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Write tests for open trade checks

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This commit is contained in:
Mark Veidemanis
2023-01-11 19:55:09 +00:00
parent e55f903f42
commit 23faeb6f71
2 changed files with 17 additions and 8 deletions
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6
core/trading/risk.py
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@@ -74,6 +74,8 @@ def check_max_open_trades_per_symbol(risk_model, account_trades):
if symbol not in symbol_map:
symbol_map[symbol] = 0
symbol_map[symbol] += 1
print("SUMBOL MAP", symbol_map)
for symbol, count in symbol_map.items():
if count >= risk_model.max_open_trades_per_symbol:
return False
@@ -94,16 +96,12 @@ def check_risk(risk_model, account, proposed_trade):
# Check that the account max trades is not exceeded
account_trades = account.client.get_all_open_trades()
print("Account trades: ", account_trades)
if isinstance(proposed_trade, Trade):
proposed_trade = proposed_trade.__dict__
account_trades.append(proposed_trade)
print("After append", account_trades)
account_trades = convert.convert_trades(account_trades)
print("After convert", account_trades)
account_trades = market.convert_trades_to_usd(account, account_trades)
print("After convert to USD", account_trades)
max_open_trades_check = check_max_open_trades(risk_model, account_trades)
print("Max open trades check: ", max_open_trades_check)