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test: add explaining comment about mark price test

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closes #12046
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Matthias
2025-07-30 07:13:35 +02:00
parent 3b6395ddb8
commit e9cc9bb38a
1 changed files with 4 additions and 0 deletions
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4
tests/exchange_online/test_ccxt_compat.py
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@@ -380,6 +380,10 @@ class TestCCXTExchange:
this_hour = timeframe_to_prev_date(expected_tf)
prev_hour = timeframe_to_prev_date(expected_tf, this_hour - timedelta(minutes=1))
# Mark price must be available for the currently open candle (as well as older candles,
# even though the test only asserts the last two).
# This is a requirement to have funding fee calculations available correctly and timely
# right as the funding fee applies (e.g. at 08:00).
assert mark_candles[mark_candles["date"] == prev_hour].iloc[0]["open"] != 0.0
assert mark_candles[mark_candles["date"] == this_hour].iloc[0]["open"] != 0.0