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Further improve funding_Fee test

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Matthias
2023-12-10 13:21:05 +01:00
parent 1d73b57e8c
commit b4cd46d6db
1 changed files with 9 additions and 5 deletions
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14
tests/optimize/test_backtesting.py
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@@ -940,12 +940,16 @@ def test_backtest_one_detail_futures(
# assert late_entry > 0 # assert late_entry > 0
@pytest.mark.parametrize('use_detail,entries,max_stake', [ @pytest.mark.parametrize('use_detail,entries,max_stake,expected_ff', [
(True, 50, 3000), (True, 50, 3000, -1.18038144),
(False, 6, 360)]) (False, 6, 360, -0.14679994)])
def test_backtest_one_detail_futures_funding_fees( def test_backtest_one_detail_futures_funding_fees(
default_conf_usdt, fee, mocker, testdatadir, use_detail, entries, max_stake default_conf_usdt, fee, mocker, testdatadir, use_detail, entries, max_stake,
expected_ff,
) -> None: ) -> None:
"""
Funding fees are expected to differ, as the maximum position size differs.
"""
default_conf_usdt['use_exit_signal'] = False default_conf_usdt['use_exit_signal'] = False
default_conf_usdt['trading_mode'] = 'futures' default_conf_usdt['trading_mode'] = 'futures'
default_conf_usdt['margin_mode'] = 'isolated' default_conf_usdt['margin_mode'] = 'isolated'
@@ -1013,7 +1017,7 @@ def test_backtest_one_detail_futures_funding_fees(
# Funding fees will vary depending on the number of adjustment orders # Funding fees will vary depending on the number of adjustment orders
# That number is a lot higher with detail data. # That number is a lot higher with detail data.
assert t.max_stake_amount == max_stake assert t.max_stake_amount == max_stake
assert -1.81 < t.funding_fees < -0.1 assert pytest.approx(t.funding_fees) == expected_ff
def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir) -> None: def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir) -> None: