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test: fix funding_rate_history online test

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Matthias
2025-12-08 20:17:10 +01:00
parent 072ed705fc
commit 309985503d
1 changed files with 18 additions and 5 deletions
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23
tests/exchange_online/test_ccxt_compat.py
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@@ -353,6 +353,7 @@ class TestCCXTExchange:
timeframe_ff = exchange._ft_has.get( timeframe_ff = exchange._ft_has.get(
"funding_fee_timeframe", exchange._ft_has["mark_ohlcv_timeframe"] "funding_fee_timeframe", exchange._ft_has["mark_ohlcv_timeframe"]
) )
timeframe_ff_8h = "8h"
pair_tf = (pair, timeframe_ff, CandleType.FUNDING_RATE) pair_tf = (pair, timeframe_ff, CandleType.FUNDING_RATE)
funding_ohlcv = exchange.refresh_latest_ohlcv( funding_ohlcv = exchange.refresh_latest_ohlcv(
@@ -366,14 +367,26 @@ class TestCCXTExchange:
hour1 = timeframe_to_prev_date(timeframe_ff, this_hour - timedelta(minutes=1)) hour1 = timeframe_to_prev_date(timeframe_ff, this_hour - timedelta(minutes=1))
hour2 = timeframe_to_prev_date(timeframe_ff, hour1 - 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)) hour3 = timeframe_to_prev_date(timeframe_ff, hour2 - timedelta(minutes=1))
val0 = rate[rate["date"] == this_hour].iloc[0]["open"] # Alternative 8h timeframe - funding fee timeframe is not stable.
val1 = rate[rate["date"] == hour1].iloc[0]["open"] h8_this_hour = timeframe_to_prev_date(timeframe_ff_8h)
val2 = rate[rate["date"] == hour2].iloc[0]["open"] h8_hour1 = timeframe_to_prev_date(timeframe_ff_8h, h8_this_hour - timedelta(minutes=1))
val3 = rate[rate["date"] == hour3].iloc[0]["open"] 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 # Test For last 4 hours
# Avoids random test-failure when funding-fees are 0 for a few 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. # We expect funding rates to be different from 0.0 - or moving around.
assert ( assert (
rate["open"].max() != 0.0 rate["open"].max() != 0.0