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Merge pull request #9151 from freqtrade/refactor/calc_profits

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Refactor calculate profits
This commit is contained in:
Matthias
2023-09-05 06:26:04 +02:00
committed by GitHub
parent 2ed52a77e5 39b6a00224
commit feea20fb0a
5 changed files with 104 additions and 40 deletions
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17
tests/persistence/test_persistence.py
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@@ -1152,14 +1152,31 @@ def test_calc_profit(
leverage=lev,
fee_open=0.0025,
fee_close=fee_close,
max_stake_amount=60.0,
trading_mode=trading_mode,
funding_fees=funding_fees
)
trade.open_order_id = 'something'
profit_res = trade.calculate_profit(close_rate)
assert pytest.approx(profit_res.profit_abs) == round(profit, 8)
assert pytest.approx(profit_res.profit_ratio) == round(profit_ratio, 8)
val = trade.open_trade_value * (profit_res.profit_ratio) / lev
assert pytest.approx(val) == profit_res.profit_abs
assert pytest.approx(profit_res.total_profit) == round(profit, 8)
# assert pytest.approx(profit_res.total_profit_ratio) == round(profit_ratio, 8)
assert pytest.approx(trade.calc_profit(rate=close_rate)) == round(profit, 8)
assert pytest.approx(trade.calc_profit_ratio(rate=close_rate)) == round(profit_ratio, 8)
profit_res2 = trade.calculate_profit(close_rate, trade.amount, trade.open_rate)
assert pytest.approx(profit_res2.profit_abs) == round(profit, 8)
assert pytest.approx(profit_res2.profit_ratio) == round(profit_ratio, 8)
assert pytest.approx(profit_res2.total_profit) == round(profit, 8)
# assert pytest.approx(profit_res2.total_profit_ratio) == round(profit_ratio, 8)
assert pytest.approx(trade.calc_profit(close_rate, trade.amount,
trade.open_rate)) == round(profit, 8)
assert pytest.approx(trade.calc_profit_ratio(close_rate, trade.amount,

2
tests/rpc/test_rpc.py
View File

@@ -164,7 +164,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
response = deepcopy(gen_response)
response.update({
'max_stake_amount': 0.001,
'total_profit_ratio': pytest.approx(-0.00409),
'total_profit_ratio': pytest.approx(-0.00409153),
})
assert results[0] == response