From 84c6d92d4cf575e24c688b26072594d302994501 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 17 Jan 2022 19:26:03 +0100 Subject: [PATCH] calculate_funding_fees is actually a public exchange interface (used in backtesting). --- freqtrade/exchange/exchange.py | 4 ++-- freqtrade/exchange/kraken.py | 2 +- freqtrade/optimize/backtesting.py | 2 +- tests/exchange/test_exchange.py | 6 +++--- 4 files changed, 7 insertions(+), 7 deletions(-) diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 58b03e288..34dda1651 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -1923,7 +1923,7 @@ class Exchange: funding_rates = candle_histories[funding_comb] mark_rates = candle_histories[mark_comb] - return self._calculate_funding_fees( + return self.calculate_funding_fees( funding_rates=funding_rates, mark_rates=mark_rates, amount=amount, @@ -1931,7 +1931,7 @@ class Exchange: close_date=close_date ) - def _calculate_funding_fees( + def calculate_funding_fees( self, funding_rates: DataFrame, mark_rates: DataFrame, diff --git a/freqtrade/exchange/kraken.py b/freqtrade/exchange/kraken.py index 9e9fdcf79..a0f293f8c 100644 --- a/freqtrade/exchange/kraken.py +++ b/freqtrade/exchange/kraken.py @@ -159,7 +159,7 @@ class Kraken(Exchange): params['leverage'] = leverage return params - def _calculate_funding_fees( + def calculate_funding_fees( self, funding_rates: DataFrame, mark_rates: DataFrame, diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 9ebc639ed..7bc5081de 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -488,7 +488,7 @@ class Backtesting: sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime() if self.trading_mode == TradingMode.FUTURES: - trade.funding_fees = self.exchange._calculate_funding_fees( + trade.funding_fees = self.exchange.calculate_funding_fees( funding_rates=self.futures_data[CandleType.FUNDING_RATE][trade.pair], mark_rates=self.futures_data[CandleType.MARK][trade.pair], amount=trade.amount, diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 10956d048..d322b2d23 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -3563,7 +3563,7 @@ def test__calculate_funding_fees( {'date': trade_date, 'open': mark_price}, ]) - assert exchange._calculate_funding_fees( + assert exchange.calculate_funding_fees( funding_rates=funding_rates, mark_rates=mark_rates, amount=size, @@ -3574,7 +3574,7 @@ def test__calculate_funding_fees( if (kraken_fee is None): with pytest.raises(OperationalException): - kraken._calculate_funding_fees( + kraken.calculate_funding_fees( funding_rates=funding_rates, mark_rates=mark_rates, amount=size, @@ -3584,7 +3584,7 @@ def test__calculate_funding_fees( ) else: - assert kraken._calculate_funding_fees( + assert kraken.calculate_funding_fees( funding_rates=funding_rates, mark_rates=mark_rates, amount=size,