def _reduce(self, qty, price):
if self.is_open is False:
raise EmptyPosition('The position is closed.')
# just to prevent confusion
qty = abs(qty)
estimated_profit = jh.estimate_PNL(qty, self.entry_price, price,
self.type)
if self.exchange:
self.exchange.increase_balance(
self, qty * self.entry_price + estimated_profit)
if self.type == trade_types.LONG:
self.qty -= qty
elif self.type == trade_types.SHORT:
self.qty += qty
info_text = 'REDUCED position: {}, {}, {}, {}, ${}'.format(
self.exchange_name, self.symbol, self.type, self.qty,
round(self.entry_price, 2))
if jh.is_debuggable('position_reduced'):
logger.info(info_text)
if jh.is_live(
) and config['env']['notifications']['events']['updated_position']:
notifier.notify(info_text)
def _close(self, close_price):
if self.is_open is False:
raise EmptyPosition('The position is already closed.')
# just to prevent confusion
close_qty = abs(self.qty)
estimated_profit = jh.estimate_PNL(close_qty, self.entry_price,
close_price, self.type)
entry = self.entry_price
trade_type = self.type
self.exit_price = close_price
if self.exchange:
self.exchange.increase_balance(
self, close_qty * self.entry_price + estimated_profit)
self.qty = 0
self.entry_price = None
self.closed_at = jh.now()
info_text = 'CLOSED {} position: {}, {}. PNL: ${}, entry: {}, exit: {}'.format(
trade_type, self.exchange_name, self.symbol,
round(estimated_profit, 2), entry, close_price)
if jh.is_debuggable('position_closed'):
logger.info(info_text)
if jh.is_live(
) and config['env']['notifications']['events']['updated_position']:
notifier.notify(info_text)
def _reduce(self, qty: float, price: float) -> None:
if self.is_open is False:
raise EmptyPosition('The position is closed.')
# just to prevent confusion
qty = abs(qty)
estimated_profit = jh.estimate_PNL(qty, self.entry_price, price,
self.type)
if self.exchange:
# self.exchange.increase_futures_balance(qty * self.entry_price + estimated_profit)
self.exchange.add_realized_pnl(estimated_profit)
self.exchange.temp_reduced_amount[jh.base_asset(
self.symbol)] += abs(qty * price)
if self.type == trade_types.LONG:
self.qty = subtract_floats(self.qty, qty)
elif self.type == trade_types.SHORT:
self.qty = sum_floats(self.qty, qty)
info_text = 'REDUCED position: {}, {}, {}, {}, ${}'.format(
self.exchange_name, self.symbol, self.type, self.qty,
round(self.entry_price, 2))
if jh.is_debuggable('position_reduced'):
logger.info(info_text)
if jh.is_live(
) and config['env']['notifications']['events']['updated_position']:
notifier.notify(info_text)
def _close(self, close_price: float) -> None:
if self.is_open is False:
raise EmptyPosition('The position is already closed.')
# just to prevent confusion
close_qty = abs(self.qty)
estimated_profit = jh.estimate_PNL(close_qty, self.entry_price,
close_price, self.type)
entry = self.entry_price
trade_type = self.type
self.exit_price = close_price
if self.exchange:
self.exchange.add_realized_pnl(estimated_profit)
self.exchange.temp_reduced_amount[jh.base_asset(
self.symbol)] += abs(close_qty * close_price)
self.qty = 0
self.entry_price = None
self.closed_at = jh.now_to_timestamp()
if not jh.is_unit_testing():
info_text = 'CLOSED {} position: {}, {}, {}. PNL: ${}, Balance: ${}, entry: {}, exit: {}'.format(
trade_type, self.exchange_name, self.symbol,
self.strategy.name, round(estimated_profit, 2),
jh.format_currency(
round(self.exchange.wallet_balance(self.symbol),
2)), entry, close_price)
if jh.is_debuggable('position_closed'):
logger.info(info_text)
if jh.is_live(
) and config['env']['notifications']['events']['updated_position']:
notifier.notify(info_text)
def pnl(self):
"""PNL"""
fee = config['env']['exchanges'][self.exchange]['fee']
return jh.estimate_PNL(
self.qty, self.entry_price, self.exit_price,
self.type, fee
)
def test_estimate_PNL():
# profit
assert jh.estimate_PNL(2, 50, 60, 'long') == 20
assert jh.estimate_PNL(2, 60, 50, 'short') == 20
# loss
assert jh.estimate_PNL(2, 50, 60, 'short') == -20
assert jh.estimate_PNL(2, 60, 50, 'long') == -20
# profit with fee
assert jh.estimate_PNL(1, 10, 20, 'long', 0.002) == 9.94
# loss with fee
assert jh.estimate_PNL(1, 10, 20, 'short', 0.002) == -10.06
with pytest.raises(TypeError):
jh.estimate_PNL(1, 200, 220, 1)
jh.estimate_PNL(1, 200, 'invalid_input', 'short')
jh.estimate_PNL(1, 'invalid_input', 220, 'short')
jh.estimate_PNL('invalid_input', 200, 220, 'short')
