def test_margin_events_affect_gained_lost_amount(accountant):
history = [{
"timestamp": 1476979735,
"pair": "BTC_EUR",
"type": "buy",
"rate": 578.505,
"cost": 2892.525,
"cost_currency": "EUR",
"fee": 0.0012,
"fee_currency": "BTC",
"amount": 5,
"location": "kraken",
}, { # 2519.62-0.02-((0.0012*578.505)/5 + 578.505)
"timestamp": 1496979735,
"pair": "BTC_EUR",
"type": "sell",
"rate": 2519.62,
"cost": 2519.62,
"cost_currency": "EUR",
"fee": 0.02,
"fee_currency": "EUR",
"amount": 1,
"location": "kraken",
}]
margin_history = [
MarginPosition(
exchange='poloniex', # BTC/EUR: 810.49
open_time=1484438400, # 15/01/2017
close_time=1484629704, # 17/01/2017
profit_loss=FVal('-0.5'),
pl_currency='BTC',
notes='margin1',
),
MarginPosition(
exchange='poloniex', # BTC/EUR: 979.39
open_time=1487116800, # 15/02/2017
close_time=1487289600, # 17/02/2017
profit_loss=FVal('0.25'),
pl_currency='BTC',
notes='margin2',
)
]
result = accounting_history_process(
accountant,
1436979735,
1519693374,
history,
margin_list=margin_history,
)
assert accountant.get_calculated_asset_amount('BTC').is_close('3.75')
assert FVal(result['overview']['general_trade_profit_loss']).is_close(
'1940.9561588')
assert FVal(result['overview']['margin_positions_profit_loss']).is_close(
'-160.3975')
assert FVal(result['overview']['total_taxable_profit_loss']).is_close(
'1780.5586588')
def test_margin_events_affect_gained_lost_amount(accountant):
history = [{
'timestamp': 1476979735,
'pair': 'BTC_EUR',
'trade_type': 'buy',
'rate': 578.505,
'fee': 0.0012,
'fee_currency': 'BTC',
'amount': 5,
'location': 'kraken',
}, { # 2519.62-0.02-((0.0012*578.505)/5 + 578.505)
'timestamp': 1496979735,
'pair': 'BTC_EUR',
'trade_type': 'sell',
'rate': 2519.62,
'fee': 0.02,
'fee_currency': 'EUR',
'amount': 1,
'location': 'kraken',
}]
margin_history = [
MarginPosition(
exchange='poloniex', # BTC/EUR: 810.49
open_time=1484438400, # 15/01/2017
close_time=1484629704, # 17/01/2017
profit_loss=FVal('-0.5'),
pl_currency=A_BTC,
notes='margin1',
),
MarginPosition(
exchange='poloniex', # BTC/EUR: 979.39
open_time=1487116800, # 15/02/2017
close_time=1487289600, # 17/02/2017
profit_loss=FVal('0.25'),
pl_currency=A_BTC,
notes='margin2',
)
]
result = accounting_history_process(
accountant,
1436979735,
1519693374,
history,
margin_list=margin_history,
)
assert accountant.get_calculated_asset_amount('BTC').is_close('3.75')
assert FVal(result['overview']['general_trade_profit_loss']).is_close(
'1940.9561588')
assert FVal(result['overview']['margin_positions_profit_loss']).is_close(
'-160.3975')
assert FVal(result['overview']['total_taxable_profit_loss']).is_close(
'1780.5586588')
def do_read_manual_margin_positions(
user_directory: FilePath) -> List[MarginPosition]:
manual_margin_path = os.path.join(user_directory, MANUAL_MARGINS_LOGFILE)
if os.path.isfile(manual_margin_path):
with open(manual_margin_path, 'r') as f:
margin_data = rlk_jsonloads(f.read())
else:
margin_data = []
logger.info(
'Could not find manual margins log file at {}'.format(
manual_margin_path), )
# Now turn the manual margin data to our MarginPosition format
# The poloniex manual data format is:
# { "open_time": unix_timestamp, "close_time": unix_timestamp,
# "btc_profit_loss": floating_point_number for profit or loss,
# "notes": "optional string with notes on the margin position"
# }
margin_positions = list()
for position in margin_data:
margin_positions.append(
MarginPosition(
exchange='poloniex',
open_time=position['open_time'],
close_time=position['close_time'],
profit_loss=FVal(position['btc_profit_loss']),
pl_currency=A_BTC,
notes=position['notes'],
), )
return margin_positions
def trade_from_bitmex(bitmex_trade: Dict) -> MarginPosition:
"""Turn a bitmex trade returned from bitmex trade history to our common trade
history format. This only returns margin positions as bitmex only deals in
margin trading"""
close_time = iso8601ts_to_timestamp(bitmex_trade['transactTime'])
profit_loss = satoshis_to_btc(FVal(bitmex_trade['amount']))
currency = bitmex_to_world(bitmex_trade['currency'])
notes = bitmex_trade['address']
assert currency == 'BTC', 'Bitmex trade should only deal in BTC'
log.debug(
'Processing Bitmex Trade',
sensitive_log=True,
timestamp=close_time,
profit_loss=profit_loss,
currency=currency,
notes=notes,
)
return MarginPosition(
exchange='bitmex',
open_time=None,
close_time=close_time,
profit_loss=profit_loss,
pl_currency=A_BTC,
notes=notes,
)
def test_trade_from_bitmex():
margin_positions = [
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536580800,
profit_loss=FVal('0.00000003'),
pl_currency=A_BTC,
notes='XBTZ18',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536580800,
profit_loss=FVal('0.0000004'),
pl_currency=A_BTC,
notes='XBTUSD',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536580800,
profit_loss=FVal('0.00000183'),
pl_currency=A_BTC,
notes='XBTJPY',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536580800,
profit_loss=FVal('0.00000683'),
pl_currency=A_BTC,
notes='ETHUSD',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536494400,
profit_loss=FVal('0.00000002'),
pl_currency=A_BTC,
notes='XRPU18',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536494400,
profit_loss=FVal('0.00000003'),
pl_currency=A_BTC,
notes='XBTUSD',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536494400,
profit_loss=FVal('0.00000003'),
pl_currency=A_BTC,
notes='XBTJPY',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536494400,
profit_loss=FVal('0.00000005'),
pl_currency=A_BTC,
notes='ETHUSD',
),
MarginPosition(
exchange='bitmex',
open_time=None,
close_time=1536494400,
profit_loss=FVal('-0.00007992'),
pl_currency=A_BTC,
notes='ETHU18',
),
]
assert len(BITMEX_FIRST_9_TRADES) == len(margin_positions)
for idx, trade in enumerate(BITMEX_FIRST_9_TRADES):
position = trade_from_bitmex(trade)
assert position == margin_positions[idx]
assert isinstance(position.pl_currency, Asset)
'block_number': 5417790,
'hash': DUMMY_HASH,
'from_address': DUMMY_ADDRESS,
'to_address': DUMMY_ADDRESS,
'value': 12323,
'gas': 5000000,
'gas_price': 2100000000,
'gas_used': 1900000,
},
]
margin_history = [
MarginPosition( # before query period -- BTC/EUR: 422.90
exchange='poloniex',
open_time=Timestamp(1463184190), # 14/05/2016
close_time=Timestamp(1464393600), # 28/05/2016
profit_loss=FVal(0.05),
pl_currency=S_BTC,
notes='margin1',
),
MarginPosition( # before query period -- BTC/EUR: 542.87
exchange='poloniex',
open_time=Timestamp(1472428800), # 29/08/2016
close_time=Timestamp(1473897600), # 15/09/2016
profit_loss=FVal('-0.042'),
pl_currency=S_BTC,
notes='margin2',
),
MarginPosition( # BTC/EUR: 1039.935
exchange='poloniex',
open_time=Timestamp(1489276800), # 12/03/2017
close_time=Timestamp(1491177600), # 03/04/2017