From cd09d3567fdadc5e12f90e96646af609a65bf452 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 9 Dec 2023 19:42:13 +0100 Subject: [PATCH] Add spy test on funding_fees in backtesting --- tests/optimize/test_backtesting.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index ca4dc73f5..40136dab0 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -975,6 +975,7 @@ def test_backtest_one_detail_futures_funding_fees( default_conf_usdt['max_open_trades'] = 1 backtesting = Backtesting(default_conf_usdt) + ff_spy = mocker.spy(backtesting.exchange, 'calculate_funding_fees') backtesting._set_strategy(backtesting.strategylist[0]) backtesting.strategy.populate_entry_trend = advise_entry backtesting.strategy.adjust_trade_position = adjust_trade_position @@ -1000,6 +1001,8 @@ def test_backtest_one_detail_futures_funding_fees( assert len(results) == 1 assert 'orders' in results.columns + # funding_fees have been calculated for each candle + assert ff_spy.call_count == (324 if use_detail else 27) for t in Trade.trades: # At least 4 adjustment orders