mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Update test for fixed funding_fee logic

Browse Source
This commit is contained in:
Matthias
2023-10-09 06:54:08 +02:00
parent 19620470bd
commit 29eb6d938b
2 changed files with 4 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/exchange/test_exchange.py
+3 -1
View File
@@ -4075,7 +4075,9 @@ def test_combine_funding_and_mark(
('binance', 1, 2, "2021-09-01 00:00:16", "2021-09-01 08:00:00", 30.0, -0.0002493), ('binance', 1, 2, "2021-09-01 00:00:16", "2021-09-01 08:00:00", 30.0, -0.0002493),
('binance', 0, 1, "2021-09-01 00:00:00", "2021-09-01 07:59:59", 30.0, -0.00066479999), ('binance', 0, 1, "2021-09-01 00:00:00", "2021-09-01 07:59:59", 30.0, -0.00066479999),
('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, -0.00091409999), ('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, -0.00091409999),
('binance', 0, 2, "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, -0.0002493), # :01 must be rounded down.
('binance', 0, 2, "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, -0.00091409999),
('binance', 0, 2, "2021-09-01 00:10:01", "2021-09-01 08:00:00", 30.0, -0.0002493),
# TODO: Uncoment once _calculate_funding_fees can pas time_in_ratio to exchange._get_funding_fee # TODO: Uncoment once _calculate_funding_fees can pas time_in_ratio to exchange._get_funding_fee
# ('kraken', "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, -0.0014937), # ('kraken', "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, -0.0014937),
# ('kraken', "2021-09-01 00:00:15", "2021-09-01 08:00:00", 30.0, -0.0008289), # ('kraken', "2021-09-01 00:00:15", "2021-09-01 08:00:00", 30.0, -0.0008289),
tests/test_freqtradebot.py
+1 -1
View File
@@ -5978,7 +5978,7 @@ def test_update_funding_fees(
time: 8, mark: 1.2, fundRate: 0.00032715, nominal_value: 147.6, fundFee: 0.04828734 time: 8, mark: 1.2, fundRate: 0.00032715, nominal_value: 147.6, fundFee: 0.04828734
""" """
# SETUP # SETUP
time_machine.move_to("2021-09-01 00:00:00 +00:00") time_machine.move_to("2021-09-01 00:00:16 +00:00")
open_order = limit_order_open[entry_side(is_short)] open_order = limit_order_open[entry_side(is_short)]
open_exit_order = limit_order_open[exit_side(is_short)] open_exit_order = limit_order_open[exit_side(is_short)]