Пример #1
0
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)
    }
Пример #2
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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
Пример #3
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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)
    }
Пример #4
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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)
    }
Пример #5
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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
    }