def test_sell_long(trader: Trader):
"""
Test trader sell 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")
trader.currentPrice = 15
previous_transaction_fee = transaction_fee
transaction_fee = coin * trader.currentPrice * trader.transactionFeePercentageDecimal
balance = coin * trader.currentPrice - transaction_fee
trader.sell_long("test_sell", stopLossExit=True)
assert trader.smartStopLossEnter is False
assert trader.stopLossExit is True
assert trader.balance == balance
assert trader.currentPosition is None
assert trader.previousPosition == LONG
assert trader.buyLongPrice is None
assert trader.longTrailingPrice is None
assert trader.commissionsPaid == transaction_fee + previous_transaction_fee
assert trader.coin == 0
assert trader.trades[-1] == {
'date': 'test_date',
'action': 'test_sell',
'net': round(trader.get_net(), trader.precision)
}
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_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_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_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_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