Write tests for open trade checks

core/tests/trading/test_live.py

@@ -64,8 +64,6 @@ class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
             closed = self.account.client.close_trade(self.trade.order_id)
 
         # Check the feedback from closing the trade
-        print("CLOSED", closed)
-        print("TRADE AMOUNT", trade.amount)
         self.assertEqual(closed["type"], "MARKET_ORDER")
         self.assertEqual(closed["symbol"], trade.symbol)
         self.assertEqual(closed["units"], str(0 - int(trade.amount)))
@@ -151,7 +149,6 @@ class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
         # Should be over 2% risk
         trade = self.create_complex_trade("buy", 10, "EUR_USD", 1, 22)
         allowed = risk.check_risk(self.risk_model, self.account, trade)
-        print("ALLOWED", allowed)
         self.assertFalse(allowed["allowed"])
         self.assertEqual(allowed["reason"], "Maximum risk exceeded.")
 
@@ -167,6 +164,11 @@ class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
     @patch("core.exchanges.oanda.OANDAExchange.get_balance", return_value=100)
     def test_check_risk_max_open_trades_fail(self, mock_balance):
         # The maximum open trades is 3. Let's open 2 trades
+        # This would not be allowed by the risk model but we're doing it
+        # manually
+        # Don't be confused by the next test. The max open trades check
+        # fails before the symbol one is run, but yes, they would both
+        # fail.
         trade1 = self.create_complex_trade("buy", 1, "EUR_USD", 1, 1)
         self.open_trade(trade1)
 
@@ -184,7 +186,16 @@ class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
 
     @patch("core.exchanges.oanda.OANDAExchange.get_balance", return_value=100)
     def test_check_risk_max_open_trades_per_symbol_fail(self, mock_balance):
-        pass
+        trade1 = self.create_complex_trade("buy", 1, "EUR_USD", 1, 1)
+        self.open_trade(trade1)
+
+        trade2 = self.create_complex_trade("buy", 1, "EUR_USD", 1, 1)
+
+        allowed = risk.check_risk(self.risk_model, self.account, trade2)
+        self.assertFalse(allowed["allowed"])
+        self.assertEqual(allowed["reason"], "Maximum open trades per symbol exceeded.")
+
+        self.close_trade(trade1)
 
     def test_convert_trades(self):
         """

core/trading/risk.py

@@ -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)