XF/fisk
1
0
Fork 0
Code Issues 2 Pull Requests Projects Releases Wiki Activity

Fix TP/SL calculation and make more tests for profit/loss

Browse Source
This commit is contained in:
Mark Veidemanis
2023-01-05 23:37:50 +00:00
parent 2dfaef324c
commit db870c39c6
3 changed files with 170 additions and 81 deletions
Download Patch File Download Diff File Expand all files Collapse all files

23
core/tests/trading/test_live.py
View File

@@ -1,3 +1,5 @@
from decimal import Decimal as D
from django.test import TestCase
from core.exchanges.common import convert_open_trades
@@ -18,6 +20,7 @@ class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
amount=10,
direction="buy",
)
self.commission = 0.025
def test_account_functional(self):
"""
@@ -123,11 +126,19 @@ class LiveTradingTestCase(ElasticMock, LiveBase, TestCase):
# trailing_stop_loss=trade_tsl,
)
posted = self.open_trade(complex_trade)
print("OPENED", posted)
self.open_trade(complex_trade)
trades = self.account.client.get_all_open_trades()
print("TRADES", trades)
trades_converted = convert_open_trades(trades["itemlist"])
print("TRADES CONVERTED", trades_converted)
closed = self.close_trade(complex_trade)
print("CLOSED", closed)
self.assertEqual(len(trades_converted), 1)
expected_tp_percent = D(1 - self.commission)
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"]
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
self.assertLess(tp_percent_difference, max_difference)
self.assertLess(sl_percent_difference, max_difference)
self.close_trade(complex_trade)