Merge pull request #12146 from stash86/main-stash

Fix calc_profit_ratio
This commit is contained in:
Matthias
2025-08-24 15:28:42 +02:00
committed by GitHub
2 changed files with 25 additions and 3 deletions

View File

@@ -1187,10 +1187,13 @@ class LocalTrade:
"""
close_trade_value = self.calc_close_trade_value(rate, amount)
if amount is None or open_rate is None:
if (amount is None) and (open_rate is None):
open_trade_value = self.open_trade_value
else:
open_trade_value = self._calc_open_trade_value(amount, open_rate)
# Fall back to trade.amount and self.open_rate if necessary
open_trade_value = self._calc_open_trade_value(
amount or self.amount, open_rate or self.open_rate
)
if open_trade_value == 0.0:
return 0.0

View File

@@ -1528,6 +1528,25 @@ def test_handle_trade(
assert trade.close_date is not None
assert trade.exit_reason == "sell_signal1"
correct_profit_ratio = trade.calc_profit_ratio(
rate=trade.close_rate, amount=trade.amount, open_rate=trade.open_rate
)
profit_ratio_1 = trade.calc_profit_ratio(rate=trade.close_rate, open_rate=trade.open_rate)
profit_ratio_2 = trade.calc_profit_ratio(
rate=trade.close_rate, open_rate=trade.open_rate * 1.02
)
profit_ratio_3 = trade.calc_profit_ratio(rate=trade.close_rate, amount=trade.amount)
profit_ratio_4 = trade.calc_profit_ratio(rate=trade.close_rate)
profit_ratio_5 = trade.calc_profit_ratio(
rate=trade.close_rate, amount=trade.amount, open_rate=trade.open_rate * 1.02
)
assert correct_profit_ratio == close_profit
assert correct_profit_ratio == profit_ratio_1
assert correct_profit_ratio != profit_ratio_2
assert correct_profit_ratio == profit_ratio_3
assert correct_profit_ratio == profit_ratio_4
assert correct_profit_ratio != profit_ratio_5
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_overlapping_signals(
@@ -5729,7 +5748,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
@pytest.mark.parametrize(
"data",
[
# tuple 1 - side amount, price
# tuple 1 - side, amount, price
# tuple 2 - amount, open_rate, stake_amount, cumulative_profit, realized_profit, rel_profit
(
(("buy", 100, 10), (100.0, 10.0, 1000.0, 0.0, None, None)),