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Extract funding fee calculation to separate method

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This commit is contained in:
Matthias
2023-12-10 11:52:40 +01:00
parent 778bd7b3b0
commit 966eb59fd3
1 changed files with 16 additions and 10 deletions
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26
freqtrade/optimize/backtesting.py
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@@ -725,16 +725,7 @@ class Backtesting:
self, trade: LocalTrade, row: Tuple, current_time: datetime
) -> Optional[LocalTrade]:
if self.trading_mode == TradingMode.FUTURES:
trade.set_funding_fees(
self.exchange.calculate_funding_fees(
self.futures_data[trade.pair],
amount=trade.amount,
is_short=trade.is_short,
open_date=trade.date_last_filled_utc,
close_date=current_time
)
)
self._run_funding_fees(trade, current_time)
# Check if we need to adjust our current positions
if self.strategy.position_adjustment_enable:
@@ -753,6 +744,21 @@ class Backtesting:
return t
return None
def _run_funding_fees(self, trade: Trade, current_time: datetime):
"""
Calculate funding fees if necessary and add them to the trade.
"""
if self.trading_mode == TradingMode.FUTURES:
trade.set_funding_fees(
self.exchange.calculate_funding_fees(
self.futures_data[trade.pair],
amount=trade.amount,
is_short=trade.is_short,
open_date=trade.date_last_filled_utc,
close_date=current_time
)
)
def get_valid_price_and_stake(
self, pair: str, row: Tuple, propose_rate: float, stake_amount: float,
direction: LongShort, current_time: datetime, entry_tag: Optional[str],