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Write crossfilter, asset groups and max open trades implementation and tests

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This commit is contained in:
Mark Veidemanis
2023-02-17 22:11:46 +00:00
parent 67117f0978
commit d262f208b5
7 changed files with 587 additions and 82 deletions
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46
core/exchanges/convert.py
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@@ -79,7 +79,6 @@ def tp_price_to_percent(tp_price, side, current_price, current_units, unrealised
initial_price = D(current_price) - pl_per_unit
else:
initial_price = D(current_price) + pl_per_unit
# Get the percent change of the TP price from the initial price.
change_percent = ((initial_price - D(tp_price)) / initial_price) * 100
@@ -106,6 +105,7 @@ def tp_price_to_percent(tp_price, side, current_price, current_units, unrealised
def tp_percent_to_price(tp_percent, side, current_price, current_units, unrealised_pl):
"""
Determine the price of the TP percent from the initial price.
Negative values for tp_percent indicate a loss.
"""
pl_per_unit = D(unrealised_pl) / D(current_units)
if side == "long":
@@ -117,12 +117,31 @@ def tp_percent_to_price(tp_percent, side, current_price, current_units, unrealis
change_percent = D(tp_percent) / 100
# Get the price of the TP percent from the initial price.
change_price = initial_price * change_percent
change_price = initial_price * abs(change_percent)
# loss is true if tp_percent is:
# - below initial_price for long
# - above initial_price for short
if D(tp_percent) < D(0):
loss = True
else:
loss = False
if side == "long":
tp_price = initial_price - change_price
if loss:
tp_price = D(initial_price) - change_price
else:
tp_price = D(initial_price) + change_price
else:
tp_price = initial_price + change_price
if loss:
tp_price = D(initial_price) + change_price
else:
tp_price = D(initial_price) - change_price
# if side == "long":
# tp_price = initial_price - change_price
# else:
# tp_price = initial_price + change_price
return round(tp_price, 5)
@@ -184,12 +203,23 @@ def sl_percent_to_price(sl_percent, side, current_price, current_units, unrealis
change_percent = D(sl_percent) / 100
# Get the price of the SL percent from the initial price.
change_price = initial_price * change_percent
change_price = initial_price * abs(change_percent)
if D(sl_percent) < D(0):
profit = True
else:
profit = False
if side == "long":
sl_price = initial_price - change_price
if profit:
sl_price = D(initial_price) + change_price
else:
sl_price = D(initial_price) - change_price
else:
sl_price = initial_price + change_price
if profit:
sl_price = D(initial_price) - change_price
else:
sl_price = D(initial_price) + change_price
return round(sl_price, 5)
@@ -270,6 +300,8 @@ def open_trade_to_unified_format(trade):
"id": trade["id"],
"symbol": trade["symbol"],
"amount": current_units,
# For crossfilter
"units": current_units,
"side": side,
"direction": side_to_direction(side),
"state": trade["state"],