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Add leverage adjustment to "stoploss_from_absolute"

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Matthias
2023-09-02 11:01:59 +02:00
parent a87404b5a8
commit 6f86e30c7e
4 changed files with 17 additions and 7 deletions
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tests/strategy/test_strategy_helpers.py
+4 -1
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@@ -211,15 +211,18 @@ def test_stoploss_from_absolute():
assert pytest.approx(stoploss_from_absolute(110, 100)) == 0
assert pytest.approx(stoploss_from_absolute(100, 0)) == 1
assert pytest.approx(stoploss_from_absolute(0, 100)) == 1
assert pytest.approx(stoploss_from_absolute(0, 100, False, leverage=5)) == 5
assert pytest.approx(stoploss_from_absolute(90, 100, True)) == 0
assert pytest.approx(stoploss_from_absolute(100, 100, True)) == 0
assert pytest.approx(stoploss_from_absolute(110, 100, True)) == -(1 - (110 / 100))
assert pytest.approx(stoploss_from_absolute(110, 100, True)) == 0.1
assert pytest.approx(stoploss_from_absolute(105, 100, True)) == 0.05
assert pytest.approx(stoploss_from_absolute(105, 100, True, 5)) == 0.05 * 5
assert pytest.approx(stoploss_from_absolute(100, 0, True)) == 1
assert pytest.approx(stoploss_from_absolute(0, 100, True)) == 0
assert pytest.approx(stoploss_from_absolute(100, 1, True)) == 1
assert pytest.approx(stoploss_from_absolute(100, 1, is_short=True)) == 1
assert pytest.approx(stoploss_from_absolute(100, 1, is_short=True, leverage=5)) == 5
@pytest.mark.parametrize('trading_mode', ['futures', 'spot'])