|
|
|
|
@ -1528,6 +1528,25 @@ def test_handle_trade(
|
|
|
|
|
assert trade.close_date is not None
|
|
|
|
|
assert trade.exit_reason == "sell_signal1"
|
|
|
|
|
|
|
|
|
|
correct_profit_ratio = trade.calc_profit_ratio(
|
|
|
|
|
rate=trade.close_rate, amount=trade.amount, open_rate=trade.open_rate
|
|
|
|
|
)
|
|
|
|
|
profit_ratio_1 = trade.calc_profit_ratio(rate=trade.close_rate, open_rate=trade.open_rate)
|
|
|
|
|
profit_ratio_2 = trade.calc_profit_ratio(
|
|
|
|
|
rate=trade.close_rate, open_rate=trade.open_rate * 1.02
|
|
|
|
|
)
|
|
|
|
|
profit_ratio_3 = trade.calc_profit_ratio(rate=trade.close_rate, amount=trade.amount)
|
|
|
|
|
profit_ratio_4 = trade.calc_profit_ratio(rate=trade.close_rate)
|
|
|
|
|
profit_ratio_5 = trade.calc_profit_ratio(
|
|
|
|
|
rate=trade.close_rate, amount=trade.amount, open_rate=trade.open_rate * 1.02
|
|
|
|
|
)
|
|
|
|
|
assert correct_profit_ratio == close_profit
|
|
|
|
|
assert correct_profit_ratio == profit_ratio_1
|
|
|
|
|
assert correct_profit_ratio != profit_ratio_2
|
|
|
|
|
assert correct_profit_ratio == profit_ratio_3
|
|
|
|
|
assert correct_profit_ratio == profit_ratio_4
|
|
|
|
|
assert correct_profit_ratio != profit_ratio_5
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
@pytest.mark.parametrize("is_short", [False, True])
|
|
|
|
|
def test_handle_overlapping_signals(
|
|
|
|
|
@ -5729,7 +5748,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
|
|
|
|
|
@pytest.mark.parametrize(
|
|
|
|
|
"data",
|
|
|
|
|
[
|
|
|
|
|
# tuple 1 - side amount, price
|
|
|
|
|
# tuple 1 - side, amount, price
|
|
|
|
|
# tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
|
|
|
|
|
(
|
|
|
|
|
(("buy", 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
|
|
|
|
|
|