mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 12:13:57 +00:00
387 lines
10 KiB
Python
387 lines
10 KiB
Python
from datetime import datetime, timedelta, timezone
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from freqtrade.persistence.models import Order, Trade
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MOCK_TRADE_COUNT = 6
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def entry_side(is_short: bool):
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return "sell" if is_short else "buy"
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def exit_side(is_short: bool):
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return "buy" if is_short else "sell"
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def direc(is_short: bool):
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return "short" if is_short else "long"
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def mock_order_usdt_1(is_short: bool):
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return {
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"id": f"prod_entry_1_{direc(is_short)}",
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"symbol": "LTC/USDT",
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"status": "closed",
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"side": entry_side(is_short),
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"type": "limit",
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"price": 10.0,
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"amount": 2.0,
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"filled": 2.0,
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"remaining": 0.0,
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}
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def mock_order_usdt_1_exit(is_short: bool):
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return {
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"id": f"prod_exit_1_{direc(is_short)}",
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"symbol": "LTC/USDT",
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"status": "open",
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"side": exit_side(is_short),
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"type": "limit",
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"price": 8.0,
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"amount": 2.0,
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"filled": 0.0,
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"remaining": 2.0,
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}
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def mock_trade_usdt_1(fee, is_short: bool):
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"""
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Simulate prod entry with open sell order
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"""
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trade = Trade(
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pair="LTC/USDT",
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stake_amount=20.0,
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amount=2.0,
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amount_requested=2.0,
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open_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=20),
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close_date=datetime.now(tz=timezone.utc) - timedelta(days=2, minutes=5),
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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is_open=False,
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open_rate=10.0,
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close_rate=8.0,
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close_profit=-0.2,
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close_profit_abs=-4.09,
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exchange="binance",
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strategy="SampleStrategy",
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_1(is_short), "LTC/USDT", entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(
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mock_order_usdt_1_exit(is_short), "LTC/USDT", exit_side(is_short)
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)
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trade.orders.append(o)
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return trade
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def mock_order_usdt_2(is_short: bool):
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return {
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"id": f"1235_{direc(is_short)}",
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"symbol": "NEO/USDT",
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"status": "closed",
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"side": entry_side(is_short),
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"type": "limit",
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"price": 2.0,
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"amount": 100.0,
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"filled": 100.0,
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"remaining": 0.0,
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}
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def mock_order_usdt_2_exit(is_short: bool):
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return {
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"id": f"12366_{direc(is_short)}",
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"symbol": "NEO/USDT",
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"status": "open",
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"side": exit_side(is_short),
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"type": "limit",
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"price": 2.05,
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"amount": 100.0,
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"filled": 0.0,
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"remaining": 100.0,
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}
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def mock_trade_usdt_2(fee, is_short: bool):
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"""
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Closed trade...
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"""
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trade = Trade(
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pair="NEO/USDT",
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stake_amount=200.0,
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amount=100.0,
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amount_requested=100.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=2.0,
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close_rate=2.05,
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close_profit=0.05,
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close_profit_abs=3.9875,
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exchange="binance",
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is_open=False,
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strategy="StrategyTestV2",
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timeframe=5,
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enter_tag="TEST1",
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exit_reason="exit_signal",
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_2(is_short), "NEO/USDT", entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(
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mock_order_usdt_2_exit(is_short), "NEO/USDT", exit_side(is_short)
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)
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trade.orders.append(o)
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return trade
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def mock_order_usdt_3(is_short: bool):
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return {
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"id": f"41231a12a_{direc(is_short)}",
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"symbol": "XRP/USDT",
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"status": "closed",
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"side": entry_side(is_short),
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"type": "limit",
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"price": 1.0,
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"amount": 30.0,
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"filled": 30.0,
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"remaining": 0.0,
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}
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def mock_order_usdt_3_exit(is_short: bool):
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return {
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"id": f"41231a666a_{direc(is_short)}",
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"symbol": "XRP/USDT",
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"status": "closed",
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"side": exit_side(is_short),
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"type": "stop_loss_limit",
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"price": 1.1,
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"average": 1.1,
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"amount": 30.0,
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"filled": 30.0,
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"remaining": 0.0,
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}
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def mock_trade_usdt_3(fee, is_short: bool):
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"""
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Closed trade
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"""
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trade = Trade(
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pair="XRP/USDT",
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stake_amount=30.0,
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amount=30.0,
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amount_requested=30.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_rate=1.0,
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close_rate=1.1,
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close_profit=0.1,
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close_profit_abs=2.8425,
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exchange="binance",
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is_open=False,
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strategy="StrategyTestV2",
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timeframe=5,
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enter_tag="TEST3",
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exit_reason="roi",
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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close_date=datetime.now(tz=timezone.utc),
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_3(is_short), "XRP/USDT", entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(
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mock_order_usdt_3_exit(is_short), "XRP/USDT", exit_side(is_short)
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)
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trade.orders.append(o)
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return trade
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def mock_order_usdt_4(is_short: bool):
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return {
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"id": f"prod_buy_12345_{direc(is_short)}",
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"symbol": "NEO/USDT",
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"status": "open",
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"side": entry_side(is_short),
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"type": "limit",
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"price": 2.0,
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"amount": 10.0,
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"filled": 0.0,
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"remaining": 30.0,
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}
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def mock_trade_usdt_4(fee, is_short: bool):
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"""
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Simulate prod entry
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"""
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trade = Trade(
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pair="NEO/USDT",
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stake_amount=20.0,
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amount=0.0,
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amount_requested=10.01,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=14),
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is_open=True,
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open_rate=2.0,
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exchange="binance",
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strategy="StrategyTestV2",
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_4(is_short), "NEO/USDT", entry_side(is_short))
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trade.orders.append(o)
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return trade
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def mock_order_usdt_5(is_short: bool):
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return {
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"id": f"prod_buy_3455_{direc(is_short)}",
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"symbol": "XRP/USDT",
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"status": "closed",
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"side": entry_side(is_short),
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"type": "limit",
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"price": 2.0,
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"amount": 10.0,
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"filled": 10.0,
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"remaining": 0.0,
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}
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def mock_order_usdt_5_stoploss(is_short: bool):
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return {
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"id": f"prod_stoploss_3455_{direc(is_short)}",
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"symbol": "XRP/USDT",
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"status": "open",
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"side": exit_side(is_short),
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"type": "stop_loss_limit",
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"price": 2.0,
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"amount": 10.0,
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"filled": 0.0,
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"remaining": 30.0,
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}
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def mock_trade_usdt_5(fee, is_short: bool):
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"""
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Simulate prod entry with stoploss
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"""
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trade = Trade(
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pair="XRP/USDT",
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stake_amount=20.0,
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amount=10.0,
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amount_requested=10.01,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=12),
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is_open=True,
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open_rate=2.0,
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exchange="binance",
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strategy="SampleStrategy",
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_5(is_short), "XRP/USDT", entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(mock_order_usdt_5_stoploss(is_short), "XRP/USDT", "stoploss")
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trade.orders.append(o)
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return trade
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def mock_order_usdt_6(is_short: bool):
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return {
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"id": f"prod_entry_6_{direc(is_short)}",
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"symbol": "LTC/USDT",
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"status": "closed",
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"side": entry_side(is_short),
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"type": "limit",
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"price": 10.0,
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"amount": 2.0,
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"filled": 2.0,
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"remaining": 0.0,
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}
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def mock_order_usdt_6_exit(is_short: bool):
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return {
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"id": f"prod_exit_6_{direc(is_short)}",
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"symbol": "LTC/USDT",
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"status": "open",
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"side": exit_side(is_short),
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"type": "limit",
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"price": 12.0,
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"amount": 2.0,
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"filled": 0.0,
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"remaining": 2.0,
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}
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def mock_trade_usdt_6(fee, is_short: bool):
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"""
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Simulate prod entry with open sell order
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"""
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trade = Trade(
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pair="LTC/USDT",
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stake_amount=20.0,
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amount=2.0,
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amount_requested=2.0,
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=5),
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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is_open=True,
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open_rate=10.0,
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exchange="binance",
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strategy="SampleStrategy",
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_6(is_short), "LTC/USDT", entry_side(is_short))
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trade.orders.append(o)
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o = Order.parse_from_ccxt_object(
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mock_order_usdt_6_exit(is_short), "LTC/USDT", exit_side(is_short)
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)
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trade.orders.append(o)
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return trade
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def mock_order_usdt_7(is_short: bool):
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return {
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"id": f"1234_{direc(is_short)}",
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"symbol": "ADA/USDT",
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"status": "closed",
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"side": entry_side(is_short),
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"type": "limit",
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"price": 2.0,
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"amount": 10.0,
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"filled": 10.0,
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"remaining": 0.0,
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}
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def mock_trade_usdt_7(fee, is_short: bool):
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trade = Trade(
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pair="ADA/USDT",
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stake_amount=20.0,
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amount=10.0,
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amount_requested=10.0,
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fee_open=fee.return_value,
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fee_close=fee.return_value,
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is_open=True,
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=17),
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open_rate=2.0,
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exchange="binance",
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strategy="StrategyTestV2",
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timeframe=5,
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is_short=is_short,
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)
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o = Order.parse_from_ccxt_object(mock_order_usdt_7(is_short), "ADA/USDT", entry_side(is_short))
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trade.orders.append(o)
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return trade
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