test_liquidation_in_isolated_mode_for_long_trades

jesse/strategies/TestLiquidationInIsolatedModeForLongTrade/__init__.py

@@ -0,0 +1,35 @@
+from jesse.strategies import Strategy
+
+
+class TestLiquidationInIsolatedModeForLongTrade(Strategy):
+    def on_open_position(self, order):
+        assert round(self.position.liquidation_price, 2) == 40.32
+
+    def before(self):
+        if self.price == 40:
+            # assert that we are liquidated by this point
+            assert self.is_close
+            assert self.balance == 0
+            assert self.available_margin == 0
+
+    def should_long(self) -> bool:
+        if self.index == 0:
+            assert self.balance == 10000
+            assert self.leverage == 2
+            assert self.available_margin == 20000
+            assert self.position.mode == 'isolated'
+
+        return self.price == 80
+
+    def should_short(self) -> bool:
+        return False
+
+    def go_long(self):
+        # go all in
+        self.buy = 250, self.price
+
+    def go_short(self):
+        pass
+
+    def should_cancel(self):
+        return False

tests/test_parent_strategy.py

@@ -54,7 +54,8 @@ def test_average_take_profit_exception():
 
 
 def test_can_close_a_long_position_and_go_short_at_the_same_candle():
-    single_route_backtest('Test45')
+    single_route_backtest('Test45', is_futures_trading=True, leverage_mode='isolated')
+
     trades = store.completed_trades.trades
 
     assert len(trades) == 2
@@ -904,8 +905,11 @@ def test_liquidation_in_isolated_mode_for_short_trades():
     single_route_backtest('TestLiquidationInIsolatedModeForShortTrade', is_futures_trading=True, leverage=2, leverage_mode='isolated')
 
 
-# def test_liquidation_in_isolated_mode_for_long_trades():
-#     single_route_backtest('TestLiquidationInIsolatedModeForLongTrade', is_futures_trading=True, leverage=2, leverage_mode='isolated')
+def test_liquidation_in_isolated_mode_for_long_trades():
+    single_route_backtest(
+        'TestLiquidationInIsolatedModeForLongTrade', is_futures_trading=True, leverage=2,
+        leverage_mode='isolated', trend='down'
+    )
 
 
 # def test_route_capital_isolation():