from datetime import datetime, timedelta, timezone from freqtrade.persistence.models import Order, Trade MOCK_TRADE_COUNT = 6 def entry_side(is_short: bool): return "sell" if is_short else "buy" def exit_side(is_short: bool): return "buy" if is_short else "sell" def direc(is_short: bool): return "short" if is_short else "long" 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, } def mock_trade_1(fee, is_short: bool): trade = Trade( pair="ETH/BTC", stake_amount=0.001, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17), open_rate=0.123, exchange="binance", strategy="StrategyTestV3", timeframe=5, is_short=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, } 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, } def mock_trade_2(fee, is_short: bool): """ Closed trade... """ trade = Trade( pair="ETC/BTC", stake_amount=0.001, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, 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", is_open=False, strategy="StrategyTestV3", timeframe=5, 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, ) 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)) 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, } 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, } def mock_trade_3(fee, is_short: bool): """ Closed trade """ trade = Trade( pair="XRP/BTC", stake_amount=0.001, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.05, 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", is_open=False, strategy="StrategyTestV3", timeframe=5, 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_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)) 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, } def mock_trade_4(fee, is_short: bool): """ Simulate prod entry """ trade = Trade( pair="ETC/BTC", stake_amount=0.001, amount=123.0, amount_requested=124.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14), is_open=True, open_rate=0.123, exchange="binance", strategy="StrategyTestV3", timeframe=5, is_short=is_short, stop_loss_pct=0.10, ) 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, } 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, } def mock_trade_5(fee, is_short: bool): """ Simulate prod entry with stoploss """ trade = Trade( pair="XRP/BTC", stake_amount=0.001, amount=123.0, amount_requested=124.0, fee_open=fee.return_value, fee_close=fee.return_value, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12), is_open=True, open_rate=0.123, 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)) trade.orders.append(o) 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, } 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, } def mock_trade_6(fee, is_short: bool): """ Simulate prod entry with open exit order """ trade = Trade( pair="LTC/BTC", stake_amount=0.001, amount=2.0, amount_requested=2.0, open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5), fee_open=fee.return_value, fee_close=fee.return_value, is_open=True, open_rate=0.15, exchange="binance", strategy="SampleStrategy", enter_tag="TEST2", timeframe=5, is_short=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)) 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, } 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, } def short_trade(fee): """ 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 """ trade = Trade( pair="ETC/BTC", stake_amount=15.129, amount=123.0, amount_requested=123.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, # close_rate=0.128, # close_profit=-0.04577376693766946, # close_profit_abs=-0.6925113200000013, exchange="binance", is_open=True, strategy="DefaultStrategy", timeframe=5, 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, ) 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") 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, } 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, } 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 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", stake_amount=15.129, amount=615.0, leverage=5.0, amount_requested=615.0, fee_open=fee.return_value, fee_close=fee.return_value, open_rate=0.123, close_rate=0.128, close_profit=0.1713156134055116, close_profit_abs=2.5983135000000175, exchange="kraken", is_open=False, strategy="DefaultStrategy", timeframe=5, 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, ) 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") trade.orders.append(o) return trade