diff --git a/tests/exchange_online/test_ccxt_compat.py b/tests/exchange_online/test_ccxt_compat.py index 944674da7..9789bfea9 100644 --- a/tests/exchange_online/test_ccxt_compat.py +++ b/tests/exchange_online/test_ccxt_compat.py @@ -353,6 +353,7 @@ class TestCCXTExchange: timeframe_ff = exchange._ft_has.get( "funding_fee_timeframe", exchange._ft_has["mark_ohlcv_timeframe"] ) + timeframe_ff_8h = "8h" pair_tf = (pair, timeframe_ff, CandleType.FUNDING_RATE) funding_ohlcv = exchange.refresh_latest_ohlcv( @@ -366,14 +367,26 @@ class TestCCXTExchange: hour1 = timeframe_to_prev_date(timeframe_ff, this_hour - timedelta(minutes=1)) hour2 = timeframe_to_prev_date(timeframe_ff, hour1 - timedelta(minutes=1)) hour3 = timeframe_to_prev_date(timeframe_ff, hour2 - timedelta(minutes=1)) - val0 = rate[rate["date"] == this_hour].iloc[0]["open"] - val1 = rate[rate["date"] == hour1].iloc[0]["open"] - val2 = rate[rate["date"] == hour2].iloc[0]["open"] - val3 = rate[rate["date"] == hour3].iloc[0]["open"] + # Alternative 8h timeframe - funding fee timeframe is not stable. + h8_this_hour = timeframe_to_prev_date(timeframe_ff_8h) + h8_hour1 = timeframe_to_prev_date(timeframe_ff_8h, h8_this_hour - timedelta(minutes=1)) + h8_hour2 = timeframe_to_prev_date(timeframe_ff_8h, h8_hour1 - timedelta(minutes=1)) + h8_hour3 = timeframe_to_prev_date(timeframe_ff_8h, h8_hour2 - timedelta(minutes=1)) + row0 = rate.iloc[-1] + row1 = rate.iloc[-2] + row2 = rate.iloc[-3] + row3 = rate.iloc[-4] + + assert row0["date"] == this_hour or row0["date"] == h8_this_hour + assert row1["date"] == hour1 or row1["date"] == h8_hour1 + assert row2["date"] == hour2 or row2["date"] == h8_hour2 + assert row3["date"] == hour3 or row3["date"] == h8_hour3 # Test For last 4 hours # Avoids random test-failure when funding-fees are 0 for a few hours. - assert val0 != 0.0 or val1 != 0.0 or val2 != 0.0 or val3 != 0.0 + assert ( + row0["open"] != 0.0 or row1["open"] != 0.0 or row2["open"] != 0.0 or row3["open"] != 0.0 + ) # We expect funding rates to be different from 0.0 - or moving around. assert ( rate["open"].max() != 0.0