fisk/core/tests/exchanges/test_convert.py

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from decimal import Decimal as D
from django.test import TestCase
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from core.exchanges.convert import (
sl_percent_to_price,
sl_price_to_percent,
tp_percent_to_price,
tp_price_to_percent,
)
class CommonTestCase(TestCase):
# TP
def test_tp_price_to_percent_initial_long(self):
"""
Test that the TP price to percent conversion works for long trades.
"""
tp_price = 1.1 # 10%
current_price = 1.0
current_units = 1
unrealised_pl = 0
percent = tp_price_to_percent(
tp_price, "long", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, 10)
def test_tp_price_to_percent_initial_short(self):
"""
Test that the TP price to percent conversion works for short trades.
"""
tp_price = 0.9 # 10%
current_price = 1.0
current_units = 1
unrealised_pl = 0
percent = tp_price_to_percent(
tp_price, "short", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, 10)
def test_tp_price_to_percent_change_long(self):
"""
Test that the TP price to percent conversion works for long trades
when the price has changed.
"""
tp_price = 1.2 # 20%
current_price = 1.1 # + 10%
current_units = 1
unrealised_pl = 0.1 # 10%
percent = tp_price_to_percent(
tp_price, "long", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, 20)
def test_tp_price_to_percent_change_long_loss(self):
"""
Test that the TP price to percent conversion works for long trades
when the price has changed and the TP is at a loss.
"""
tp_price = 0.8 # -20%
current_price = 0.9 # - 10%
current_units = 1
unrealised_pl = -0.1 # -10%
percent = tp_price_to_percent(
tp_price, "long", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, -20)
def test_tp_price_to_percent_change_short_loss(self):
"""
Test that the TP price to percent conversion works for short trades
when the price has changed and the TP is at a loss.
"""
tp_price = 1.2 # -20%
current_price = 1.1 # - 10%
current_units = 1
unrealised_pl = -0.1 # -10%
percent = tp_price_to_percent(
tp_price, "short", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, -20)
# For multiple units
def test_tp_price_to_percent_initial_long_multi(self):
"""
Test that the TP price to percent conversion works for long trades
with multiple units.
"""
tp_price = 1.1 # 10%
current_price = 1.0
current_units = 10
unrealised_pl = 0
percent = tp_price_to_percent(
tp_price, "long", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, 10)
def test_tp_price_to_percent_initial_short_multi(self):
"""
Test that the TP price to percent conversion works for short trades
with multiple units.
"""
tp_price = 0.9 # 10%
current_price = 1.0
current_units = 10
unrealised_pl = 0
percent = tp_price_to_percent(
tp_price, "short", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, 10)
def test_tp_price_to_percent_change_long_multi(self):
"""
Test that the TP price to percent conversion works for long trades
when the price has changed, with multiple units.
"""
tp_price = 1.2 # +20%
current_price = 1.1 # +10%
current_units = 10
unrealised_pl = 1 # 10%
percent = tp_price_to_percent(
tp_price, "long", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, 20)
def test_tp_price_to_percent_change_short_multi(self):
"""
Test that the TP price to percent conversion works for short trades
when the price has changed, with multiple units.
"""
tp_price = 0.8 # -20%
current_price = 0.9 # -10%
current_units = 10
unrealised_pl = 1 # 10%
percent = tp_price_to_percent(
tp_price, "short", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, 20)
def test_tp_price_to_percent_change_long_multi_loss(self):
"""
Test that the TP price to percent conversion works for long trades
when the price has changed, with multiple units, and the TP is at a loss.
"""
tp_price = 0.8 # -20%
current_price = 0.9 # -10%
current_units = 10
unrealised_pl = -1 # -10%
percent = tp_price_to_percent(
tp_price, "long", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, -20)
def test_tp_price_to_percent_change_short_multi_loss(self):
"""
Test that the TP price to percent conversion works for short trades
when the price has changed, with multiple units, and the TP is at a loss.
"""
tp_price = 1.2 # -20%
current_price = 1.1 # -10%
current_units = 10
unrealised_pl = -1 # 10%
percent = tp_price_to_percent(
tp_price, "short", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, -20)
# SL
def test_sl_price_to_percent_initial_long(self):
"""
Test that the SL price to percent conversion works for long trades.
"""
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sl_price = 0.9 # 10%
current_price = 1.0
current_units = 1
unrealised_pl = 0
percent = sl_price_to_percent(
sl_price, "long", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, 10)
def test_sl_price_to_percent_initial_short(self):
"""
Test that the SL price to percent conversion works for short trades.
"""
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sl_price = 1.1 # 10%
current_price = 1.0
current_units = 1
unrealised_pl = 0
percent = sl_price_to_percent(
sl_price, "short", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, 10)
def test_sl_price_to_percent_change_long_profit(self):
"""
Test that the SL price to percent conversion works for long trades
when the price has changed and the SL is at a profit.
"""
sl_price = 1.2 # +20%
current_price = 1.1 # +10%
current_units = 1
unrealised_pl = 0.1 # +10%
percent = sl_price_to_percent(
sl_price, "long", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, -20)
def test_sl_price_to_percent_change_short_profit(self):
"""
Test that the SL price to percent conversion works for short trades
when the price has changed and the SL is at a profit.
"""
sl_price = 0.8 # +20%
current_price = 0.9 # +10%
current_units = 1
unrealised_pl = 0.1 # +10%
percent = sl_price_to_percent(
sl_price, "short", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, -20)
# For multiple units
def test_sl_price_to_percent_initial_long_multi(self):
"""
Test that the SL price to percent conversion works for long trades
with multiple units.
"""
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sl_price = 0.9 # -10%
current_price = 1.0
current_units = 10
unrealised_pl = 0
percent = sl_price_to_percent(
sl_price, "long", current_price, current_units, unrealised_pl
)
self.assertEqual(percent, 10)
def test_sl_price_to_percent_initial_short_multi(self):
"""
Test that the SL price to percent conversion works for short trades
with multiple units.
"""
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sl_price = 1.2 # -20%
current_price = 1.0
current_units = 10
unrealised_pl = 0
percent = sl_price_to_percent(
sl_price, "short", current_price, current_units, unrealised_pl
)
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self.assertEqual(percent, 20)
def test_sl_price_to_percent_change_long_multi_profit(self):
"""
Test that the SL price to percent conversion works for long trades
when the price has changed, with multiple units, and the SL is at a profit.
"""
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sl_price = D(1.2) # +20%
current_price = 1.1 # +10%
current_units = 10
unrealised_pl = 1 # +10%
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expected_percent = -20
percent = sl_price_to_percent(
sl_price, "long", current_price, current_units, unrealised_pl
)
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self.assertEqual(percent, expected_percent)
self.assertEqual(
tp_percent_to_price(
expected_percent, "long", current_price, current_units, unrealised_pl
),
sl_price,
)
def test_sl_price_to_percent_change_short_multi_profit(self):
"""
Test that the SL price to percent conversion works for short trades
when the price has changed, with multiple units, and the SL is at a profit.
"""
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sl_price = D(0.8) # -20%
current_price = 0.9 # +10%
current_units = 10
unrealised_pl = 1 # +10%
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expected_percent = -20
percent = sl_price_to_percent(
sl_price, "short", current_price, current_units, unrealised_pl
)
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self.assertEqual(percent, expected_percent)
self.assertEqual(
tp_percent_to_price(
expected_percent, "short", current_price, current_units, unrealised_pl
),
sl_price,
)