fisk/core/tests/exchanges/test_convert.py

from decimal import Decimal as D

from django.test import TestCase

from core.exchanges.convert import (
    sl_percent_to_price,
    sl_price_to_percent,
    tp_percent_to_price,
    tp_price_to_percent,
)


class CommonTestCase(TestCase):
    # TP
    def test_tp_price_to_percent_initial_long(self):
        """
        Test that the TP price to percent conversion works for long trades.
        """
        tp_price = D("1.1")  # 10%
        current_price = 1.0
        current_units = 1
        unrealised_pl = 0
        expected_percent = 10
        percent = tp_price_to_percent(
            tp_price, "long", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            tp_percent_to_price(
                expected_percent, "long", current_price, current_units, unrealised_pl
            ),
            tp_price,
        )

    def test_tp_price_to_percent_initial_short(self):
        """
        Test that the TP price to percent conversion works for short trades.
        """
        tp_price = D("0.9")  # 10%
        current_price = 1.0
        current_units = 1
        unrealised_pl = 0
        expected_percent = 10
        percent = tp_price_to_percent(
            tp_price, "short", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            tp_percent_to_price(
                expected_percent, "short", current_price, current_units, unrealised_pl
            ),
            tp_price,
        )

    def test_tp_price_to_percent_change_long(self):
        """
        Test that the TP price to percent conversion works for long trades
        when the price has changed.
        """
        tp_price = D("1.2")  # 20%
        current_price = 1.1  # + 10%
        current_units = 1
        unrealised_pl = 0.1  # 10%
        expected_percent = 20
        percent = tp_price_to_percent(
            tp_price, "long", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            tp_percent_to_price(
                expected_percent, "long", current_price, current_units, unrealised_pl
            ),
            tp_price,
        )

    def test_tp_price_to_percent_change_long_loss(self):
        """
        Test that the TP price to percent conversion works for long trades
        when the price has changed and the TP is at a loss.
        """
        tp_price = D("0.8")  # -20%
        current_price = 0.9  # - 10%
        current_units = 1
        unrealised_pl = -0.1  # -10%
        expected_percent = -20
        percent = tp_price_to_percent(
            tp_price, "long", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            tp_percent_to_price(
                expected_percent, "long", current_price, current_units, unrealised_pl
            ),
            tp_price,
        )

    def test_tp_price_to_percent_change_short_loss(self):
        """
        Test that the TP price to percent conversion works for short trades
        when the price has changed and the TP is at a loss.
        """
        tp_price = D("1.2")  # -20%
        current_price = 1.1  # - 10%
        current_units = 1
        unrealised_pl = -0.1  # -10%
        expected_percent = -20
        percent = tp_price_to_percent(
            tp_price, "short", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            tp_percent_to_price(
                expected_percent, "short", current_price, current_units, unrealised_pl
            ),
            tp_price,
        )

    # For multiple units
    def test_tp_price_to_percent_initial_long_multi(self):
        """
        Test that the TP price to percent conversion works for long trades
        with multiple units.
        """
        tp_price = D("1.1")  # 10%
        current_price = 1.0
        current_units = 10
        unrealised_pl = 0
        expected_percent = 10
        percent = tp_price_to_percent(
            tp_price, "long", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            tp_percent_to_price(
                expected_percent, "long", current_price, current_units, unrealised_pl
            ),
            tp_price,
        )

    def test_tp_price_to_percent_initial_short_multi(self):
        """
        Test that the TP price to percent conversion works for short trades
        with multiple units.
        """
        tp_price = D("0.9")  # 10%
        current_price = 1.0
        current_units = 10
        unrealised_pl = 0
        expected_percent = 10
        percent = tp_price_to_percent(
            tp_price, "short", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            tp_percent_to_price(
                expected_percent, "short", current_price, current_units, unrealised_pl
            ),
            tp_price,
        )

    def test_tp_price_to_percent_change_long_multi(self):
        """
        Test that the TP price to percent conversion works for long trades
        when the price has changed, with multiple units.
        """
        tp_price = D("1.2")  # +20%
        current_price = 1.1  # +10%
        current_units = 10
        unrealised_pl = 1  # 10%
        expected_percent = 20
        percent = tp_price_to_percent(
            tp_price, "long", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            tp_percent_to_price(
                expected_percent, "long", current_price, current_units, unrealised_pl
            ),
            tp_price,
        )

    def test_tp_price_to_percent_change_short_multi(self):
        """
        Test that the TP price to percent conversion works for short trades
        when the price has changed, with multiple units.
        """
        tp_price = D("0.8")  # -20%
        current_price = 0.9  # -10%
        current_units = 10
        unrealised_pl = 1  # 10%
        expected_percent = 20
        percent = tp_price_to_percent(
            tp_price, "short", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            tp_percent_to_price(
                expected_percent, "short", current_price, current_units, unrealised_pl
            ),
            tp_price,
        )

    def test_tp_price_to_percent_change_long_multi_loss(self):
        """
        Test that the TP price to percent conversion works for long trades
        when the price has changed, with multiple units, and the TP is at a loss.
        """
        tp_price = D("0.8")  # -20%
        current_price = 0.9  # -10%
        current_units = 10
        unrealised_pl = -1  # -10%
        expected_percent = -20
        percent = tp_price_to_percent(
            tp_price, "long", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            tp_percent_to_price(
                expected_percent, "long", current_price, current_units, unrealised_pl
            ),
            tp_price,
        )

    def test_tp_price_to_percent_change_short_multi_loss(self):
        """
        Test that the TP price to percent conversion works for short trades
        when the price has changed, with multiple units, and the TP is at a loss.
        """
        tp_price = D("1.2")  # -20%
        current_price = 1.1  # -10%
        current_units = 10
        unrealised_pl = -1  # 10%
        expected_percent = -20
        percent = tp_price_to_percent(
            tp_price, "short", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            tp_percent_to_price(
                expected_percent, "short", current_price, current_units, unrealised_pl
            ),
            tp_price,
        )

    # SL
    def test_sl_price_to_percent_initial_long(self):
        """
        Test that the SL price to percent conversion works for long trades.
        """
        sl_price = D("0.9")  # 10%
        current_price = 1.0
        current_units = 1
        unrealised_pl = 0
        expected_percent = 10
        percent = sl_price_to_percent(
            sl_price, "long", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            sl_percent_to_price(
                expected_percent, "long", current_price, current_units, unrealised_pl
            ),
            sl_price,
        )

    def test_sl_price_to_percent_initial_short(self):
        """
        Test that the SL price to percent conversion works for short trades.
        """
        sl_price = D("1.1")  # 10%
        current_price = 1.0
        current_units = 1
        unrealised_pl = 0
        expected_percent = 10
        percent = sl_price_to_percent(
            sl_price, "short", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            sl_percent_to_price(
                expected_percent, "short", current_price, current_units, unrealised_pl
            ),
            sl_price,
        )

    def test_sl_price_to_percent_change_long_profit(self):
        """
        Test that the SL price to percent conversion works for long trades
        when the price has changed and the SL is at a profit.
        """
        sl_price = D("1.2")  # +20%
        current_price = 1.1  # +10%
        current_units = 1
        unrealised_pl = 0.1  # +10%
        expected_percent = -20
        percent = sl_price_to_percent(
            sl_price, "long", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            sl_percent_to_price(
                expected_percent, "long", current_price, current_units, unrealised_pl
            ),
            sl_price,
        )

    def test_sl_price_to_percent_change_short_profit(self):
        """
        Test that the SL price to percent conversion works for short trades
        when the price has changed and the SL is at a profit.
        """
        sl_price = D("0.8")  # +20%
        current_price = 0.9  # +10%
        current_units = 1
        unrealised_pl = 0.1  # +10%
        expected_percent = -20
        percent = sl_price_to_percent(
            sl_price, "short", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            sl_percent_to_price(
                expected_percent, "short", current_price, current_units, unrealised_pl
            ),
            sl_price,
        )

    # For multiple units
    def test_sl_price_to_percent_initial_long_multi(self):
        """
        Test that the SL price to percent conversion works for long trades
        with multiple units.
        """
        sl_price = D("0.9")  # -10%
        current_price = 1.0
        current_units = 10
        unrealised_pl = 0
        expected_percent = 10
        percent = sl_price_to_percent(
            sl_price, "long", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            sl_percent_to_price(
                expected_percent, "long", current_price, current_units, unrealised_pl
            ),
            sl_price,
        )

    def test_sl_price_to_percent_initial_short_multi(self):
        """
        Test that the SL price to percent conversion works for short trades
        with multiple units.
        """
        sl_price = D("1.2")  # -20%
        current_price = 1.0
        current_units = 10
        unrealised_pl = 0
        expected_percent = 20
        percent = sl_price_to_percent(
            sl_price, "short", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            sl_percent_to_price(
                expected_percent, "short", current_price, current_units, unrealised_pl
            ),
            sl_price,
        )

    def test_sl_price_to_percent_change_long_multi_profit(self):
        """
        Test that the SL price to percent conversion works for long trades
        when the price has changed, with multiple units, and the SL is at a profit.
        """
        sl_price = D("1.2")  # +20%
        current_price = 1.1  # +10%
        current_units = 10
        unrealised_pl = 1  # +10%
        expected_percent = -20
        percent = sl_price_to_percent(
            sl_price, "long", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            sl_percent_to_price(
                expected_percent, "long", current_price, current_units, unrealised_pl
            ),
            sl_price,
        )

    def test_sl_price_to_percent_change_short_multi_profit(self):
        """
        Test that the SL price to percent conversion works for short trades
        when the price has changed, with multiple units, and the SL is at a profit.
        """
        sl_price = D("0.8")  # -20%
        current_price = 0.9  # +10%
        current_units = 10
        unrealised_pl = 1  # +10%
        expected_percent = -20
        percent = sl_price_to_percent(
            sl_price, "short", current_price, current_units, unrealised_pl
        )
        self.assertEqual(percent, expected_percent)
        self.assertEqual(
            sl_percent_to_price(
                expected_percent, "short", current_price, current_units, unrealised_pl
            ),
            sl_price,
        )