Implement TP/SL price to percent conversion
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@@ -1,7 +1,9 @@
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from django.test import TestCase
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from core.exchanges.common import convert_open_trades
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from core.models import Trade
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from core.tests.helpers import ElasticMock, LiveBase
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from core.trading.market import get_precision, get_price, get_sl, get_tp
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class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
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@@ -25,8 +27,11 @@ class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
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# We need some money to place trades
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self.assertTrue(balance > 1000)
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def open_trade(self):
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posted = self.trade.post()
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def open_trade(self, trade=None):
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if trade:
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posted = trade.post()
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else:
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posted = self.trade.post()
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# Check the opened trade
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self.assertEqual(posted["type"], "MARKET_ORDER")
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self.assertEqual(posted["symbol"], "EUR_USD")
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@@ -35,10 +40,14 @@ class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
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return posted
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def close_trade(self):
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# refresh the trade to get the trade id
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self.trade.refresh_from_db()
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closed = self.account.client.close_trade(self.trade.order_id)
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def close_trade(self, trade=None):
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if trade:
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trade.refresh_from_db()
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closed = self.account.client.close_trade(trade.order_id)
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else:
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# refresh the trade to get the trade id
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self.trade.refresh_from_db()
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closed = self.account.client.close_trade(self.trade.order_id)
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# Check the feedback from closing the trade
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self.assertEqual(closed["type"], "MARKET_ORDER")
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@@ -83,3 +92,42 @@ class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
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"""
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Test converting open trades response to Trade-like format.
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"""
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eur_usd_price = get_price(self.account, "buy", "EUR_USD")
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trade_tp = get_tp("buy", 1, eur_usd_price)
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trade_sl = get_sl("buy", 2, eur_usd_price)
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# trade_tsl = get_sl("buy", 1, eur_usd_price, return_var=True)
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# # TP 1% profit
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# trade_tp = eur_usd_price * D(1.01)
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# # SL 2% loss
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# trade_sl = eur_usd_price * D(0.98)
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# # TSL 1% loss
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# trade_tsl = eur_usd_price * D(0.99)
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trade_precision, display_precision = get_precision(self.account, "EUR_USD")
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# Round everything to the display precision
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trade_tp = round(trade_tp, display_precision)
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trade_sl = round(trade_sl, display_precision)
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# trade_tsl = round(trade_tsl, display_precision)
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complex_trade = Trade.objects.create(
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user=self.user,
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account=self.account,
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symbol="EUR_USD",
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time_in_force="FOK",
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type="market",
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amount=10,
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direction="buy",
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take_profit=trade_tp,
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stop_loss=trade_sl,
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# trailing_stop_loss=trade_tsl,
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)
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posted = self.open_trade(complex_trade)
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print("OPENED", posted)
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trades = self.account.client.get_all_open_trades()
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print("TRADES", trades)
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trades_converted = convert_open_trades(trades["itemlist"])
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print("TRADES CONVERTED", trades_converted)
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closed = self.close_trade(complex_trade)
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print("CLOSED", closed)
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