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test: fix funding_fee online tests
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@@ -274,6 +274,7 @@ class TestCCXTExchange:
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self, exchange, pair: str, timeframe: str, candle_type: CandleType, factor: float = 0.9
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self, exchange, pair: str, timeframe: str, candle_type: CandleType, factor: float = 0.9
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):
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):
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timeframe_ms = timeframe_to_msecs(timeframe)
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timeframe_ms = timeframe_to_msecs(timeframe)
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timeframe_ms_8h = timeframe_to_msecs("8h")
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now = timeframe_to_prev_date(timeframe, datetime.now(UTC))
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now = timeframe_to_prev_date(timeframe, datetime.now(UTC))
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for offset_days in (360, 120, 30, 10, 5, 2):
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for offset_days in (360, 120, 30, 10, 5, 2):
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since = now - timedelta(days=offset_days)
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since = now - timedelta(days=offset_days)
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@@ -291,7 +292,14 @@ class TestCCXTExchange:
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candles = res[3]
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candles = res[3]
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candle_count = exchange.ohlcv_candle_limit(timeframe, candle_type, since_ms) * factor
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candle_count = exchange.ohlcv_candle_limit(timeframe, candle_type, since_ms) * factor
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candle_count1 = (now.timestamp() * 1000 - since_ms) // timeframe_ms * factor
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candle_count1 = (now.timestamp() * 1000 - since_ms) // timeframe_ms * factor
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assert len(candles) >= min(candle_count, candle_count1), (
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# funding fees can be 1h or 8h - depending on pair and time.
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candle_count2 = (now.timestamp() * 1000 - since_ms) // timeframe_ms_8h * factor
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min_value = min(
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candle_count,
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candle_count1,
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candle_count2 if candle_type == CandleType.FUNDING_RATE else candle_count1,
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)
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assert len(candles) >= min_value, (
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f"{len(candles)} < {candle_count} in {timeframe} {offset_days=} {factor=}"
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f"{len(candles)} < {candle_count} in {timeframe} {offset_days=} {factor=}"
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)
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)
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# Check if first-timeframe is either the start, or start + 1
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# Check if first-timeframe is either the start, or start + 1
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