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Implement updating protection

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This commit is contained in:
Mark Veidemanis
2023-02-22 07:20:37 +00:00
parent ba8eb69309
commit ed63085e10
4 changed files with 55 additions and 33 deletions
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43
core/tests/trading/test_live.py
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@@ -182,8 +182,6 @@ class ActiveManagementMixinTestCase(StrategyMixin):
"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)
@@ -192,16 +190,20 @@ class ActiveManagementMixinTestCase(StrategyMixin):
expected = {
"close": [
{
"id": complex_trade.id,
"id": complex_trade.order_id,
"check": "protection",
}
]
}
del self.ams.checks["close"][0]["extra"]
del self.ams.actions["close"][0]["extra"]
self.assertEqual(self.ams.checks, expected)
self.assertEqual(self.ams.actions, expected)
self.ams.execute_actions()
trades = self.account.client.get_all_open_trades()
self.assertEqual(len(trades), 0)
def test_ams_protection_violated_adjust(self):
# Don't violate position size check
@@ -209,25 +211,24 @@ class ActiveManagementMixinTestCase(StrategyMixin):
"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)
self.assertEqual(len(self.ams.actions["adjust"]), 1)
expected_tp = self.ams.actions["adjust"][0]["extra"]["take_profit_price"]
expected_sl = self.ams.actions["adjust"][0]["extra"]["stop_loss_price"]
self.assertEqual(len(self.ams.actions["adjust"]), 1)
self.ams.execute_actions()
trades = self.account.client.get_all_open_trades()
self.assertEqual(len(trades), 1)
self.assertEqual(D(trades[0]["takeProfitOrder"]["price"]), expected_tp)
self.assertEqual(D(trades[0]["stopLossOrder"]["price"]), expected_sl)
self.close_trade(complex_trade)
def test_ams_asset_groups_violated(self):
pass