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Merge pull request #12146 from stash86/main-stash
Fix calc_profit_ratio
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@@ -1187,10 +1187,13 @@ class LocalTrade:
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"""
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close_trade_value = self.calc_close_trade_value(rate, amount)
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if amount is None or open_rate is None:
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if (amount is None) and (open_rate is None):
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open_trade_value = self.open_trade_value
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else:
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open_trade_value = self._calc_open_trade_value(amount, open_rate)
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# Fall back to trade.amount and self.open_rate if necessary
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open_trade_value = self._calc_open_trade_value(
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amount or self.amount, open_rate or self.open_rate
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)
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if open_trade_value == 0.0:
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return 0.0
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@@ -1528,6 +1528,25 @@ def test_handle_trade(
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assert trade.close_date is not None
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assert trade.exit_reason == "sell_signal1"
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correct_profit_ratio = trade.calc_profit_ratio(
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rate=trade.close_rate, amount=trade.amount, open_rate=trade.open_rate
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)
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profit_ratio_1 = trade.calc_profit_ratio(rate=trade.close_rate, open_rate=trade.open_rate)
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profit_ratio_2 = trade.calc_profit_ratio(
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rate=trade.close_rate, open_rate=trade.open_rate * 1.02
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)
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profit_ratio_3 = trade.calc_profit_ratio(rate=trade.close_rate, amount=trade.amount)
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profit_ratio_4 = trade.calc_profit_ratio(rate=trade.close_rate)
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profit_ratio_5 = trade.calc_profit_ratio(
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rate=trade.close_rate, amount=trade.amount, open_rate=trade.open_rate * 1.02
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)
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assert correct_profit_ratio == close_profit
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assert correct_profit_ratio == profit_ratio_1
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assert correct_profit_ratio != profit_ratio_2
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assert correct_profit_ratio == profit_ratio_3
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assert correct_profit_ratio == profit_ratio_4
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assert correct_profit_ratio != profit_ratio_5
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@pytest.mark.parametrize("is_short", [False, True])
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def test_handle_overlapping_signals(
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@@ -5729,7 +5748,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
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@pytest.mark.parametrize(
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"data",
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[
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# tuple 1 - side amount, price
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# tuple 1 - side, amount, price
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# tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
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(
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(("buy", 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),
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