test: simplify funding fee test

This commit is contained in:
Matthias
2026-03-21 14:08:20 +01:00
parent a2b1c3710f
commit cbeae975f0
+6 -31
View File
@@ -5343,19 +5343,18 @@ def test_get_max_leverage_from_margin(default_conf, mocker, pair, nominal_value,
@pytest.mark.parametrize(
"size,funding_rate,mark_price,time_in_ratio,funding_fee,kraken_fee",
"size,funding_rate,mark_price,time_in_ratio,funding_fee",
[
(10, 0.0001, 2.0, 1.0, 0.002, 0.002),
(10, 0.0002, 2.0, 0.01, 0.004, 0.00004),
(10, 0.0002, 2.5, None, 0.005, None),
(10, 0.0002, nan, None, 0.0, None),
(10, 0.0001, 2.0, 1.0, 0.002),
(10, 0.0002, 2.0, 0.01, 0.004),
(10, 0.0002, 2.5, None, 0.005),
(10, 0.0002, nan, None, 0.0),
],
)
def test_calculate_funding_fees(
default_conf, mocker, size, funding_rate, mark_price, funding_fee, kraken_fee, time_in_ratio
default_conf, mocker, size, funding_rate, mark_price, funding_fee, time_in_ratio
):
exchange = get_patched_exchange(mocker, default_conf)
kraken = get_patched_exchange(mocker, default_conf, exchange="kraken")
prior_date = timeframe_to_prev_date("1h", datetime.now(UTC) - timedelta(hours=1))
trade_date = timeframe_to_prev_date("1h", datetime.now(UTC))
funding_rates = DataFrame(
@@ -5384,30 +5383,6 @@ def test_calculate_funding_fees(
== funding_fee
)
if kraken_fee is None:
with pytest.raises(OperationalException):
kraken.calculate_funding_fees(
df,
amount=size,
is_short=True,
open_date=trade_date,
close_date=trade_date,
time_in_ratio=time_in_ratio,
)
else:
assert (
kraken.calculate_funding_fees(
df,
amount=size,
is_short=True,
open_date=trade_date,
close_date=trade_date,
time_in_ratio=time_in_ratio,
)
== kraken_fee
)
@pytest.mark.parametrize(
"mark_price,funding_rate,futures_funding_rate",