merged with feat/short

tests/leverage/test_interest.py

@@ -0,0 +1,38 @@
+from decimal import Decimal
+from math import isclose
+
+import pytest
+
+from freqtrade.leverage import interest
+
+
+ten_mins = Decimal(1/6)
+five_hours = Decimal(5.0)
+twentyfive_hours = Decimal(25.0)
+
+
+@pytest.mark.parametrize('exchange,interest_rate,hours,expected', [
+    ('binance', 0.0005, ten_mins, 0.00125),
+    ('binance', 0.00025, ten_mins, 0.000625),
+    ('binance', 0.00025, five_hours, 0.003125),
+    ('binance', 0.00025, twentyfive_hours, 0.015625),
+    # Kraken
+    ('kraken', 0.0005, ten_mins, 0.06),
+    ('kraken', 0.00025, ten_mins, 0.03),
+    ('kraken', 0.00025, five_hours, 0.045),
+    ('kraken', 0.00025, twentyfive_hours, 0.12),
+    # FTX
+    ('ftx', 0.0005, ten_mins, 0.00125),
+    ('ftx', 0.00025, ten_mins, 0.000625),
+    ('ftx', 0.00025, five_hours, 0.003125),
+    ('ftx', 0.00025, twentyfive_hours, 0.015625),
+])
+def test_interest(exchange, interest_rate, hours, expected):
+    borrowed = Decimal(60.0)
+
+    assert isclose(interest(
+        exchange_name=exchange,
+        borrowed=borrowed,
+        rate=Decimal(interest_rate),
+        hours=hours
+    ), expected)