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Begin protection checks

This commit is contained in:
Mark Veidemanis 2023-02-20 23:57:20 +00:00
parent 314d4022ea
commit ba8eb69309
Signed by: m
GPG Key ID: 5ACFCEED46C0904F
1 changed files with 53 additions and 1 deletions
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54
core/tests/trading/test_live.py
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@ -175,7 +175,59 @@ class ActiveManagementMixinTestCase(StrategyMixin):
self.close_trade(complex_trade)
def test_ams_protection_violated(self):
pass
self.active_management_policy.when_protection_violated = "close"
self.active_management_policy.save()
# Don't violate position size check
trade_size = market.get_trade_size_in_base(
"buy", self.account, self.strategy, self.account.client.get_balance(), "EUR"
)
trade_size = round(trade_size, 0)
print("TRADE SIZE", trade_size)
print("TYPE", type(trade_size))
complex_trade = self.create_complex_trade("buy", trade_size, "EUR_USD", 5, 5)
self.open_trade(complex_trade)
self.ams.run_checks()
self.assertEqual(len(self.ams.actions["close"]), 1)
expected = {
"close": [
{
"id": complex_trade.id,
"check": "protection",
}
]
}
del self.ams.checks["close"][0]["extra"]
self.assertEqual(self.ams.checks, expected)
def test_ams_protection_violated_adjust(self):
# Don't violate position size check
trade_size = market.get_trade_size_in_base(
"buy", self.account, self.strategy, self.account.client.get_balance(), "EUR"
)
trade_size = round(trade_size, 0)
print("TRADE SIZE", trade_size)
print("TYPE", type(trade_size))
complex_trade = self.create_complex_trade("buy", trade_size, "EUR_USD", 5, 5)
self.open_trade(complex_trade)
self.ams.run_checks()
expected = {
"adjust": [
{
"id": "21381",
"check": "protection",
"extra": {
"stop_loss_price": D("1.05812"),
"take_profit_price": D("1.08484"),
},
}
]
}
print("CHECKS", self.ams.actions)
def test_ams_asset_groups_violated(self):
pass