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Merge pull request #813 from tradingstrategy-ai/812-position-issue
Add position remark for inconsistent profit data
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,50 @@ | ||
| /** | ||
| * English tooltips for trading position properties and getters | ||
| */ | ||
| export const positionTooltips = { | ||
| // Properties - see ./position.ts | ||
| opened_at: 'The strategy cycle decision time when the strategy decided to open this trade.', | ||
| closed_at: | ||
| 'The block timestamp when the closing trade of this position executed. This can be outside normal strategy decision making cycles when stop loss or take profit signals are triggered.', | ||
| trailing_stop_loss_pct: 'If trailing stop loss was turned on, what was its value relative to the position value.', | ||
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| // Getters - see ./position-info.ts | ||
| durationSeconds: | ||
| 'How long this position was or has been open. The duration is calcualated from the open decision time to the closing trade execution time.', | ||
| stillOpen: 'Is the position currently open.', | ||
| candleTimeBucket: 'Which candles we use to visualise the history of this position.', | ||
| openPrice: 'The execution price of the opening trade.', | ||
| closePrice: 'The closing price of the position.', | ||
| currentPrice: 'The latest recorded price of the position.', | ||
| interestRateAtOpen: 'The opening interest rate of the position.', | ||
| interestRateAtClose: 'Closing interest rate is not currently available.', | ||
| currentInterestRate: 'The latest recorded interest rate of the position.', | ||
| realisedProfitability: | ||
| 'The realised profitability of the position. BETA WARNING: Currently calculation may not be correct for multitrade positions.', | ||
| unrealisedProfitability: | ||
| 'The current estimated profitability of the position if closed now. BETA WARNING: Currently calculation may not be correct for multitrade positions.', | ||
| portfolioWeightAtOpen: 'The position size in the terms of % total portfolio when the position was opened.', | ||
| valueAtOpen: 'The position value when the position was opened.', | ||
| valueAtClose: 'The position value when the position was closed.', | ||
| currentValue: 'The last recorded value of the position.', | ||
| quantityAtOpen: 'The position size in tokens when the position was opened.', | ||
| quantityAtClose: 'The position size in tokens when the position was closed.', | ||
| currentQuantity: 'The latest recorded position size in tokens.', | ||
| estimatedMaximumRisk: 'How much % of the portfolio is at the risk if this position is completely lost.', | ||
| stopLossPercentOpen: | ||
| 'Stop loss % for this position, relative to the opening price. Stop loss may be dynamic and trailing stop loss may increase over time. BETA WARNING: Currently calculated relative to the open price, not the current price.', | ||
| stopLossPercentOpenMissing: 'Stop loss not used at the position open or the value was not recorded', | ||
| stopLossPrice: | ||
| 'Stop loss price for this position. Position is attempted closed as soon as possible if the market mid-price crosses this level.', | ||
| stopLossTriggered: | ||
| 'Stop loss was triggered for this position. Stop loss can still close at profit if a trailing stop loss or other form of dynamic stop loss was used.', | ||
| marketMidPriceAtOpen: 'What was the market mid-price when this position was opened.', | ||
| portfolioRiskPercent: | ||
| 'Maximum portfolio % value at a risk when the position was opened. This risk assumes any stop losses can be executed without significant price impact or slippage.', | ||
| portfolioRiskPercentMissing: 'Stop loss data not recorded or stop loss was not used and cannot calculate this value.', | ||
| volume: 'How much trading volume trades of this position have generated', | ||
| tradingFees: 'How much trading fees were total. This includes protocol fees and liquidity provider fees', | ||
| tradingFeesMissing: 'Trading fee data was not recorded for this position', | ||
| tradingFeesPercent: | ||
| 'How much trading fees were % of trading volume. This includes protocol fees and liquidity provider fees' | ||
| } as const; |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,116 @@ | ||
| import { fixture } from './utility-type-fixtures'; | ||
| import { tradeExecutionSchema } from './trade'; | ||
| import { type TradeInfo, TradeDirections, createTradeInfo } from './trade-info'; | ||
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| const tradeExecution = fixture.fromSchema(tradeExecutionSchema); | ||
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| describe('a spot long position trade', () => { | ||
| let tradeInfo: TradeInfo; | ||
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| beforeEach(() => { | ||
| tradeInfo = createTradeInfo(tradeExecution); | ||
| tradeInfo.pair.kind = 'spot_market_hold'; | ||
| }); | ||
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| describe('with positive planned quantity', () => { | ||
| beforeEach(() => { | ||
| tradeInfo.planned_quantity = 1; | ||
| }); | ||
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| test('should have direction "Enter"', () => { | ||
| expect(tradeInfo.direction).toBe(TradeDirections.Enter); | ||
| }); | ||
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| test('should have directionLabel "Buy"', () => { | ||
| expect(tradeInfo.directionLabel).toBe('Buy'); | ||
| }); | ||
| }); | ||
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| describe('with negative planned quantity', () => { | ||
| beforeEach(() => { | ||
| tradeInfo.planned_quantity = -1; | ||
| }); | ||
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| test('should have direction "Exit"', () => { | ||
| expect(tradeInfo.direction).toBe(TradeDirections.Exit); | ||
| }); | ||
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| test('should have directionLabel "Sell"', () => { | ||
| expect(tradeInfo.directionLabel).toBe('Sell'); | ||
| }); | ||
| }); | ||
| }); | ||
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| describe('a lending protocol short position trade', () => { | ||
| let tradeInfo: TradeInfo; | ||
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| beforeEach(() => { | ||
| tradeInfo = createTradeInfo(tradeExecution); | ||
| tradeInfo.pair.kind = 'lending_protocol_short'; | ||
| }); | ||
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| describe('with positive planned quantity', () => { | ||
| beforeEach(() => { | ||
| tradeInfo.planned_quantity = 1; | ||
| }); | ||
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| test('should have direction "Exit"', () => { | ||
| expect(tradeInfo.direction).toBe(TradeDirections.Exit); | ||
| }); | ||
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| test('should have directionLabel "Buy"', () => { | ||
| expect(tradeInfo.directionLabel).toBe('Buy'); | ||
| }); | ||
| }); | ||
|
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| describe('with negative planned quantity', () => { | ||
| beforeEach(() => { | ||
| tradeInfo.planned_quantity = -1; | ||
| }); | ||
|
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| test('should have direction "Enter"', () => { | ||
| expect(tradeInfo.direction).toBe(TradeDirections.Enter); | ||
| }); | ||
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| test('should have directionLabel "Sell"', () => { | ||
| expect(tradeInfo.directionLabel).toBe('Sell'); | ||
| }); | ||
| }); | ||
| }); | ||
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| describe('a credit position trade', () => { | ||
| let tradeInfo: TradeInfo; | ||
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| beforeEach(() => { | ||
| tradeInfo = createTradeInfo(tradeExecution); | ||
| tradeInfo.pair.kind = 'credit_supply'; | ||
| }); | ||
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| describe('with positive planned quantity', () => { | ||
| beforeEach(() => { | ||
| tradeInfo.planned_quantity = 1; | ||
| }); | ||
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| test('should have direction "Enter"', () => { | ||
| expect(tradeInfo.direction).toBe(TradeDirections.Enter); | ||
| }); | ||
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| test('should have directionLabel "Supply"', () => { | ||
| expect(tradeInfo.directionLabel).toBe('Supply'); | ||
| }); | ||
| }); | ||
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| describe('with negative planned quantity', () => { | ||
| beforeEach(() => { | ||
| tradeInfo.planned_quantity = -1; | ||
| }); | ||
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| test('should have direction "Exit"', () => { | ||
| expect(tradeInfo.direction).toBe(TradeDirections.Exit); | ||
| }); | ||
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| test('should have directionLabel "Withdraw"', () => { | ||
| expect(tradeInfo.directionLabel).toBe('Withdraw'); | ||
| }); | ||
| }); | ||
| }); |
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