Merge pull request #8914 from freqtrade/fix/8877

Dry-run open balance should include realized profit

freqtrade/wallets.py

@@ -84,6 +84,7 @@ class Wallets:
             tot_profit = Trade.get_total_closed_profit()
         else:
             tot_profit = LocalTrade.total_profit
+        tot_profit += sum(trade.realized_profit for trade in open_trades)
         tot_in_trades = sum(trade.stake_amount for trade in open_trades)
         used_stake = 0.0
 

tests/test_integration.py

@@ -494,6 +494,8 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
         get_funding_fees=MagicMock(return_value=0),
     )
     mocker.patch(f"{EXMS}.get_max_leverage", return_value=10)
+    starting_amount = freqtrade.wallets.get_total('USDT')
+    assert starting_amount == 1000
 
     patch_get_signal(freqtrade)
     freqtrade.strategy.leverage = MagicMock(return_value=leverage)
@@ -506,6 +508,11 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
     assert trade.leverage == leverage
     assert pytest.approx(trade.amount) == 30.0 * leverage
     assert trade.open_rate == 2.0
+    assert pytest.approx(freqtrade.wallets.get_free('USDT')) == starting_amount - 60
+    if spot:
+        assert pytest.approx(freqtrade.wallets.get_total('USDT')) == starting_amount - 60
+    else:
+        assert freqtrade.wallets.get_total('USDT') == starting_amount
 
     # Too small size
     freqtrade.strategy.adjust_trade_position = MagicMock(return_value=-59)
@@ -528,6 +535,14 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
     assert trade.open_rate == 2.0
     assert trade.is_open
     assert trade.realized_profit > 0.098 * leverage
+    expected_profit = starting_amount - 40.1980 + trade.realized_profit
+    assert pytest.approx(freqtrade.wallets.get_free('USDT')) == expected_profit
+
+    if spot:
+        assert pytest.approx(freqtrade.wallets.get_total('USDT')) == expected_profit
+    else:
+        # total won't change in futures mode, only free / used will.
+        assert freqtrade.wallets.get_total('USDT') == starting_amount + trade.realized_profit
     caplog.clear()
 
     # Sell more than what we got (we got ~20 coins left)
@@ -552,3 +567,10 @@ def test_dca_exiting(default_conf_usdt, ticker_usdt, fee, mocker, caplog, levera
     assert pytest.approx(trade.stake_amount) == 40.198
     assert trade.is_open
     assert log_has_re('Amount to exit is 0.0 due to exchange limits - not exiting.', caplog)
+    expected_profit = starting_amount - 40.1980 + trade.realized_profit
+    assert pytest.approx(freqtrade.wallets.get_free('USDT')) == expected_profit
+    if spot:
+        assert pytest.approx(freqtrade.wallets.get_total('USDT')) == expected_profit
+    else:
+        # total won't change in futures mode, only free / used will.
+        assert freqtrade.wallets.get_total('USDT') == starting_amount + trade.realized_profit

tests/test_wallets.py

@@ -8,7 +8,8 @@ from sqlalchemy import select
 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT
 from freqtrade.exceptions import DependencyException
 from freqtrade.persistence import Trade
-from tests.conftest import EXMS, create_mock_trades, get_patched_freqtradebot, patch_wallet
+from tests.conftest import (EXMS, create_mock_trades, create_mock_trades_usdt,
+                            get_patched_freqtradebot, patch_wallet)
 
 
 def test_sync_wallet_at_boot(mocker, default_conf):
@@ -341,6 +342,33 @@ def test_sync_wallet_futures_live(mocker, default_conf):
     assert 'ETH/USDT:USDT' not in freqtrade.wallets._positions
 
 
+def test_sync_wallet_dry(mocker, default_conf_usdt, fee):
+    default_conf_usdt['dry_run'] = True
+    freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
+    assert len(freqtrade.wallets._wallets) == 1
+    assert len(freqtrade.wallets._positions) == 0
+    assert freqtrade.wallets.get_total('USDT') == 1000
+
+    create_mock_trades_usdt(fee, is_short=None)
+
+    freqtrade.wallets.update()
+
+    assert len(freqtrade.wallets._wallets) == 5
+    assert len(freqtrade.wallets._positions) == 0
+    bal = freqtrade.wallets.get_all_balances()
+    assert bal['NEO'].total == 10
+    assert bal['XRP'].total == 10
+    assert bal['LTC'].total == 2
+    assert bal['USDT'].total == 922.74
+
+    assert freqtrade.wallets.get_starting_balance() == default_conf_usdt['dry_run_wallet']
+    total = freqtrade.wallets.get_total('LTC')
+    free = freqtrade.wallets.get_free('LTC')
+    used = freqtrade.wallets.get_used('LTC')
+    assert free != 0
+    assert free + used == total
+
+
 def test_sync_wallet_futures_dry(mocker, default_conf, fee):
     default_conf['dry_run'] = True
     default_conf['trading_mode'] = 'futures'