Fix profit/loss calculation

core/exchanges/common.py

@@ -1,6 +1,7 @@
 from decimal import Decimal as D
 
 from core.lib.elastic import store_msg
+from core.trading.market import to_currency
 
 
 def get_balance_hook(user_id, user_name, account_id, account_name, balance):
@@ -34,9 +35,22 @@ def tp_price_to_percent(tp_price, side, current_price, current_units, unrealised
     # Get the percent change of the TP price from the initial price.
     change_percent = ((initial_price - D(tp_price)) / initial_price) * 100
 
-    # If the trade is long, the TP price will be lower than the initial price.
     if side == "long":
-        change_percent *= -1
+        if D(tp_price) < initial_price:
+            loss = True
+        else:
+            loss = False
+    else:
+        if D(tp_price) > initial_price:
+            loss = True
+        else:
+            loss = False
+
+    # if we are in loss on the short side, we want to show a negative
+    if loss:
+        change_percent = 0 - abs(change_percent)
+    else:
+        change_percent = abs(change_percent)
 
     return round(change_percent, 5)
 
@@ -65,23 +79,22 @@ def sl_price_to_percent(sl_price, side, current_price, current_units, unrealised
     #     change_percent *= -1
 
     if side == "long":
-        if D(current_price) > initial_price:
+        if D(sl_price) > initial_price:
             profit = True
         else:
             profit = False
     else:
-        if D(current_price) < initial_price:
+        if D(sl_price) < initial_price:
             profit = True
         else:
             profit = False
 
-    # if we are in profit on the short side, we want to show a negative loss
+    print("CHANGE PERCENT: ", change_percent)
-    if profit and side == "short":
+    print("PROFIT", profit)
-        # change_percent *= -1
+
+    if profit:
         change_percent = 0 - abs(change_percent)
-    # if we are in loss on the long side, we want to show a positive loss
+    else:
-    if not profit and side == "long":
-        # change_percent *= -1
         change_percent = abs(change_percent)
 
     return round(change_percent, 5)
@@ -143,3 +156,9 @@ def convert_open_trades(open_trades):
 
         trades.append(cast)
     return trades
+
+
+def convert_trades_to_usd(account, trades):
+    """
+    Convert a list of trades to USD.
+    """

core/tests/exchanges/test_common.py

@@ -163,7 +163,7 @@ class CommonTestCase(TestCase):
         """
         Test that the SL price to percent conversion works for long trades.
         """
-        sl_price = 1.1  # 10%
+        sl_price = 0.9  # 10%
         current_price = 1.0
         current_units = 1
         unrealised_pl = 0
@@ -176,7 +176,7 @@ class CommonTestCase(TestCase):
         """
         Test that the SL price to percent conversion works for short trades.
         """
-        sl_price = 0.9  # 10%
+        sl_price = 1.1  # 10%
         current_price = 1.0
         current_units = 1
         unrealised_pl = 0
@@ -219,7 +219,7 @@ class CommonTestCase(TestCase):
         Test that the SL price to percent conversion works for long trades
         with multiple units.
         """
-        sl_price = 1.1  # -10%
+        sl_price = 0.9  # -10%
         current_price = 1.0
         current_units = 10
         unrealised_pl = 0
@@ -233,14 +233,14 @@ class CommonTestCase(TestCase):
         Test that the SL price to percent conversion works for short trades
         with multiple units.
         """
-        sl_price = 0.9  # -10%
+        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
         )
-        self.assertEqual(percent, 10)
+        self.assertEqual(percent, 20)
 
     def test_sl_price_to_percent_change_long_multi_profit(self):
         """

core/tests/trading/test_live.py

@@ -134,14 +134,10 @@ class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
         expected_sl_percent = D(2 - self.commission)
         actual_tp_percent = trades_converted[0]["take_profit_percent"]
         actual_sl_percent = trades_converted[0]["stop_loss_percent"]
-        print("actual_tp_percent", actual_tp_percent)
-        print("actual_sl_percent", actual_sl_percent)
 
         tp_percent_difference = abs(expected_tp_percent - actual_tp_percent)
         sl_percent_difference = abs(expected_sl_percent - actual_sl_percent)
         max_difference = D(0.08)  # depends on market conditions
-        print("TP percent difference: {}".format(tp_percent_difference))
-        print("SL percent difference: {}".format(sl_percent_difference))
 
         self.assertLess(tp_percent_difference, max_difference)
         self.assertLess(sl_percent_difference, max_difference)

core/trading/risk.py

@@ -1,3 +1,6 @@
+from core.trading.market import to_currency
+
+
 def check_max_loss(risk_model, initial_balance, account_balance):
     """
     Check that the account balance is within the max loss limit.
@@ -15,6 +18,8 @@ def check_max_risk(risk_model, account_trades):
     total_risk = 0
     for trade in account_trades:
         max_tmp = []
+        # Need to calculate the max risk in base account currency
+        # Percentages relate to the price movement, without accounting the size of the trade
         if "stop_loss_percent" in trade:
             max_tmp.append(trade["stop_loss_percent"])
         if "trailing_stop_loss_percent" in trade: