test: simplify funding fee test
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@@ -5343,19 +5343,18 @@ def test_get_max_leverage_from_margin(default_conf, mocker, pair, nominal_value,
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@pytest.mark.parametrize(
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@pytest.mark.parametrize(
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"size,funding_rate,mark_price,time_in_ratio,funding_fee,kraken_fee",
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"size,funding_rate,mark_price,time_in_ratio,funding_fee",
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[
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[
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(10, 0.0001, 2.0, 1.0, 0.002, 0.002),
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(10, 0.0001, 2.0, 1.0, 0.002),
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(10, 0.0002, 2.0, 0.01, 0.004, 0.00004),
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(10, 0.0002, 2.0, 0.01, 0.004),
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(10, 0.0002, 2.5, None, 0.005, None),
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(10, 0.0002, 2.5, None, 0.005),
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(10, 0.0002, nan, None, 0.0, None),
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(10, 0.0002, nan, None, 0.0),
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],
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],
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)
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)
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def test_calculate_funding_fees(
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def test_calculate_funding_fees(
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default_conf, mocker, size, funding_rate, mark_price, funding_fee, kraken_fee, time_in_ratio
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default_conf, mocker, size, funding_rate, mark_price, funding_fee, time_in_ratio
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):
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):
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exchange = get_patched_exchange(mocker, default_conf)
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exchange = get_patched_exchange(mocker, default_conf)
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kraken = get_patched_exchange(mocker, default_conf, exchange="kraken")
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prior_date = timeframe_to_prev_date("1h", datetime.now(UTC) - timedelta(hours=1))
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prior_date = timeframe_to_prev_date("1h", datetime.now(UTC) - timedelta(hours=1))
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trade_date = timeframe_to_prev_date("1h", datetime.now(UTC))
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trade_date = timeframe_to_prev_date("1h", datetime.now(UTC))
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funding_rates = DataFrame(
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funding_rates = DataFrame(
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@@ -5384,30 +5383,6 @@ def test_calculate_funding_fees(
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== funding_fee
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== funding_fee
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)
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)
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if kraken_fee is None:
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with pytest.raises(OperationalException):
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kraken.calculate_funding_fees(
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df,
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amount=size,
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is_short=True,
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open_date=trade_date,
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close_date=trade_date,
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time_in_ratio=time_in_ratio,
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)
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else:
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assert (
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kraken.calculate_funding_fees(
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df,
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amount=size,
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is_short=True,
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open_date=trade_date,
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close_date=trade_date,
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time_in_ratio=time_in_ratio,
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)
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== kraken_fee
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)
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@pytest.mark.parametrize(
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@pytest.mark.parametrize(
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"mark_price,funding_rate,futures_funding_rate",
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"mark_price,funding_rate,futures_funding_rate",
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