Merge pull request #8909 from freqtrade/backtest_adjustment

introduce order.stake_amount
This commit is contained in:
Matthias
2023-07-16 20:03:46 +02:00
committed by GitHub
7 changed files with 24 additions and 6 deletions
+3
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@@ -601,6 +601,9 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
trade = backtesting._enter_trade(pair, row=row, direction='short')
assert pytest.approx(trade.liquidation_price) == 0.11787191
assert pytest.approx(trade.orders[0].cost) == (
trade.stake_amount * trade.leverage + trade.fee_open)
assert pytest.approx(trade.orders[-1].stake_amount) == trade.stake_amount
# Stake-amount too high!
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=600.0)
+2 -2
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@@ -563,14 +563,14 @@ def test_calc_open_close_trade_price(
trade.open_order_id = f'something-{is_short}-{lev}-{exchange}'
oobj = Order.parse_from_ccxt_object(entry_order, 'ADA/USDT', trade.entry_side)
oobj.trade = trade
oobj._trade_live = trade
oobj.update_from_ccxt_object(entry_order)
trade.update_trade(oobj)
trade.funding_fees = funding_fees
oobj = Order.parse_from_ccxt_object(exit_order, 'ADA/USDT', trade.exit_side)
oobj.trade = trade
oobj._trade_live = trade
oobj.update_from_ccxt_object(exit_order)
trade.update_trade(oobj)
+1
View File
@@ -429,6 +429,7 @@ def test_dca_order_adjust(default_conf_usdt, ticker_usdt, leverage, fee, mocker)
assert pytest.approx(trade.stop_loss) == 1.99 * (1 - 0.1 / leverage)
assert pytest.approx(trade.initial_stop_loss) == 1.96 * (1 - 0.1 / leverage)
assert trade.initial_stop_loss_pct == -0.1
assert pytest.approx(trade.orders[-1].stake_amount) == trade.stake_amount
# 2nd order - not filling
freqtrade.strategy.adjust_trade_position = MagicMock(return_value=120)