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Merge pull request #6576 from samgermain/funding-tests

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funding_fee tests
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Matthias
2022-03-25 15:11:45 +01:00
committed by GitHub
parent 743a7b7849 247635db79
commit f8e87e45a5
4 changed files with 26 additions and 28 deletions
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20
tests/test_freqtradebot.py
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@@ -5047,9 +5047,9 @@ def test_update_funding_fees(
default_conf['trading_mode'] = 'futures'
default_conf['margin_mode'] = 'isolated'
date_midnight = arrow.get('2021-09-01 00:00:00')
date_eight = arrow.get('2021-09-01 08:00:00')
date_sixteen = arrow.get('2021-09-01 16:00:00')
date_midnight = arrow.get('2021-09-01 00:00:00').datetime
date_eight = arrow.get('2021-09-01 08:00:00').datetime
date_sixteen = arrow.get('2021-09-01 16:00:00').datetime
columns = ['date', 'open', 'high', 'low', 'close', 'volume']
# 16:00 entry is actually never used
# But should be kept in the test to ensure we're filtering correctly.
@@ -5132,11 +5132,7 @@ def test_update_funding_fees(
trades = Trade.get_open_trades()
assert len(trades) == 3
for trade in trades:
assert pytest.approx(trade.funding_fees) == (
trade.amount *
mark_prices[trade.pair].iloc[0]['open'] *
funding_rates[trade.pair].iloc[0]['open'] * multipl
)
assert pytest.approx(trade.funding_fees) == 0
mocker.patch('freqtrade.exchange.Exchange.create_order', return_value=open_exit_order)
time_machine.move_to("2021-09-01 08:00:00 +00:00")
if schedule_off:
@@ -5149,8 +5145,8 @@ def test_update_funding_fees(
)
assert trade.funding_fees == pytest.approx(sum(
trade.amount *
mark_prices[trade.pair].iloc[0:2]['open'] *
funding_rates[trade.pair].iloc[0:2]['open'] * multipl
mark_prices[trade.pair].iloc[1:2]['open'] *
funding_rates[trade.pair].iloc[1:2]['open'] * multipl
))
else:
@@ -5160,8 +5156,8 @@ def test_update_funding_fees(
for trade in trades:
assert trade.funding_fees == pytest.approx(sum(
trade.amount *
mark_prices[trade.pair].iloc[0:2]['open'] *
funding_rates[trade.pair].iloc[0:2]['open'] *
mark_prices[trade.pair].iloc[1:2]['open'] *
funding_rates[trade.pair].iloc[1:2]['open'] *
multipl
))