from datetime import datetime, timedelta from math import isclose import arrow import pytest from freqtrade.enums import InterestMode from freqtrade.persistence import Trade, init_db from tests.conftest import create_mock_trades_with_leverage, 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 * ceil(1 + time-periods) = 275.97543219 * 0.0005 * ceil(1+1) = 0.27597543219 crypto = 275.97543219 * 0.00025 * ceil(9/4) = 0.20698157414249999 crypto = 459.95905365 * 0.0005 * ceil(9/4) = 0.689938580475 crypto = 459.95905365 * 0.00025 * ceil(1+1) = 0.229979526825 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(0.27597543219, 8) trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55) assert float(round(trade.calculate_interest(interest_rate=0.00025), 8) ) == round(0.20698157414249999, 8) trade = Trade( pair='ETH/BTC', stake_amount=0.001, amount=459.95905365, open_rate=0.00001099, open_date=datetime.utcnow() - timedelta(hours=4, minutes=55), 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(0.689938580475, 8) trade.open_date = datetime.utcnow() - timedelta(hours=0, minutes=10) assert float(round(trade.calculate_interest(interest_rate=0.00025), 8) ) == round(0.229979526825, 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=4, minutes=55) 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=4, minutes=55), 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 hours: 10 minutes = 1/6 interest: borrowed * interest_rate * ceil(1 + hours/4) = 275.97543219 * 0.0005 * ceil(1 + ((1/6)/4)) = 0.27597543219 crypto amount_closed: amount + interest = 275.97543219 + 0.27597543219 = 276.25140762219 close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee) = (276.25140762219 * 0.00004099) + (276.25140762219 * 0.00004099 * 0.005) = 0.011380162924425737 """ 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), 0.0034174647259) # 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), 0.0034191691971679986) # 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), 0.011380162924425737) @ 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 stake_value = (amount/lev * open_rate) - (amount/lev * open_rate * fee) = 0.0010646656050132426 total_profit = open_value - close_value = 0.0010646656050132426 - 0.001002604427005832 = 0.00006206117800741065 total_profit_percentage = (close_value - open_value) / stake_value = (0.0010646656050132426 - 0.001002604427005832)/0.0010646656050132426 = 0.05829170935473088 """ trade = Trade( pair='ETH/BTC', stake_amount=0.0010673339398629, open_rate=0.01, amount=5, open_date=datetime.utcnow() - timedelta(hours=4, minutes=55), 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) # Is slightly different due to compilation time. 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(), 8) == round(0.05829170935473088, 8) @ 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 * ceil(1 + 5/4) = 0.0225 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 = 15.0225 close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee) = (15.0225 * 0.01) + (15.0225 * 0.01 * 0.0025) = 0.15060056250000003 total_profit = open_value - close_value = 0.29925 - 0.15060056250000003 = 0.14864943749999998 total_profit_percentage = (1-(close_value/open_value)) * leverage = (1 - (0.15060056250000003/0.29925)) * 3 = 1.4902199248120298 """ 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=4, minutes=55), 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(1.4902199248120298, 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 = (1 - (close_value/open_value)) * leverage = (1 - (0.0010025208853391716/0.0010646656050132426)) * 1 = 0.05837017687191848 """ 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 == round(0.05837017687191848, 8) 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 * 2 = 0.27597543219 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 + 0.27597543219 = 276.25140762219 close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee) = (276.25140762219 * 0.00004099) + (276.25140762219 * 0.00004099 * 0.0025) = 0.0034174647259 total_profit = open_value - close_value = 0.011487663648325479 - 0.0034174647259 = 0.00013580958689582596 total_profit_percentage = total_profit / stake_amount = (1 - (close_value/open_value)) * leverage = (1 - (0.0034174647259/0.011487663648325479)) * 3 = 0.03546663387440563 """ 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), 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 is 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 == round(0.03546663387440563, 8) 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%, 0.025% 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 * ceil(1+1) = 0.27597543219 crypto = 275.97543219 * 0.00025 * ceil(1+5/4) = 0.20698157414249999 crypto = 275.97543219 * 0.0005 * ceil(1+5/4) = 0.41396314828499997 crypto = 275.97543219 * 0.00025 * ceil(1+1) = 0.27597543219 crypto = 275.97543219 * 0.00025 * ceil(1+1) = 0.27597543219 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 + 0.27597543219 = 276.25140762219 = 275.97543219 + 0.20698157414249999 = 276.1824137641425 = 275.97543219 + 0.41396314828499997 = 276.389395338285 = 275.97543219 + 0.27597543219 = 276.25140762219 close_value: (amount_closed * close_rate) + (amount_closed * close_rate * fee) (276.25140762219 * 0.00004374) + (276.25140762219 * 0.00004374 * 0.0025) = 0.012113444660818078 (276.1824137641425 * 0.00000437) + (276.1824137641425 * 0.00000437 * 0.0025) = 0.0012099344410196758 (276.389395338285 * 0.00004374) + (276.389395338285 * 0.00004374 * 0.003) = 0.012125539968552874 (276.25140762219 * 0.00000437) + (276.25140762219 * 0.00000437 * 0.003) = 0.0012102354919246037 (276.25140762219 * 0.00004099) + (276.25140762219 * 0.00004099 * 0.0025) = 0.011351854061429653 total_profit = open_value - close_value = 0.011487663648325479 - 0.012113444660818078 = -0.0006257810124925996 = 0.011487663648325479 - 0.0012099344410196758 = 0.010277729207305804 = 0.011487663648325479 - 0.012125539968552874 = -0.0006378763202273957 = 0.011487663648325479 - 0.0012102354919246037 = 0.010277428156400875 = 0.011487663648325479 - 0.011351854061429653 = 0.00013580958689582596 total_profit_percentage = (1-(close_value/open_value)) * leverage (1-(0.012113444660818078 /0.011487663648325479))*3 = -0.16342252828332549 (1-(0.0012099344410196758/0.011487663648325479))*3 = 2.6840259748040123 (1-(0.012125539968552874 /0.011487663648325479))*3 = -0.16658121435868578 (1-(0.0012102354919246037/0.011487663648325479))*3 = 2.68394735544829 (1-(0.011351854061429653/0.011487663648325479))*3 = 0.03546663387440563 """ 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, 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(-0.0006257810124925996, 8) assert trade.calc_profit_ratio( rate=0.00004374, interest_rate=0.0005) == round(-0.16342252828332549, 8) # Lower than open rate trade.open_date = datetime.utcnow() - timedelta(hours=4, minutes=55) assert trade.calc_profit(rate=0.00000437, interest_rate=0.00025) == round( 0.010277729207305804, 8) assert trade.calc_profit_ratio( rate=0.00000437, interest_rate=0.00025) == round(2.6840259748040123, 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(-0.0006378763202273957, 8) assert trade.calc_profit_ratio(rate=0.00004374, fee=0.003, interest_rate=0.0005) == round(-0.16658121435868578, 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(0.010277428156400875, 8) assert trade.calc_profit_ratio(rate=0.00000437, fee=0.003, interest_rate=0.00025) == round(2.68394735544829, 8) # Test when we apply a exit short order. trade.update(market_exit_short_order) assert trade.calc_profit(rate=0.00004099) == round(0.00013580958689582596, 8) assert trade.calc_profit_ratio() == round(0.03546663387440563, 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.set_liquidation_price(0.63) trade.adjust_stop_loss(0.59, -0.1) assert trade.stop_loss == 0.63 assert trade.liquidation_price == 0.63 # 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): 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 trade.adjust_stop_loss(0.98, -0.04) assert trade_adj.stop_loss == 1.0192 assert trade_adj.initial_stop_loss == 1.04 Trade.stoploss_reinitialization(-0.04) trades = Trade.get_open_trades() assert len(trades) == 1 trade_adj = trades[0] # Stoploss should not change in this case. assert trade_adj.stop_loss == 1.0192 assert trade_adj.stop_loss_pct == 0.04 assert trade_adj.initial_stop_loss == 1.04 assert trade_adj.initial_stop_loss_pct == 0.04 # Stoploss can't go above liquidation price trade_adj.set_liquidation_price(1.0) trade.adjust_stop_loss(0.97, -0.04) assert trade_adj.stop_loss == 1.0 assert trade_adj.stop_loss == 1.0 @ 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] == 'DOGE/BTC' assert res[1] == 0.1713156134055116