2021-08-09 09:35:27 +00:00
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import pytest
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2021-08-06 07:15:18 +00:00
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2021-08-09 09:35:27 +00:00
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from freqtrade.leverage import interest
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2022-08-10 18:56:04 +00:00
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from freqtrade.util import FtPrecise
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2021-08-09 06:00:50 +00:00
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2022-08-10 18:56:04 +00:00
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ten_mins = FtPrecise(1 / 6)
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five_hours = FtPrecise(5.0)
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twentyfive_hours = FtPrecise(25.0)
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2021-08-09 09:35:27 +00:00
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@pytest.mark.parametrize('exchange,interest_rate,hours,expected', [
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('binance', 0.0005, ten_mins, 0.00125),
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('binance', 0.00025, ten_mins, 0.000625),
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('binance', 0.00025, five_hours, 0.003125),
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('binance', 0.00025, twentyfive_hours, 0.015625),
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# Kraken
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('kraken', 0.0005, ten_mins, 0.06),
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('kraken', 0.00025, ten_mins, 0.03),
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('kraken', 0.00025, five_hours, 0.045),
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('kraken', 0.00025, twentyfive_hours, 0.12),
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])
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def test_interest(exchange, interest_rate, hours, expected):
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borrowed = FtPrecise(60.0)
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2022-08-31 08:18:28 +00:00
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assert pytest.approx(float(interest(
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exchange_name=exchange,
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borrowed=borrowed,
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rate=FtPrecise(interest_rate),
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hours=hours
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))) == expected
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