def test_buy_long(trader: Trader):
"""
Test trader buy long functionality.
:param trader: Trader object.
"""
trader.currentPeriod = {'date_utc': 'test_date'}
trader.currentPrice = 10
transaction_fee = trader.startingBalance * trader.transactionFeePercentageDecimal
coin = (trader.startingBalance - transaction_fee) / trader.currentPrice
trader.buy_long("test_buy", smartEnter=True)
assert trader.smartStopLossEnter is True
assert trader.stopLossExit is False
assert trader.currentPosition == LONG
assert trader.buyLongPrice == trader.currentPrice
assert trader.longTrailingPrice == trader.currentPrice
assert trader.balance == 0
assert trader.coin == coin
assert trader.commissionsPaid == transaction_fee
assert trader.trades[-1] == {
'date': 'test_date',
'action': 'test_buy',
'net': round(trader.get_net(), trader.precision)
}
def setUp(self) -> None:
"""
Sets up a backtester object.
"""
self.trader = Trader(symbol="BTCUSDT",
precision=2,
startingBalance=1000)
def test_sell_short(trader: Trader):
"""
Test trader sell short functionality.
:param trader: Trader object.
"""
trader.currentPeriod = {'date_utc': 'test_date'}
trader.currentPrice = 10
transaction_fee = trader.startingBalance * trader.transactionFeePercentageDecimal
coin_owed = trader.startingBalance / trader.currentPrice
trader.sell_short("test_short")
assert trader.smartStopLossEnter is False
assert trader.stopLossExit is False
assert trader.balance == trader.startingBalance * 2 - transaction_fee
assert trader.currentPosition == SHORT
assert trader.sellShortPrice == trader.currentPrice
assert trader.shortTrailingPrice == trader.currentPrice
assert trader.coin == 0
assert trader.coinOwed == coin_owed
assert trader.commissionsPaid == transaction_fee
assert trader.trades[-1] == {
'date': 'test_date',
'action': 'test_short',
'net': round(trader.get_net(), trader.precision)
}
def test_get_safe_rounded_string(trader: Trader):
"""
Test trader get safe rounded string functionality.
"""
trader.precision = 3
assert trader.get_safe_rounded_string(value=5.1231) == '$5.123'
assert trader.get_safe_rounded_string(value=5.12345, roundDigits=5) == '$5.12345'
assert trader.get_safe_rounded_string(value=5.12345, roundDigits=0) == '$5.0'
assert trader.get_safe_rounded_string(1.23, roundDigits=2, symbol='*', direction='right', multiplier=5) == '6.15*'
def test_set_and_reset_smart_stop_loss(trader: Trader):
"""
Test trader set and reset smart stop loss functionality.
:param trader: Trader object.
"""
trader.set_smart_stop_loss_counter(5)
trader.smartStopLossCounter = 0
trader.reset_smart_stop_loss()
assert trader.smartStopLossCounter == 5
def test_set_safety_timer(trader: Trader):
"""
Test trader set safety timer functionality.
:param trader: Trader object.
"""
trader.set_safety_timer(0)
assert trader.safetyTimer is None
trader.set_safety_timer(10)
assert trader.safetyTimer == 10
def test_apply_take_profit_settings(trader: Trader):
"""
Test trader apply take profit settings functionality.
:param trader: Trader object.
"""
take_profit_settings = {
'takeProfitPercentage': 25,
'takeProfitType': STOP
}
trader.apply_take_profit_settings(take_profit_settings)
assert trader.takeProfitPercentageDecimal == 0.25
assert trader.takeProfitType == STOP
def test_buy_short(trader: Trader):
"""
Test trader buy short functionality.
:param trader: Trader object.
"""
trader.currentPeriod = {'date_utc': 'test_date'}
trader.currentPrice = 10
transaction_fee = trader.startingBalance * trader.transactionFeePercentageDecimal
coin_owed = trader.startingBalance / trader.currentPrice
trader.sell_short("test_short", smartEnter=True)
trader.currentPrice = 5
previous_transaction_fee = transaction_fee
transaction_fee = coin_owed * trader.currentPrice * trader.transactionFeePercentageDecimal
balance = trader.balance - coin_owed * trader.currentPrice - transaction_fee
trader.buy_short("test_end_short", stopLossExit=True)
assert trader.stopLossExit is True
assert trader.smartStopLossEnter is False
assert trader.currentPosition is None
assert trader.previousPosition == SHORT
assert trader.sellShortPrice is None
assert trader.shortTrailingPrice is None
assert trader.balance == balance
assert trader.commissionsPaid == previous_transaction_fee + transaction_fee
assert trader.coin == 0
assert trader.coinOwed == 0
assert trader.trades[-1] == {
'date': 'test_date',
'action': 'test_end_short',
'net': round(trader.get_net(), trader.precision)
}
def test_get_trend(trader: Trader):
"""
Test trader get trend functionality.
:param trader: Trader object.
"""
assert trader.get_trend() is None
bullish_strategy1 = Strategy(name='b1', parent=None)
bullish_strategy1.trend = BULLISH
trader.strategies['b1'] = bullish_strategy1
assert trader.get_trend() == BULLISH
bullish_strategy2 = Strategy(name='b2', parent=None)
bullish_strategy2.trend = BULLISH
trader.strategies['b2'] = bullish_strategy2
assert trader.get_trend() == BULLISH
bearish_strategy = Strategy(name='b3', parent=None)
bearish_strategy.trend = BEARISH
trader.strategies['b3'] = bearish_strategy
assert trader.get_trend() is None
for strategy in trader.strategies.values():
strategy.trend = BEARISH
assert trader.get_trend() == BEARISH
def test_get_strategy_inputs(trader: Trader):
"""
Test trader get strategy inputs functionality.
:param trader: Trader object.
"""
dummy_strategy = Strategy(name="dummy", parent=None)
def temp():
return 3, 4, 5
dummy_strategy.get_params = temp
assert dummy_strategy.get_params() == (3, 4, 5)
trader.strategies = {'dummy': dummy_strategy}
assert trader.get_strategy_inputs('dummy') == '3, 4, 5'
def test_add_trade(trader: Trader):
"""
Test trader add trade functionality.
:param trader: Trader object.
"""
trader.currentPeriod = {'date_utc': 'test_date'}
trader.currentPrice = 10
trader.add_trade(message="test_trade", stopLossExit=True, smartEnter=True)
assert trader.stopLossExit is True
assert trader.smartStopLossEnter is True
assert trader.trades[-1] == {
'date': 'test_date',
'action': 'test_trade',
'net': trader.startingBalance
}
def test_apply_loss_settings(trader: Trader):
"""
Test trader apply loss settings functionality.
:param trader: Trader object.
"""
loss_settings = {
'lossType': STOP,
'lossPercentage': 5.5,
'smartStopLossCounter': 15,
'safetyTimer': 45
}
trader.apply_loss_settings(loss_settings)
assert trader.lossStrategy == STOP
assert trader.lossPercentageDecimal == 0.055
assert trader.smartStopLossInitialCounter == 15
assert trader.smartStopLossCounter == 15
assert trader.safetyTimer == 45
def test_get_strategies_info_string(trader: Trader):
"""
Test trader get strategies info string functionality.
:param trader: Trader object.
"""
dummy_strategy = Strategy(name="dummy", parent=None)
dummy_strategy2 = Strategy(name='dummy2', parent=None)
def temp():
return 3, 4, 5
def temp2():
return 5, 6, 7, 8, 9, 10
dummy_strategy.get_params = temp
dummy_strategy2.get_params = temp2
expected_string = 'Strategies:\n\tDummy: 3, 4, 5\n\tDummy2: 5, 6, 7, 8, 9, 10'
trader.strategies = {'dummy': dummy_strategy, 'dummy2': dummy_strategy2}
assert trader.get_strategies_info_string() == expected_string
def test_get_stop_loss_strategy_string(trader: Trader):
"""
Test trader sell long functionality.
:param trader: Trader object.
"""
trader.lossStrategy = STOP
assert trader.get_stop_loss_strategy_string() == "Stop Loss"
trader.lossStrategy = TRAILING
assert trader.get_stop_loss_strategy_string() == "Trailing Loss"
trader.lossStrategy = None
assert trader.get_stop_loss_strategy_string() == "None"
class TestBaseTrader(unittest.TestCase):
def setUp(self) -> None:
"""
Sets up a backtester object.
"""
self.trader = Trader(symbol="BTCUSDT",
precision=2,
startingBalance=1000)
def test_add_trade(self):
with pytest.raises(
NotImplementedError,
match='Please implement a function for adding trades.'):
self.trader.add_trade()
def test_buy_long(self):
with pytest.raises(
NotImplementedError,
match='Please implement a function for buying long.'):
self.trader.buy_long()
def test_sell_long(self):
with pytest.raises(
NotImplementedError,
match='Please implement a function for selling long.'):
self.trader.sell_long()
def test_sell_short(self):
with pytest.raises(
NotImplementedError,
match='Please implement a function for selling short.'):
self.trader.sell_short()
def test_buy_short(self):
with pytest.raises(
NotImplementedError,
match='Please implement a function for buying short.'):
self.trader.buy_short()
def test_set_and_reset_smart_stop_loss(self):
self.trader.set_smart_stop_loss_counter(5)
self.trader.smartStopLossCounter = 0
self.trader.reset_smart_stop_loss()
self.assertEqual(self.trader.smartStopLossCounter, 5)
def test_set_safety_timer(self):
self.trader.set_safety_timer(0)
self.assertEqual(self.trader.safetyTimer, None)
self.trader.set_safety_timer(10)
self.assertEqual(self.trader.safetyTimer, 10)
def test_apply_take_profit_settings(self):
take_profit_settings = {
'takeProfitPercentage': 25,
'takeProfitType': STOP
}
self.trader.apply_take_profit_settings(take_profit_settings)
self.assertEqual(self.trader.takeProfitPercentageDecimal, 0.25)
self.assertEqual(self.trader.takeProfitType, STOP)
def test_apply_loss_settings(self):
loss_settings = {
'lossType': STOP,
'lossPercentage': 5.5,
'smartStopLossCounter': 15,
'safetyTimer': 45
}
self.trader.apply_loss_settings(loss_settings)
self.assertEqual(self.trader.lossStrategy, STOP)
self.assertEqual(self.trader.lossPercentageDecimal, 0.055)
self.assertEqual(self.trader.smartStopLossInitialCounter, 15)
self.assertEqual(self.trader.smartStopLossCounter, 15)
self.assertEqual(self.trader.safetyTimer, 45)
def test_setup_strategies(self):
pass
def test_get_stop_loss(self):
self.trader.lossStrategy = STOP
self.trader.lossPercentageDecimal = 0.1
self.trader.currentPrice = 5
self.trader.currentPosition = LONG
self.trader.buyLongPrice = 10
self.assertEqual(self.trader.get_stop_loss(),
10 * (1 - self.trader.lossPercentageDecimal))
self.trader.currentPosition = SHORT
self.trader.sellShortPrice = 10
self.assertEqual(self.trader.get_stop_loss(),
10 * (1 + self.trader.lossPercentageDecimal))
self.trader.currentPosition = None
self.assertEqual(self.trader.get_stop_loss(), None)
# TODO implement trailing stop loss test
def test_get_stop_loss_strategy_string(self):
self.trader.lossStrategy = STOP
self.assertEqual(self.trader.get_stop_loss_strategy_string(),
"Stop Loss")
self.trader.lossStrategy = TRAILING
self.assertEqual(self.trader.get_stop_loss_strategy_string(),
"Trailing Loss")
self.trader.lossStrategy = None
self.assertEqual(self.trader.get_stop_loss_strategy_string(), "None")
def test_get_strategy_inputs(self):
pass
def test_get_strategies_info_string(self):
pass
def test_get_cumulative_trend(self):
trends = [BEARISH, BULLISH, BEARISH, None]
self.assertEqual(self.trader.get_cumulative_trend(trends), None)
trends = [BEARISH, BEARISH, BEARISH]
self.assertEqual(self.trader.get_cumulative_trend(trends), BEARISH)
trends = [BULLISH, BULLISH, BULLISH, BULLISH, BULLISH]
self.assertEqual(self.trader.get_cumulative_trend(trends), BULLISH)
def test_get_profit_percentage(self):
self.assertEqual(self.trader.get_profit_percentage(100, 200), 100)
self.assertEqual(self.trader.get_profit_percentage(100, 0), -100)
self.assertEqual(self.trader.get_profit_percentage(100, 50), -50)
self.assertEqual(self.trader.get_profit_percentage(100, 130), 30)
def test_get_trailing_or_stop_loss_string(self):
self.assertEqual(self.trader.get_trailing_or_stop_type_string(STOP),
'Stop')
self.assertEqual(
self.trader.get_trailing_or_stop_type_string(TRAILING), 'Trailing')
self.assertEqual(self.trader.get_trailing_or_stop_type_string(None),
'None')
def test_get_trend_string(self):
self.assertEqual(self.trader.get_trend_string(None), str(None))
self.assertEqual(self.trader.get_trend_string(BEARISH), "Bearish")
self.assertEqual(self.trader.get_trend_string(BULLISH), "Bullish")
def test_get_profit_or_loss_string(self):
self.assertEqual(self.trader.get_profit_or_loss_string(0), 'Profit')
self.assertEqual(self.trader.get_profit_or_loss_string(5), 'Profit')
self.assertEqual(self.trader.get_profit_or_loss_string(-1), 'Loss')
def test_get_position_string(self):
self.trader.currentPosition = LONG
self.assertEqual(self.trader.get_position_string(), "Long")
self.trader.currentPosition = SHORT
self.assertEqual(self.trader.get_position_string(), "Short")
self.trader.currentPosition = None
self.assertEqual(self.trader.get_position_string(), "None")
def test_get_position(self):
self.trader.currentPosition = LONG
self.assertEqual(self.trader.get_position(), LONG)
self.trader.currentPosition = SHORT
self.assertEqual(self.trader.get_position(), SHORT)
self.trader.currentPosition = None
self.assertEqual(self.trader.get_position(), None)
def test_get_safe_rounded_percentage(self):
self.assertEqual(self.trader.get_safe_rounded_percentage(0.05123),
'5.12%')
self.assertEqual(self.trader.get_safe_rounded_percentage(0.01), '1.0%')
def test_get_safe_rounded_string(self):
self.trader.precision = 3
self.assertEqual(self.trader.get_safe_rounded_string(value=5.1231),
'$5.123')
self.assertEqual(
self.trader.get_safe_rounded_string(value=5.12345, roundDigits=5),
'$5.12345')
self.assertEqual(
self.trader.get_safe_rounded_string(value=5.12345, roundDigits=0),
'$5.0')
self.assertEqual(
self.trader.get_safe_rounded_string(value=1.23,
roundDigits=2,
symbol='*',
direction='right',
multiplier=5), '6.15*')
def test_get_take_profit(self):
self.trader.takeProfitType = STOP
self.trader.takeProfitPercentageDecimal = 0.05
self.trader.currentPosition = LONG
self.trader.buyLongPrice = 10
self.assertEqual(self.trader.get_take_profit(), 10 * (1 + 0.05))
self.trader.currentPosition = SHORT
self.trader.sellShortPrice = 10
self.assertEqual(self.trader.get_take_profit(), 10 * (1 - 0.05))
self.trader.takeProfitType = None
self.assertEqual(self.trader.get_take_profit(), None)
self.trader.takeProfitType = 5
with pytest.raises(ValueError,
match="Invalid type of take profit type provided."):
self.trader.get_take_profit()
def test_get_net(self):
pass
def test_get_trend(self):
pass
def test_get_net(trader: Trader):
"""
Test trader get net.
"""
trader.currentPeriod = {'date_utc': 'test_date'}
trader.currentPrice = 100
trader.buy_long("test")
trader.currentPrice = 200
assert trader.get_net() == trader.currentPrice * trader.coin
trader.currentPrice = 50
assert trader.get_net() == trader.currentPrice * trader.coin
trader.sell_long("end_buy_net")
trader.startingBalance = trader.balance = 1000
trader.commissionsPaid = 0
trader.currentPrice = 20
trader.sell_short("test_short")
assert trader.get_net() == trader.startingBalance - trader.commissionsPaid
trader.currentPrice = 10
trader.buy_short("test_end_short")
assert round(trader.get_net(), 2) == 1498.50
trader.startingBalance = trader.balance = 1000
trader.commissionsPaid = 0
trader.currentPrice = 5
trader.sell_short("test")
trader.buy_short("test")
assert trader.get_net() == 998
def test_get_take_profit(trader: Trader):
"""
Test trader get take profit functionality.
"""
trader.takeProfitType = STOP
trader.takeProfitPercentageDecimal = 0.05
trader.currentPosition = LONG
trader.buyLongPrice = 10
assert trader.get_take_profit() == 10 * (1 + 0.05)
trader.currentPosition = SHORT
trader.sellShortPrice = 10
assert trader.get_take_profit() == 10 * (1 - 0.05)
trader.takeProfitType = None
assert trader.get_take_profit() is None
trader.takeProfitType = 5
with pytest.raises(ValueError, match="Invalid type of take profit type provided."):
trader.get_take_profit()
def test_get_safe_rounded_percentage(trader: Trader, percentage, expected):
"""
Test trader get safe rounded percentage functionality.
"""
assert trader.get_safe_rounded_percentage(percentage) == expected
def test_get_position(trader: Trader, current_position):
"""
Test trader get position functionality.
"""
trader.currentPosition = current_position
assert trader.get_position() == current_position
def test_get_position_string(trader: Trader, current_position, expected):
"""
Test trader get position string functionality.
"""
trader.currentPosition = current_position
assert trader.get_position_string() == expected
def test_get_profit_or_loss_string(trader: Trader, profit_or_loss, expected):
"""
Test trader get profit or loss string functionality.
"""
assert trader.get_profit_or_loss_string(profit_or_loss) == expected
def test_get_profit_percentage(trader: Trader, initial_net, final_net, expected):
"""
Test trader get profit percentage.
"""
assert trader.get_profit_percentage(initial_net, final_net) == expected
def get_trader_object() -> Trader:
"""
Get a trader object.
:return: Trader
"""
return Trader(symbol="BTCUSDT", precision=2, startingBalance=1000)
def test_get_stop_loss(trader: Trader):
"""
Test trader get stop loss functionality.
:param trader: Trader object.
"""
trader.lossStrategy = STOP
trader.lossPercentageDecimal = 0.1
trader.currentPrice = 5
trader.currentPosition = LONG
trader.buyLongPrice = 10
assert trader.get_stop_loss() == 10 * (1 - trader.lossPercentageDecimal)
trader.currentPosition = SHORT
trader.sellShortPrice = 10
assert trader.get_stop_loss() == 10 * (1 + trader.lossPercentageDecimal)
trader.currentPosition = None
assert trader.get_stop_loss() is None
class TestBaseTrader(unittest.TestCase):
def setUp(self) -> None:
"""
Sets up a backtester object.
"""
self.trader = Trader(symbol="BTCUSDT", precision=2, startingBalance=1000)
def test_add_trade(self):
self.trader.currentPeriod = {'date_utc': 'test_date'}
self.trader.currentPrice = 10
self.trader.add_trade(message="test_trade", stopLossExit=True, smartEnter=True)
self.assertEqual(self.trader.stopLossExit, True)
self.assertEqual(self.trader.smartStopLossEnter, True)
self.assertEqual(self.trader.trades[-1], {
'date': 'test_date',
'action': 'test_trade',
'net': self.trader.startingBalance
})
def test_buy_long(self):
self.trader.currentPeriod = {'date_utc': 'test_date'}
self.trader.currentPrice = 10
transaction_fee = self.trader.startingBalance * self.trader.transactionFeePercentageDecimal
coin = (self.trader.startingBalance - transaction_fee) / self.trader.currentPrice
self.trader.buy_long("test_buy", smartEnter=True)
self.assertEqual(self.trader.smartStopLossEnter, True)
self.assertEqual(self.trader.stopLossExit, False)
self.assertEqual(self.trader.currentPosition, LONG)
self.assertEqual(self.trader.buyLongPrice, self.trader.currentPrice)
self.assertEqual(self.trader.longTrailingPrice, self.trader.currentPrice)
self.assertEqual(self.trader.balance, 0)
self.assertEqual(self.trader.coin, coin)
self.assertEqual(self.trader.commissionsPaid, transaction_fee)
self.assertEqual(self.trader.trades[-1], {
'date': 'test_date',
'action': 'test_buy',
'net': round(self.trader.get_net(), self.trader.precision)
})
def test_sell_long(self):
self.trader.currentPeriod = {'date_utc': 'test_date'}
self.trader.currentPrice = 10
transaction_fee = self.trader.startingBalance * self.trader.transactionFeePercentageDecimal
coin = (self.trader.startingBalance - transaction_fee) / self.trader.currentPrice
self.trader.buy_long("test_buy")
self.trader.currentPrice = 15
previous_transaction_fee = transaction_fee
transaction_fee = coin * self.trader.currentPrice * self.trader.transactionFeePercentageDecimal
balance = coin * self.trader.currentPrice - transaction_fee
self.trader.sell_long("test_sell", stopLossExit=True)
self.assertEqual(self.trader.smartStopLossEnter, False)
self.assertEqual(self.trader.stopLossExit, True)
self.assertEqual(self.trader.balance, balance)
self.assertEqual(self.trader.currentPosition, None)
self.assertEqual(self.trader.previousPosition, LONG)
self.assertEqual(self.trader.buyLongPrice, None)
self.assertEqual(self.trader.longTrailingPrice, None)
self.assertEqual(self.trader.commissionsPaid, transaction_fee + previous_transaction_fee)
self.assertEqual(self.trader.coin, 0)
self.assertEqual(self.trader.trades[-1], {
'date': 'test_date',
'action': 'test_sell',
'net': round(self.trader.get_net(), self.trader.precision)
})
def test_sell_short(self):
self.trader.currentPeriod = {'date_utc': 'test_date'}
self.trader.currentPrice = 10
transaction_fee = self.trader.startingBalance * self.trader.transactionFeePercentageDecimal
coin_owed = self.trader.startingBalance / self.trader.currentPrice
self.trader.sell_short("test_short")
self.assertEqual(self.trader.smartStopLossEnter, False)
self.assertEqual(self.trader.stopLossExit, False)
self.assertEqual(self.trader.balance, self.trader.startingBalance * 2 - transaction_fee)
self.assertEqual(self.trader.currentPosition, SHORT)
self.assertEqual(self.trader.sellShortPrice, self.trader.currentPrice)
self.assertEqual(self.trader.shortTrailingPrice, self.trader.currentPrice)
self.assertEqual(self.trader.coin, 0)
self.assertEqual(self.trader.coinOwed, coin_owed)
self.assertEqual(self.trader.commissionsPaid, transaction_fee)
self.assertEqual(self.trader.trades[-1], {
'date': 'test_date',
'action': 'test_short',
'net': round(self.trader.get_net(), self.trader.precision)
})
def test_buy_short(self):
self.trader.currentPeriod = {'date_utc': 'test_date'}
self.trader.currentPrice = 10
transaction_fee = self.trader.startingBalance * self.trader.transactionFeePercentageDecimal
coin_owed = self.trader.startingBalance / self.trader.currentPrice
self.trader.sell_short("test_short", smartEnter=True)
self.trader.currentPrice = 5
previous_transaction_fee = transaction_fee
transaction_fee = coin_owed * self.trader.currentPrice * self.trader.transactionFeePercentageDecimal
balance = self.trader.balance - coin_owed * self.trader.currentPrice - transaction_fee
self.trader.buy_short("test_end_short", stopLossExit=True)
self.assertEqual(self.trader.stopLossExit, True)
self.assertEqual(self.trader.smartStopLossEnter, False)
self.assertEqual(self.trader.currentPosition, None)
self.assertEqual(self.trader.previousPosition, SHORT)
self.assertEqual(self.trader.sellShortPrice, None)
self.assertEqual(self.trader.shortTrailingPrice, None)
self.assertEqual(self.trader.balance, balance)
self.assertEqual(self.trader.commissionsPaid, previous_transaction_fee + transaction_fee)
self.assertEqual(self.trader.coin, 0)
self.assertEqual(self.trader.coinOwed, 0)
self.assertEqual(self.trader.trades[-1], {
'date': 'test_date',
'action': 'test_end_short',
'net': round(self.trader.get_net(), self.trader.precision)
})
def test_set_and_reset_smart_stop_loss(self):
self.trader.set_smart_stop_loss_counter(5)
self.trader.smartStopLossCounter = 0
self.trader.reset_smart_stop_loss()
self.assertEqual(self.trader.smartStopLossCounter, 5)
def test_set_safety_timer(self):
self.trader.set_safety_timer(0)
self.assertEqual(self.trader.safetyTimer, None)
self.trader.set_safety_timer(10)
self.assertEqual(self.trader.safetyTimer, 10)
def test_apply_take_profit_settings(self):
take_profit_settings = {
'takeProfitPercentage': 25,
'takeProfitType': STOP
}
self.trader.apply_take_profit_settings(take_profit_settings)
self.assertEqual(self.trader.takeProfitPercentageDecimal, 0.25)
self.assertEqual(self.trader.takeProfitType, STOP)
def test_apply_loss_settings(self):
loss_settings = {
'lossType': STOP,
'lossPercentage': 5.5,
'smartStopLossCounter': 15,
'safetyTimer': 45
}
self.trader.apply_loss_settings(loss_settings)
self.assertEqual(self.trader.lossStrategy, STOP)
self.assertEqual(self.trader.lossPercentageDecimal, 0.055)
self.assertEqual(self.trader.smartStopLossInitialCounter, 15)
self.assertEqual(self.trader.smartStopLossCounter, 15)
self.assertEqual(self.trader.safetyTimer, 45)
def test_get_stop_loss(self):
self.trader.lossStrategy = STOP
self.trader.lossPercentageDecimal = 0.1
self.trader.currentPrice = 5
self.trader.currentPosition = LONG
self.trader.buyLongPrice = 10
self.assertEqual(self.trader.get_stop_loss(), 10 * (1 - self.trader.lossPercentageDecimal))
self.trader.currentPosition = SHORT
self.trader.sellShortPrice = 10
self.assertEqual(self.trader.get_stop_loss(), 10 * (1 + self.trader.lossPercentageDecimal))
self.trader.currentPosition = None
self.assertEqual(self.trader.get_stop_loss(), None)
# TODO implement trailing stop loss test
def test_get_stop_loss_strategy_string(self):
self.trader.lossStrategy = STOP
self.assertEqual(self.trader.get_stop_loss_strategy_string(), "Stop Loss")
self.trader.lossStrategy = TRAILING
self.assertEqual(self.trader.get_stop_loss_strategy_string(), "Trailing Loss")
self.trader.lossStrategy = None
self.assertEqual(self.trader.get_stop_loss_strategy_string(), "None")
def test_get_strategy_inputs(self):
dummy_strategy = Strategy(name="dummy", parent=None)
def temp():
return 3, 4, 5
dummy_strategy.get_params = temp
self.assertEqual(dummy_strategy.get_params(), (3, 4, 5))
self.trader.strategies = {'dummy': dummy_strategy}
self.assertEqual(self.trader.get_strategy_inputs('dummy'), '3, 4, 5')
def test_get_strategies_info_string(self):
dummy_strategy = Strategy(name="dummy", parent=None)
dummy_strategy2 = Strategy(name='dummy2', parent=None)
def temp():
return 3, 4, 5
def temp2():
return 5, 6, 7, 8, 9, 10
dummy_strategy.get_params = temp
dummy_strategy2.get_params = temp2
expected_string = '\nStrategies:\n\tDummy: 3, 4, 5\n\tDummy2: 5, 6, 7, 8, 9, 10'
self.trader.strategies = {'dummy': dummy_strategy, 'dummy2': dummy_strategy2}
self.assertEqual(self.trader.get_strategies_info_string(), expected_string)
def test_get_trend(self):
self.assertEqual(self.trader.get_trend(), None)
bullish_strategy1 = Strategy(name='b1', parent=None)
bullish_strategy1.trend = BULLISH
self.trader.strategies['b1'] = bullish_strategy1
self.assertEqual(self.trader.get_trend(), BULLISH)
bullish_strategy2 = Strategy(name='b2', parent=None)
bullish_strategy2.trend = BULLISH
self.trader.strategies['b2'] = bullish_strategy2
self.assertEqual(self.trader.get_trend(), BULLISH)
bearish_strategy = Strategy(name='b3', parent=None)
bearish_strategy.trend = BEARISH
self.trader.strategies['b3'] = bearish_strategy
self.assertEqual(self.trader.get_trend(), None)
for strategy in self.trader.strategies:
self.trader.strategies[strategy].trend = BEARISH
self.assertEqual(self.trader.get_trend(), BEARISH)
def test_setup_strategies(self):
pass
def test_get_cumulative_trend(self):
trends = [BEARISH, BULLISH, BEARISH, None]
self.assertEqual(self.trader.get_cumulative_trend(trends), None)
trends = [BEARISH, BEARISH, BEARISH]
self.assertEqual(self.trader.get_cumulative_trend(trends), BEARISH)
trends = [BULLISH, BULLISH, BULLISH, BULLISH, BULLISH]
self.assertEqual(self.trader.get_cumulative_trend(trends), BULLISH)
def test_get_profit_percentage(self):
self.assertEqual(self.trader.get_profit_percentage(100, 200), 100)
self.assertEqual(self.trader.get_profit_percentage(100, 0), -100)
self.assertEqual(self.trader.get_profit_percentage(100, 50), -50)
self.assertEqual(self.trader.get_profit_percentage(100, 130), 30)
def test_get_trailing_or_stop_loss_string(self):
self.assertEqual(self.trader.get_trailing_or_stop_type_string(STOP), 'Stop')
self.assertEqual(self.trader.get_trailing_or_stop_type_string(TRAILING), 'Trailing')
self.assertEqual(self.trader.get_trailing_or_stop_type_string(None), 'None')
def test_get_trend_string(self):
self.assertEqual(self.trader.get_trend_string(None), str(None))
self.assertEqual(self.trader.get_trend_string(BEARISH), "Bearish")
self.assertEqual(self.trader.get_trend_string(BULLISH), "Bullish")
def test_get_profit_or_loss_string(self):
self.assertEqual(self.trader.get_profit_or_loss_string(0), 'Profit')
self.assertEqual(self.trader.get_profit_or_loss_string(5), 'Profit')
self.assertEqual(self.trader.get_profit_or_loss_string(-1), 'Loss')
def test_get_position_string(self):
self.trader.currentPosition = LONG
self.assertEqual(self.trader.get_position_string(), "Long")
self.trader.currentPosition = SHORT
self.assertEqual(self.trader.get_position_string(), "Short")
self.trader.currentPosition = None
self.assertEqual(self.trader.get_position_string(), "None")
def test_get_position(self):
self.trader.currentPosition = LONG
self.assertEqual(self.trader.get_position(), LONG)
self.trader.currentPosition = SHORT
self.assertEqual(self.trader.get_position(), SHORT)
self.trader.currentPosition = None
self.assertEqual(self.trader.get_position(), None)
def test_get_safe_rounded_percentage(self):
self.assertEqual(self.trader.get_safe_rounded_percentage(0.05123), '5.12%')
self.assertEqual(self.trader.get_safe_rounded_percentage(0.01), '1.0%')
def test_get_safe_rounded_string(self):
self.trader.precision = 3
self.assertEqual(self.trader.get_safe_rounded_string(value=5.1231), '$5.123')
self.assertEqual(self.trader.get_safe_rounded_string(value=5.12345, roundDigits=5), '$5.12345')
self.assertEqual(self.trader.get_safe_rounded_string(value=5.12345, roundDigits=0), '$5.0')
self.assertEqual(self.trader.get_safe_rounded_string(value=1.23, roundDigits=2, symbol='*', direction='right',
multiplier=5), '6.15*')
def test_get_take_profit(self):
self.trader.takeProfitType = STOP
self.trader.takeProfitPercentageDecimal = 0.05
self.trader.currentPosition = LONG
self.trader.buyLongPrice = 10
self.assertEqual(self.trader.get_take_profit(), 10 * (1 + 0.05))
self.trader.currentPosition = SHORT
self.trader.sellShortPrice = 10
self.assertEqual(self.trader.get_take_profit(), 10 * (1 - 0.05))
self.trader.takeProfitType = None
self.assertEqual(self.trader.get_take_profit(), None)
self.trader.takeProfitType = 5
with pytest.raises(ValueError, match="Invalid type of take profit type provided."):
self.trader.get_take_profit()
def test_get_net(self):
self.trader.currentPeriod = {'date_utc': 'test_date'}
self.trader.currentPrice = 100
self.trader.buy_long("test")
self.trader.currentPrice = 200
self.assertEqual(self.trader.get_net(), self.trader.currentPrice * self.trader.coin)
self.trader.currentPrice = 50
self.assertEqual(self.trader.get_net(), self.trader.currentPrice * self.trader.coin)
self.trader.sell_long("end_buy_net")
self.trader.startingBalance = self.trader.balance = 1000
self.trader.commissionsPaid = 0
self.trader.currentPrice = 20
self.trader.sell_short("test_short")
self.assertEqual(self.trader.get_net(), self.trader.startingBalance - self.trader.commissionsPaid)
self.trader.currentPrice = 10
self.trader.buy_short("test_end_short")
self.assertEqual(round(self.trader.get_net(), 2), 1498.50)
self.trader.startingBalance = self.trader.balance = 1000
self.trader.commissionsPaid = 0
self.trader.currentPrice = 5
self.trader.sell_short("test")
self.trader.buy_short("test")
self.assertEqual(self.trader.get_net(), 998)
def test_get_cumulative_trend(trader: Trader, trends, expected):
"""
Test trader get cumulative trend.
"""
assert trader.get_cumulative_trend(trends) == expected