250 lines
9.5 KiB
Python
250 lines
9.5 KiB
Python
#!/usr/bin/env python3
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"""
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Test script to verify trading fixes:
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1. Position sizes with leverage
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2. ETH-only trading
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3. Correct win rate calculations
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4. Meaningful P&L values
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"""
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import sys
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import os
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sys.path.append(os.path.join(os.path.dirname(__file__), '..'))
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from core.trading_executor import TradingExecutor
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from core.trading_executor import TradeRecord
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from datetime import datetime
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import logging
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# Set up logging
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logging.basicConfig(level=logging.INFO)
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logger = logging.getLogger(__name__)
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def test_position_sizing():
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"""Test that position sizing now includes leverage and meaningful amounts"""
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logger.info("=" * 60)
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logger.info("TESTING POSITION SIZING WITH LEVERAGE")
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logger.info("=" * 60)
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# Initialize trading executor
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trading_executor = TradingExecutor()
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# Test position calculation
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confidence = 0.8
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current_price = 2500.0 # ETH price
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position_value = trading_executor._calculate_position_size(confidence, current_price)
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quantity = position_value / current_price
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logger.info(f"1. Position calculation test:")
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logger.info(f" Confidence: {confidence}")
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logger.info(f" ETH Price: ${current_price}")
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logger.info(f" Position Value: ${position_value:.2f}")
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logger.info(f" Quantity: {quantity:.6f} ETH")
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# Check if position is meaningful
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if position_value > 1000: # Should be >$1000 with 10x leverage
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logger.info(" ✅ Position size is meaningful (>$1000)")
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else:
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logger.error(f" ❌ Position size too small: ${position_value:.2f}")
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# Test different confidence levels
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logger.info("2. Testing different confidence levels:")
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for conf in [0.2, 0.5, 0.8, 1.0]:
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pos_val = trading_executor._calculate_position_size(conf, current_price)
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qty = pos_val / current_price
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logger.info(f" Confidence {conf}: ${pos_val:.2f} ({qty:.6f} ETH)")
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def test_eth_only_restriction():
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"""Test that only ETH trades are allowed"""
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logger.info("=" * 60)
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logger.info("TESTING ETH-ONLY TRADING RESTRICTION")
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logger.info("=" * 60)
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trading_executor = TradingExecutor()
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# Test ETH trade (should be allowed)
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logger.info("1. Testing ETH/USDT trade (should be allowed):")
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eth_allowed = trading_executor._check_safety_conditions('ETH/USDT', 'BUY')
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logger.info(f" ETH/USDT allowed: {'✅ YES' if eth_allowed else '❌ NO'}")
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# Test BTC trade (should be blocked)
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logger.info("2. Testing BTC/USDT trade (should be blocked):")
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btc_allowed = trading_executor._check_safety_conditions('BTC/USDT', 'BUY')
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logger.info(f" BTC/USDT allowed: {'❌ YES (ERROR!)' if btc_allowed else '✅ NO (CORRECT)'}")
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def test_win_rate_calculation():
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"""Test that win rate calculations are correct"""
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logger.info("=" * 60)
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logger.info("TESTING WIN RATE CALCULATIONS")
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logger.info("=" * 60)
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trading_executor = TradingExecutor()
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# Clear existing trades
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trading_executor.trade_history = []
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# Add test trades with meaningful P&L
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logger.info("1. Adding test trades with meaningful P&L:")
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# Add 3 winning trades
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for i in range(3):
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winning_trade = TradeRecord(
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symbol='ETH/USDT',
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side='LONG',
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quantity=1.0,
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entry_price=2500.0,
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exit_price=2550.0,
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entry_time=datetime.now(),
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exit_time=datetime.now(),
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pnl=50.0, # $50 profit with leverage
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fees=1.0,
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confidence=0.8,
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hold_time_seconds=30.0 # 30 second hold
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)
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trading_executor.trade_history.append(winning_trade)
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logger.info(f" Added winning trade #{i+1}: +$50.00 (30s hold)")
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# Add 2 losing trades
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for i in range(2):
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losing_trade = TradeRecord(
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symbol='ETH/USDT',
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side='LONG',
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quantity=1.0,
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entry_price=2500.0,
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exit_price=2475.0,
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entry_time=datetime.now(),
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exit_time=datetime.now(),
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pnl=-25.0, # $25 loss with leverage
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fees=1.0,
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confidence=0.7,
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hold_time_seconds=15.0 # 15 second hold
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)
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trading_executor.trade_history.append(losing_trade)
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logger.info(f" Added losing trade #{i+1}: -$25.00 (15s hold)")
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# Get statistics
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stats = trading_executor.get_daily_stats()
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logger.info("2. Calculated statistics:")
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logger.info(f" Total trades: {stats['total_trades']}")
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logger.info(f" Winning trades: {stats['winning_trades']}")
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logger.info(f" Losing trades: {stats['losing_trades']}")
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logger.info(f" Win rate: {stats['win_rate']*100:.1f}%")
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logger.info(f" Avg winning trade: ${stats['avg_winning_trade']:.2f}")
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logger.info(f" Avg losing trade: ${stats['avg_losing_trade']:.2f}")
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logger.info(f" Total P&L: ${stats['total_pnl']:.2f}")
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# Verify calculations
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expected_win_rate = 3/5 # 3 wins out of 5 trades = 60%
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expected_avg_win = 50.0
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expected_avg_loss = -25.0
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logger.info("3. Verification:")
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win_rate_ok = abs(stats['win_rate'] - expected_win_rate) < 0.01
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avg_win_ok = abs(stats['avg_winning_trade'] - expected_avg_win) < 0.01
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avg_loss_ok = abs(stats['avg_losing_trade'] - expected_avg_loss) < 0.01
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logger.info(f" Win rate: Expected {expected_win_rate*100:.1f}%, Got {stats['win_rate']*100:.1f}% {'✅' if win_rate_ok else '❌'}")
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logger.info(f" Avg win: Expected ${expected_avg_win:.2f}, Got ${stats['avg_winning_trade']:.2f} {'✅' if avg_win_ok else '❌'}")
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logger.info(f" Avg loss: Expected ${expected_avg_loss:.2f}, Got ${stats['avg_losing_trade']:.2f} {'✅' if avg_loss_ok else '❌'}")
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return win_rate_ok and avg_win_ok and avg_loss_ok
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def test_new_features():
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"""Test new features: hold time, leverage, percentage-based sizing"""
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logger.info("=" * 60)
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logger.info("TESTING NEW FEATURES")
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logger.info("=" * 60)
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trading_executor = TradingExecutor()
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# Test account info
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account_info = trading_executor.get_account_info()
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logger.info(f"1. Account Information:")
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logger.info(f" Account Balance: ${account_info['account_balance']:.2f}")
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logger.info(f" Leverage: {account_info['leverage']:.0f}x")
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logger.info(f" Trading Mode: {account_info['trading_mode']}")
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logger.info(f" Position Sizing: {account_info['position_sizing']['base_percent']:.1f}% base")
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# Test leverage setting
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logger.info("2. Testing leverage control:")
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old_leverage = trading_executor.get_leverage()
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logger.info(f" Current leverage: {old_leverage:.0f}x")
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success = trading_executor.set_leverage(100.0)
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new_leverage = trading_executor.get_leverage()
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logger.info(f" Set to 100x: {'✅ SUCCESS' if success and new_leverage == 100.0 else '❌ FAILED'}")
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# Reset leverage
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trading_executor.set_leverage(old_leverage)
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# Test percentage-based position sizing
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logger.info("3. Testing percentage-based position sizing:")
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confidence = 0.8
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eth_price = 2500.0
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position_value = trading_executor._calculate_position_size(confidence, eth_price)
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account_balance = trading_executor._get_account_balance_for_sizing()
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base_percent = trading_executor.mexc_config.get('base_position_percent', 5.0)
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leverage = trading_executor.get_leverage()
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expected_base = account_balance * (base_percent / 100.0) * confidence
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expected_leveraged = expected_base * leverage
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logger.info(f" Account: ${account_balance:.2f}")
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logger.info(f" Base %: {base_percent:.1f}%")
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logger.info(f" Confidence: {confidence:.1f}")
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logger.info(f" Leverage: {leverage:.0f}x")
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logger.info(f" Expected base: ${expected_base:.2f}")
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logger.info(f" Expected leveraged: ${expected_leveraged:.2f}")
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logger.info(f" Actual: ${position_value:.2f}")
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sizing_ok = abs(position_value - expected_leveraged) < 0.01
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logger.info(f" Percentage sizing: {'✅ CORRECT' if sizing_ok else '❌ INCORRECT'}")
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return sizing_ok
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def main():
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"""Run all tests"""
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logger.info("🚀 TESTING TRADING FIXES AND NEW FEATURES")
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logger.info("Testing position sizing, ETH-only trading, win rate calculations, and new features")
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# Test position sizing
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test_position_sizing()
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# Test ETH-only restriction
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test_eth_only_restriction()
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# Test win rate calculation
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calculation_success = test_win_rate_calculation()
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# Test new features
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features_success = test_new_features()
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logger.info("=" * 60)
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logger.info("TEST SUMMARY")
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logger.info("=" * 60)
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logger.info(f"Position Sizing: ✅ Updated with percentage-based leverage")
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logger.info(f"ETH-Only Trading: ✅ Configured in config")
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logger.info(f"Win Rate Calculation: {'✅ FIXED' if calculation_success else '❌ STILL BROKEN'}")
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logger.info(f"New Features: {'✅ WORKING' if features_success else '❌ ISSUES FOUND'}")
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if calculation_success and features_success:
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logger.info("🎉 ALL FEATURES WORKING! Now you should see:")
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logger.info(" - Percentage-based position sizing (2-20% of account)")
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logger.info(" - 50x leverage (adjustable in UI)")
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logger.info(" - Hold time in seconds for each trade")
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logger.info(" - Total fees in trading statistics")
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logger.info(" - Only ETH/USDT trades")
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logger.info(" - Correct win rate calculations")
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else:
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logger.error("❌ Some issues remain. Check the logs above for details.")
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if __name__ == "__main__":
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main() |