x, 3x leverage
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fee: 0.25% quote
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@ -352,18 +356,18 @@ def test_borrowed(limit_buy_order_usdt, limit_sell_order_usdt, fee,
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exchange='binance',
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is_short=is_short,
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leverage=lev,
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trading_mode=TradingMode.MARGIN
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trading_mode=trading_mode
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)
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assert trade.borrowed == borrowed
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@pytest.mark.parametrize('is_short,open_rate,close_rate,lev,profit', [
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(False, 2.0, 2.2, 1.0, round(0.0945137157107232, 8)),
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(True, 2.2, 2.0, 3.0, round(0.2589996297562085, 8))
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@pytest.mark.parametrize('is_short,open_rate,close_rate,lev,profit,trading_mode', [
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(False, 2.0, 2.2, 1.0, round(0.0945137157107232, 8), spot),
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(True, 2.2, 2.0, 3.0, round(0.2589996297562085, 8), margin),
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])
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@pytest.mark.usefixtures("init_persistence")
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def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_usdt,
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is_short, open_rate, close_rate, lev, profit):
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is_short, open_rate, close_rate, lev, profit, trading_mode):
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"""
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10 minute limit trade on Binance/Kraken at 1x, 3x leverage
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fee: 0.25% quote
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@ -451,7 +455,7 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_
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is_short=is_short,
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interest_rate=0.0005,
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leverage=lev,
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trading_mode=TradingMode.MARGIN
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trading_mode=trading_mode
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)
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assert trade.open_order_id is None
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assert trade.close_profit is None
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@ -497,7 +501,7 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
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fee_close=fee.return_value,
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open_date=arrow.utcnow().datetime,
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exchange='binance',
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trading_mode=TradingMode.MARGIN
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trading_mode=margin
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)
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trade.open_order_id = 'something'
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@ -525,20 +529,22 @@ def test_update_market_order(market_buy_order_usdt, market_sell_order_usdt, fee,
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caplog)
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@pytest.mark.parametrize('exchange,is_short,lev,open_value,close_value,profit,profit_ratio', [
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("binance", False, 1, 60.15, 65.835, 5.685, 0.0945137157107232),
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("binance", True, 1, 59.850, 66.1663784375, -6.316378437500013, -0.1055368159983292),
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("binance", False, 3, 60.15, 65.83416667, 5.684166670000003, 0.2834995845386534),
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("binance", True, 3, 59.85, 66.1663784375, -6.316378437500013, -0.3166104479949876),
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("kraken", False, 1, 60.15, 65.835, 5.685, 0.0945137157107232),
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("kraken", True, 1, 59.850, 66.231165, -6.381165, -0.106619298245614),
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("kraken", False, 3, 60.15, 65.795, 5.645, 0.2815461346633419),
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("kraken", True, 3, 59.850, 66.231165, -6.381165000000003, -0.319857894736842),
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])
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@pytest.mark.parametrize(
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'exchange,is_short,lev,open_value,close_value,profit,profit_ratio,trading_mode', [
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("binance", False, 1, 60.15, 65.835, 5.685, 0.0945137157107232, spot),
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("binance", True, 1, 59.850, 66.1663784375, -6.316378437500013, -0.105536815998329, margin),
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("binance", False, 3, 60.15, 65.83416667, 5.684166670000003, 0.2834995845386534, margin),
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("binance", True, 3, 59.85, 66.1663784375, -6.316378437500013, -0.3166104479949876, margin),
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("kraken", False, 1, 60.15, 65.835, 5.685, 0.0945137157107232, spot),
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("kraken", True, 1, 59.850, 66.231165, -6.381165, -0.106619298245614, margin),
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("kraken", False, 3, 60.15, 65.795, 5.645, 0.2815461346633419, margin),
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("kraken", True, 3, 59.850, 66.231165, -6.381165000000003, -0.319857894736842, margin),
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])
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, fee, exchange,
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is_short, lev, open_value, close_value, profit, profit_ratio):
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def test_calc_open_close_trade_price(
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limit_buy_order_usdt, limit_sell_order_usdt, fee, exchange, is_short, lev,
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open_value, close_value, profit, profit_ratio, trading_mode
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):
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trade: Trade = Trade(
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pair='ADA/USDT',
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stake_amount=60.0,
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@ -551,7 +557,7 @@ def test_calc_open_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt
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exchange=exchange,
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is_short=is_short,
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leverage=lev,
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trading_mode=TradingMode.MARGIN
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trading_mode=trading_mode
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)
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trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'
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@ -580,7 +586,7 @@ def test_trade_close(limit_buy_order_usdt, limit_sell_order_usdt, fee):
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
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interest_rate=0.0005,
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exchange='binance',
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trading_mode=TradingMode.MARGIN
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trading_mode=margin
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)
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assert trade.close_profit is None
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assert trade.close_date is None
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@ -609,7 +615,7 @@ def test_calc_close_trade_price_exception(limit_buy_order_usdt, fee):
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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exchange='binance',
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trading_mode=TradingMode.MARGIN
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trading_mode=margin
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)
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trade.open_order_id = 'something'
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@ -627,7 +633,7 @@ def test_update_open_order(limit_buy_order_usdt):
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fee_open=0.1,
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fee_close=0.1,
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exchange='binance',
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trading_mode=TradingMode.MARGIN
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trading_mode=margin
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)
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assert trade.open_order_id is None
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@ -652,7 +658,7 @@ def test_update_invalid_order(limit_buy_order_usdt):
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fee_open=0.1,
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fee_close=0.1,
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exchange='binance',
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trading_mode=TradingMode.MARGIN
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trading_mode=margin
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)
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limit_buy_order_usdt['type'] = 'invalid'
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with pytest.raises(ValueError, match=r'Unknown order type'):
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@ -660,6 +666,7 @@ def test_update_invalid_order(limit_buy_order_usdt):
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@pytest.mark.parametrize('exchange', ['binance', 'kraken'])
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@pytest.mark.parametrize('trading_mode', [spot, margin])
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@pytest.mark.parametrize('lev', [1, 3])
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@pytest.mark.parametrize('is_short,fee_rate,result', [
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(False, 0.003, 60.18),
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@ -678,7 +685,8 @@ def test_calc_open_trade_value(
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lev,
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is_short,
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fee_rate,
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result
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result,
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trading_mode
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):
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# 10 minute limit trade on Binance/Kraken at 1x, 3x leverage
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# fee: 0.25 %, 0.3% quote
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@ -705,7 +713,7 @@ def test_calc_open_trade_value(
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exchange=exchange,
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leverage=lev,
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is_short=is_short,
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trading_mode=TradingMode.MARGIN
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trading_mode=trading_mode
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)
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trade.open_order_id = 'open_trade'
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@ -713,26 +721,29 @@ def test_calc_open_trade_value(
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assert trade._calc_open_trade_value() == result
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@pytest.mark.parametrize('exchange,is_short,lev,open_rate,close_rate,fee_rate,result', [
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('binance', False, 1, 2.0, 2.5, 0.0025, 74.8125),
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('binance', False, 1, 2.0, 2.5, 0.003, 74.775),
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('binance', False, 1, 2.0, 2.2, 0.005, 65.67),
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('binance', False, 3, 2.0, 2.5, 0.0025, 74.81166667),
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('binance', False, 3, 2.0, 2.5, 0.003, 74.77416667),
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('kraken', False, 3, 2.0, 2.5, 0.0025, 74.7725),
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('kraken', False, 3, 2.0, 2.5, 0.003, 74.735),
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('kraken', True, 3, 2.2, 2.5, 0.0025, 75.2626875),
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('kraken', True, 3, 2.2, 2.5, 0.003, 75.300225),
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('binance', True, 3, 2.2, 2.5, 0.0025, 75.18906641),
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('binance', True, 3, 2.2, 2.5, 0.003, 75.22656719),
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('binance', True, 1, 2.2, 2.5, 0.0025, 75.18906641),
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('binance', True, 1, 2.2, 2.5, 0.003, 75.22656719),
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('kraken', True, 1, 2.2, 2.5, 0.0025, 75.2626875),
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('kraken', True, 1, 2.2, 2.5, 0.003, 75.300225),
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])
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@pytest.mark.parametrize(
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'exchange,is_short,lev,open_rate,close_rate,fee_rate,result,trading_mode', [
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('binance', False, 1, 2.0, 2.5, 0.0025, 74.8125, spot),
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('binance', False, 1, 2.0, 2.5, 0.003, 74.775, spot),
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('binance', False, 1, 2.0, 2.2, 0.005, 65.67, margin),
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('binance', False, 3, 2.0, 2.5, 0.0025, 74.81166667, margin),
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('binance', False, 3, 2.0, 2.5, 0.003, 74.77416667, margin),
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('kraken', False, 3, 2.0, 2.5, 0.0025, 74.7725, margin),
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('kraken', False, 3, 2.0, 2.5, 0.003, 74.735, margin),
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('kraken', True, 3, 2.2, 2.5, 0.0025, 75.2626875, margin),
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('kraken', True, 3, 2.2, 2.5, 0.003, 75.300225, margin),
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('binance', True, 3, 2.2, 2.5, 0.0025, 75.18906641, margin),
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('binance', True, 3, 2.2, 2.5, 0.003, 75.22656719, margin),
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('binance', True, 1, 2.2, 2.5, 0.0025, 75.18906641, margin),
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('binance', True, 1, 2.2, 2.5, 0.003, 75.22656719, margin),
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('kraken', True, 1, 2.2, 2.5, 0.0025, 75.2626875, margin),
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('kraken', True, 1, 2.2, 2.5, 0.003, 75.300225, margin),
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])
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@pytest.mark.usefixtures("init_persistence")
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def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, open_rate,
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exchange, is_short, lev, close_rate, fee_rate, result):
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def test_calc_close_trade_price(
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limit_buy_order_usdt, limit_sell_order_usdt, open_rate, exchange, is_short,
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lev, close_rate, fee_rate, result, trading_mode
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):
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trade = Trade(
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pair='ADA/USDT',
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stake_amount=60.0,
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@ -745,47 +756,48 @@ def test_calc_close_trade_price(limit_buy_order_usdt, limit_sell_order_usdt, ope
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interest_rate=0.0005,
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is_short=is_short,
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leverage=lev,
|
||||
trading_mode=TradingMode.MARGIN
|
||||
trading_mode=trading_mode
|
||||
)
|
||||
trade.open_order_id = 'close_trade'
|
||||
assert round(trade.calc_close_trade_value(rate=close_rate, fee=fee_rate), 8) == result
|
||||
|
||||
|
||||
@pytest.mark.parametrize('exchange,is_short,lev,close_rate,fee_close,profit,profit_ratio', [
|
||||
('binance', False, 1, 2.1, 0.0025, 2.6925, 0.04476309226932673),
|
||||
('binance', False, 3, 2.1, 0.0025, 2.69166667, 0.13424771421446402),
|
||||
('binance', True, 1, 2.1, 0.0025, -3.308815781249997, -0.05528514254385963),
|
||||
('binance', True, 3, 2.1, 0.0025, -3.308815781249997, -0.1658554276315789),
|
||||
@pytest.mark.parametrize(
|
||||
'exchange,is_short,lev,close_rate,fee_close,profit,profit_ratio,trading_mode', [
|
||||
('binance', False, 1, 2.1, 0.0025, 2.6925, 0.04476309226932673, spot),
|
||||
('binance', False, 3, 2.1, 0.0025, 2.69166667, 0.13424771421446402, margin),
|
||||
('binance', True, 1, 2.1, 0.0025, -3.308815781249997, -0.05528514254385963, margin),
|
||||
('binance', True, 3, 2.1, 0.0025, -3.308815781249997, -0.1658554276315789, margin),
|
||||
|
||||
('binance', False, 1, 1.9, 0.0025, -3.2925, -0.05473815461346632),
|
||||
('binance', False, 3, 1.9, 0.0025, -3.29333333, -0.16425602643391513),
|
||||
('binance', True, 1, 1.9, 0.0025, 2.7063095312499996, 0.045218204365079395),
|
||||
('binance', True, 3, 1.9, 0.0025, 2.7063095312499996, 0.13565461309523819),
|
||||
('binance', False, 1, 1.9, 0.0025, -3.2925, -0.05473815461346632, margin),
|
||||
('binance', False, 3, 1.9, 0.0025, -3.29333333, -0.16425602643391513, margin),
|
||||
('binance', True, 1, 1.9, 0.0025, 2.7063095312499996, 0.045218204365079395, margin),
|
||||
('binance', True, 3, 1.9, 0.0025, 2.7063095312499996, 0.13565461309523819, margin),
|
||||
|
||||
('binance', False, 1, 2.2, 0.0025, 5.685, 0.0945137157107232),
|
||||
('binance', False, 3, 2.2, 0.0025, 5.68416667, 0.2834995845386534),
|
||||
('binance', True, 1, 2.2, 0.0025, -6.316378437499999, -0.1055368159983292),
|
||||
('binance', True, 3, 2.2, 0.0025, -6.316378437499999, -0.3166104479949876),
|
||||
('binance', False, 1, 2.2, 0.0025, 5.685, 0.0945137157107232, margin),
|
||||
('binance', False, 3, 2.2, 0.0025, 5.68416667, 0.2834995845386534, margin),
|
||||
('binance', True, 1, 2.2, 0.0025, -6.316378437499999, -0.1055368159983292, margin),
|
||||
('binance', True, 3, 2.2, 0.0025, -6.316378437499999, -0.3166104479949876, margin),
|
||||
|
||||
('kraken', False, 1, 2.1, 0.0025, 2.6925, 0.04476309226932673),
|
||||
('kraken', False, 3, 2.1, 0.0025, 2.6525, 0.13229426433915248),
|
||||
('kraken', True, 1, 2.1, 0.0025, -3.3706575, -0.05631842105263152),
|
||||
('kraken', True, 3, 2.1, 0.0025, -3.3706575, -0.16895526315789455),
|
||||
('kraken', False, 1, 2.1, 0.0025, 2.6925, 0.04476309226932673, spot),
|
||||
('kraken', False, 3, 2.1, 0.0025, 2.6525, 0.13229426433915248, margin),
|
||||
('kraken', True, 1, 2.1, 0.0025, -3.3706575, -0.05631842105263152, margin),
|
||||
('kraken', True, 3, 2.1, 0.0025, -3.3706575, -0.16895526315789455, margin),
|
||||
|
||||
('kraken', False, 1, 1.9, 0.0025, -3.2925, -0.05473815461346632),
|
||||
('kraken', False, 3, 1.9, 0.0025, -3.3325, -0.16620947630922667),
|
||||
('kraken', True, 1, 1.9, 0.0025, 2.6503575, 0.04428333333333334),
|
||||
('kraken', True, 3, 1.9, 0.0025, 2.6503575, 0.13285000000000002),
|
||||
('kraken', False, 1, 1.9, 0.0025, -3.2925, -0.05473815461346632, margin),
|
||||
('kraken', False, 3, 1.9, 0.0025, -3.3325, -0.16620947630922667, margin),
|
||||
('kraken', True, 1, 1.9, 0.0025, 2.6503575, 0.04428333333333334, margin),
|
||||
('kraken', True, 3, 1.9, 0.0025, 2.6503575, 0.13285000000000002, margin),
|
||||
|
||||
('kraken', False, 1, 2.2, 0.0025, 5.685, 0.0945137157107232),
|
||||
('kraken', False, 3, 2.2, 0.0025, 5.645, 0.2815461346633419),
|
||||
('kraken', True, 1, 2.2, 0.0025, -6.381165, -0.106619298245614),
|
||||
('kraken', True, 3, 2.2, 0.0025, -6.381165, -0.319857894736842),
|
||||
('kraken', False, 1, 2.2, 0.0025, 5.685, 0.0945137157107232, margin),
|
||||
('kraken', False, 3, 2.2, 0.0025, 5.645, 0.2815461346633419, margin),
|
||||
('kraken', True, 1, 2.2, 0.0025, -6.381165, -0.106619298245614, margin),
|
||||
('kraken', True, 3, 2.2, 0.0025, -6.381165, -0.319857894736842, margin),
|
||||
|
||||
('binance', False, 1, 2.1, 0.003, 2.6610000000000014, 0.04423940149625927),
|
||||
('binance', False, 1, 1.9, 0.003, -3.320999999999998, -0.05521197007481293),
|
||||
('binance', False, 1, 2.2, 0.003, 5.652000000000008, 0.09396508728179565),
|
||||
])
|
||||
('binance', False, 1, 2.1, 0.003, 2.6610000000000014, 0.04423940149625927, spot),
|
||||
('binance', False, 1, 1.9, 0.003, -3.320999999999998, -0.05521197007481293, spot),
|
||||
('binance', False, 1, 2.2, 0.003, 5.652000000000008, 0.09396508728179565, spot),
|
||||
])
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_calc_profit(
|
||||
limit_buy_order_usdt,
|
||||
|
|
@ -797,7 +809,8 @@ def test_calc_profit(
|
|||
close_rate,
|
||||
fee_close,
|
||||
profit,
|
||||
profit_ratio
|
||||
profit_ratio,
|
||||
trading_mode
|
||||
):
|
||||
"""
|
||||
10 minute limit trade on Binance/Kraken at 1x, 3x leverage
|
||||
|
|
@ -940,7 +953,7 @@ def test_calc_profit(
|
|||
leverage=lev,
|
||||
fee_open=0.0025,
|
||||
fee_close=fee_close,
|
||||
trading_mode=TradingMode.MARGIN
|
||||
trading_mode=trading_mode
|
||||
)
|
||||
trade.open_order_id = 'something'
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user