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test: adjust test to reflect reality

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(amount is * leverage)
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Matthias
2025-04-07 19:13:14 +02:00
parent 4c42bd7100
commit 0f2ff70bdf
1 changed files with 29 additions and 29 deletions
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58
tests/persistence/test_persistence.py
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@@ -880,68 +880,68 @@ def test_calc_close_trade_price(
"exchange,is_short,lev,close_rate,fee_close,profit,profit_ratio,trading_mode,funding_fees",
[
("binance", False, 1, 2.1, 0.0025, 2.6925, 0.044763092, spot, 0),
("binance", False, 3, 2.1, 0.0025, 2.69166667, 0.134247714, margin, 0),
("binance", False, 3, 2.1, 0.0025, 8.075, 0.134247714, margin, 0),
("binance", True, 1, 2.1, 0.0025, -3.3088157, -0.055285142, margin, 0),
("binance", True, 3, 2.1, 0.0025, -3.3088157, -0.16585542, margin, 0),
("binance", True, 3, 2.1, 0.0025, -9.92644709, -0.16585542, margin, 0),
("binance", False, 1, 1.9, 0.0025, -3.2925, -0.054738154, margin, 0),
("binance", False, 3, 1.9, 0.0025, -3.29333333, -0.164256026, margin, 0),
("binance", False, 3, 1.9, 0.0025, -9.88, -0.164256026, margin, 0),
("binance", True, 1, 1.9, 0.0025, 2.70630953, 0.0452182043, margin, 0),
("binance", True, 3, 1.9, 0.0025, 2.70630953, 0.135654613, margin, 0),
("binance", True, 3, 1.9, 0.0025, 8.11892859, 0.135654613, margin, 0),
("binance", False, 1, 2.2, 0.0025, 5.685, 0.09451371, margin, 0),
("binance", False, 3, 2.2, 0.0025, 5.68416667, 0.28349958, margin, 0),
("binance", False, 3, 2.2, 0.0025, 17.0525, 0.28349958, margin, 0),
("binance", True, 1, 2.2, 0.0025, -6.3163784, -0.10553681, margin, 0),
("binance", True, 3, 2.2, 0.0025, -6.3163784, -0.31661044, margin, 0),
("binance", True, 3, 2.2, 0.0025, -18.94913, -0.31661044, margin, 0),
# Kraken
("kraken", False, 1, 2.1, 0.0025, 2.6925, 0.044763092, spot, 0),
("kraken", False, 3, 2.1, 0.0025, 2.6525, 0.132294264, margin, 0),
("kraken", False, 3, 2.1, 0.0025, 7.9575, 0.132294264, margin, 0),
("kraken", True, 1, 2.1, 0.0025, -3.3706575, -0.056318421, margin, 0),
("kraken", True, 3, 2.1, 0.0025, -3.3706575, -0.168955263, margin, 0),
("kraken", True, 3, 2.1, 0.0025, -10.1119725, -0.168955263, margin, 0),
("kraken", False, 1, 1.9, 0.0025, -3.2925, -0.054738154, margin, 0),
("kraken", False, 3, 1.9, 0.0025, -3.3325, -0.166209476, margin, 0),
("kraken", False, 3, 1.9, 0.0025, -9.9975, -0.166209476, margin, 0),
("kraken", True, 1, 1.9, 0.0025, 2.6503575, 0.044283333, margin, 0),
("kraken", True, 3, 1.9, 0.0025, 2.6503575, 0.132850000, margin, 0),
("kraken", True, 3, 1.9, 0.0025, 7.9510725, 0.132850000, margin, 0),
("kraken", False, 1, 2.2, 0.0025, 5.685, 0.09451371, margin, 0),
("kraken", False, 3, 2.2, 0.0025, 5.645, 0.28154613, margin, 0),
("kraken", False, 3, 2.2, 0.0025, 16.935, 0.28154613, margin, 0),
("kraken", True, 1, 2.2, 0.0025, -6.381165, -0.1066192, margin, 0),
("kraken", True, 3, 2.2, 0.0025, -6.381165, -0.3198578, margin, 0),
("kraken", True, 3, 2.2, 0.0025, -19.143495, -0.3198578, margin, 0),
("binance", False, 1, 2.1, 0.003, 2.66100000, 0.044239401, spot, 0),
("binance", False, 1, 1.9, 0.003, -3.3209999, -0.055211970, spot, 0),
("binance", False, 1, 2.2, 0.003, 5.6520000, 0.093965087, spot, 0),
# FUTURES, funding_fee=1
("binance", False, 1, 2.1, 0.0025, 3.6925, 0.06138819, futures, 1),
("binance", False, 3, 2.1, 0.0025, 3.6925, 0.18416458, futures, 1),
("binance", False, 3, 2.1, 0.0025, 9.0775, 0.15091438, futures, 1),
("binance", True, 1, 2.1, 0.0025, -2.3074999, -0.03855472, futures, 1),
("binance", True, 3, 2.1, 0.0025, -2.3074999, -0.11566416, futures, 1),
("binance", True, 3, 2.1, 0.0025, -8.9225, -0.14908104, futures, 1),
("binance", False, 1, 1.9, 0.0025, -2.2925, -0.03811305, futures, 1),
("binance", False, 3, 1.9, 0.0025, -2.2925, -0.11433915, futures, 1),
("binance", False, 3, 1.9, 0.0025, -8.8775, -0.14758936, futures, 1),
("binance", True, 1, 1.9, 0.0025, 3.7075, 0.06194653, futures, 1),
("binance", True, 3, 1.9, 0.0025, 3.7075, 0.18583959, futures, 1),
("binance", True, 3, 1.9, 0.0025, 9.1225, 0.15242272, futures, 1),
("binance", False, 1, 2.2, 0.0025, 6.685, 0.11113881, futures, 1),
("binance", False, 3, 2.2, 0.0025, 6.685, 0.33341645, futures, 1),
("binance", False, 3, 2.2, 0.0025, 18.055, 0.30016625, futures, 1),
("binance", True, 1, 2.2, 0.0025, -5.315, -0.08880534, futures, 1),
("binance", True, 3, 2.2, 0.0025, -5.315, -0.26641604, futures, 1),
("binance", True, 3, 2.2, 0.0025, -17.945, -0.29983292, futures, 1),
# FUTURES, funding_fee=-1
("binance", False, 1, 2.1, 0.0025, 1.6925, 0.02813798, futures, -1),
("binance", False, 3, 2.1, 0.0025, 1.6925, 0.08441396, futures, -1),
("binance", False, 3, 2.1, 0.0025, 7.0775, 0.11766417, futures, -1),
("binance", True, 1, 2.1, 0.0025, -4.307499, -0.07197159, futures, -1),
("binance", True, 3, 2.1, 0.0025, -4.307499, -0.21591478, futures, -1),
("binance", True, 3, 2.1, 0.0025, -10.92249, -0.18249791, futures, -1),
("binance", False, 1, 1.9, 0.0025, -4.292499, -0.07136325, futures, -1),
("binance", False, 3, 1.9, 0.0025, -4.292499, -0.21408977, futures, -1),
("binance", False, 3, 1.9, 0.0025, -10.87749, -0.18083957, futures, -1),
("binance", True, 1, 1.9, 0.0025, 1.7075, 0.02852965, futures, -1),
("binance", True, 3, 1.9, 0.0025, 1.7075, 0.08558897, futures, -1),
("binance", True, 3, 1.9, 0.0025, 7.1225, 0.11900585, futures, -1),
("binance", False, 1, 2.2, 0.0025, 4.684999, 0.07788861, futures, -1),
("binance", False, 3, 2.2, 0.0025, 4.684999, 0.23366583, futures, -1),
("binance", False, 3, 2.2, 0.0025, 16.055, 0.26691604, futures, -1),
("binance", True, 1, 2.2, 0.0025, -7.315, -0.12222222, futures, -1),
("binance", True, 3, 2.2, 0.0025, -7.315, -0.36666666, futures, -1),
("binance", True, 3, 2.2, 0.0025, -19.945, -0.33324979, futures, -1),
# FUTURES, funding_fee=0
("binance", False, 1, 2.1, 0.0025, 2.6925, 0.04476309, futures, 0),
("binance", False, 3, 2.1, 0.0025, 2.6925, 0.13428928, futures, 0),
("binance", False, 3, 2.1, 0.0025, 8.0775, 0.13428928, futures, 0),
("binance", True, 1, 2.1, 0.0025, -3.3074999, -0.05526316, futures, 0),
("binance", True, 3, 2.1, 0.0025, -3.3074999, -0.16578947, futures, 0),
("binance", True, 3, 2.1, 0.0025, -9.9224997, -0.16578947, futures, 0),
("binance", False, 1, 1.9, 0.0025, -3.2925, -0.05473815, futures, 0),
("binance", False, 3, 1.9, 0.0025, -3.2925, -0.16421446, futures, 0),
("binance", False, 3, 1.9, 0.0025, -9.8775, -0.16421446, futures, 0),
("binance", True, 1, 1.9, 0.0025, 2.7075, 0.0452381, futures, 0),
("binance", True, 3, 1.9, 0.0025, 2.7075, 0.13571429, futures, 0),
("binance", True, 3, 1.9, 0.0025, 8.1225, 0.13571429, futures, 0),
],
)
@pytest.mark.usefixtures("init_persistence")
@@ -1162,7 +1162,7 @@ def test_calc_profit(
trade = Trade(
pair="ADA/USDT",
stake_amount=60.0,
amount=30.0,
amount=30.0 * lev,
open_rate=2.0,
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=10),
interest_rate=0.0005,