import logging from datetime import datetime, timedelta, timezone from pathlib import Path from types import FunctionType from unittest.mock import MagicMock import arrow import pytest from math import isclose from sqlalchemy import create_engine, inspect, text from freqtrade import constants from freqtrade.enums import InterestMode from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.persistence import LocalTrade, Order, Trade, clean_dry_run_db, init_db from tests.conftest import create_mock_trades_with_leverage, log_has, 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 * time-periods = 275.97543219 * 0.0005 * 1 = 0.137987716095 crypto = 275.97543219 * 0.00025 * 5/4 = 0.086242322559375 crypto = 459.95905365 * 0.0005 * 5/4 = 0.28747440853125 crypto = 459.95905365 * 0.00025 * 1 = 0.1149897634125 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(0.137987716095, 8) trade.open_date = datetime.utcnow() - timedelta(hours=5, minutes=0) assert float(round(trade.calculate_interest(interest_rate=0.00025), 8) ) == round(0.086242322559375, 8) trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=459.95905365, open_rate=0.00001099, open_date=datetime.utcnow() - timedelta(hours=5, minutes=0), 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(0.28747440853125, 8) trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10) assert float(round(trade.calculate_interest(interest_rate=0.00025), 8) ) == round(0.1149897634125, 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=5, minutes=0) 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=5, minutes=0), 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 time-periods: 10 minutes(rounds up to 1 time-period of 4hrs) interest: borrowed * interest_rate * time-periods = 275.97543219 * 0.0005 * 1 = 0.137987716095 crypto amount_closed: amount + interest = 275.97543219 + 0.137987716095 = 276.113419906095 close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee) = (276.113419906095 * 0.00001234) + (276.113419906095 * 0.00001234 * 0.0025) = 0.01134618380465571 """ 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), 0.003415757700645315) # 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), 0.0034174613204461354) # 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), 0.011374478527360586) @ 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 total_profit = open_value - close_value = 0.0010646656050132426 - 0.001002604427005832 = 0.00006206117800741065 total_profit_percentage = (close_value - open_value) / stake_amount = (0.0010646656050132426 - 0.0010025208853391716)/0.0010673339398629 = 0.05822425142973869 """ trade = Trade( pair='ETH/BTC', stake_amount=0.0010673339398629, open_rate=0.01, amount=5, open_date=datetime.utcnow() - timedelta(hours=5, minutes=0), 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) # Will be slightly different due to slight changes in compilation time, and the fact that 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(), 11) == round(0.05822425142973869, 11) @ 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 * 5/4 = 0.009375 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 = 15.009375 close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee) = (15.009375 * 0.01) + (15.009375 * 0.01 * 0.0025) = 0.150468984375 total_profit = open_value - close_value = 0.29925 - 0.150468984375 = 0.148781015625 total_profit_percentage = total_profit / stake_amount = 0.148781015625 / 0.1 = 1.4878101562500001 """ 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=5, minutes=0), 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(1.4878101562500001, 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 = (close_value - open_value) / stake_amount = 0.00006214471967407108 / 0.0010673339398629 = 0.05822425142973869 """ 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 == 0.05822425 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 * 1 = 0.137987716095 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 + 0.137987716095 = 276.113419906095 close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee) = (276.113419906095 * 0.00004099) + (276.113419906095 * 0.00004099 * 0.0025) = 0.01134618380465571 total_profit = open_value - close_value = 0.011487663648325479 - 0.01134618380465571 = 0.00014147984366976937 total_profit_percentage = total_profit / stake_amount = 0.00014147984366976937 / 0.0038388182617629 = 0.036855051222142936 """ 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), leverage=3.0, 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 == 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 == 0.03685505 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%, 0.25% 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 * 1 = 0.137987716095 crypto = 275.97543219 * 0.00025 * 5/4 = 0.086242322559375 crypto = 275.97543219 * 0.0005 * 5/4 = 0.17248464511875 crypto = 275.97543219 * 0.00025 * 1 = 0.0689938580475 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 + 0.137987716095 = 276.113419906095 = 275.97543219 + 0.086242322559375 = 276.06167451255936 = 275.97543219 + 0.17248464511875 = 276.14791683511874 = 275.97543219 + 0.0689938580475 = 276.0444260480475 close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee) (276.113419906095 * 0.00004374) + (276.113419906095 * 0.00004374 * 0.0025) = 0.012107393989159325 (276.06167451255936 * 0.00000437) + (276.06167451255936 * 0.00000437 * 0.0025) = 0.0012094054914139338 (276.14791683511874 * 0.00004374) + (276.14791683511874 * 0.00004374 * 0.003) = 0.012114946012015198 (276.0444260480475 * 0.00000437) + (276.0444260480475 * 0.00000437 * 0.003) = 0.0012099330842554573 total_profit = open_value - close_value = print(0.011487663648325479 - 0.012107393989159325) = -0.0006197303408338461 = print(0.011487663648325479 - 0.0012094054914139338) = 0.010278258156911545 = print(0.011487663648325479 - 0.012114946012015198) = -0.0006272823636897188 = print(0.011487663648325479 - 0.0012099330842554573) = 0.010277730564070022 total_profit_percentage = (close_value - open_value) / stake_amount (0.011487663648325479 - 0.012107393989159325)/0.0038388182617629 = -0.16143779115744006 (0.011487663648325479 - 0.0012094054914139338)/0.0038388182617629 = 2.677453699564163 (0.011487663648325479 - 0.012114946012015198)/0.0038388182617629 = -0.16340506919482353 (0.011487663648325479 - 0.0012099330842554573)/0.0038388182617629 = 2.677316263299785 """ 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, leverage=3.0, 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(-0.00061973, 8) assert trade.calc_profit_ratio( rate=0.00004374, interest_rate=0.0005) == round(-0.16143779115744006, 8) # Lower than open rate trade.open_date = datetime.utcnow() - timedelta(hours=5, minutes=0) assert trade.calc_profit(rate=0.00000437, interest_rate=0.00025) == round(0.01027826, 8) assert trade.calc_profit_ratio( rate=0.00000437, interest_rate=0.00025) == round(2.677453699564163, 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(-0.00062728, 8) assert trade.calc_profit_ratio(rate=0.00004374, fee=0.003, interest_rate=0.0005) == round(-0.16340506919482353, 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(0.01027773, 8) assert trade.calc_profit_ratio(rate=0.00000437, fee=0.003, interest_rate=0.00025) == round(2.677316263299785, 8) # Test when we apply a Sell order. Sell higher than open rate @ 0.00001173 trade.update(market_exit_short_order) assert trade.calc_profit() == round(0.00014148, 8) assert trade.calc_profit_ratio() == round(0.03685505, 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.liquidation_price == 1.03 # 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): # TODO-mg: I don't understand this at all, I was just going in the opposite direction as the matching function form test_persistance.py 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 (move stoplos up a bit) trade.adjust_stop_loss(0.98, -0.04) assert trade_adj.stop_loss == 1.0208 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 == 1.0208 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 @ 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] == 'ETC/BTC' assert res[1] == 0.17524390243902502