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Add spy test on funding_fees in backtesting

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Matthias
2023-12-09 19:42:13 +01:00
parent 4c25e9d21a
commit cd09d3567f
1 changed files with 3 additions and 0 deletions
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3
tests/optimize/test_backtesting.py
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@@ -975,6 +975,7 @@ def test_backtest_one_detail_futures_funding_fees(
default_conf_usdt['max_open_trades'] = 1 default_conf_usdt['max_open_trades'] = 1
backtesting = Backtesting(default_conf_usdt) backtesting = Backtesting(default_conf_usdt)
ff_spy = mocker.spy(backtesting.exchange, 'calculate_funding_fees')
backtesting._set_strategy(backtesting.strategylist[0]) backtesting._set_strategy(backtesting.strategylist[0])
backtesting.strategy.populate_entry_trend = advise_entry backtesting.strategy.populate_entry_trend = advise_entry
backtesting.strategy.adjust_trade_position = adjust_trade_position 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 len(results) == 1
assert 'orders' in results.columns 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: for t in Trade.trades:
# At least 4 adjustment orders # At least 4 adjustment orders