stable/tests/leverage/test_interest.py

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from decimal import Decimal
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from math import isclose
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import pytest
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from freqtrade.leverage import interest
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ten_mins = Decimal(1/6)
five_hours = Decimal(5.0)
twentyfive_hours = Decimal(25.0)
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@pytest.mark.parametrize('exchange,interest_rate,hours,expected', [
('binance', 0.0005, ten_mins, 0.00125),
('binance', 0.00025, ten_mins, 0.000625),
('binance', 0.00025, five_hours, 0.003125),
('binance', 0.00025, twentyfive_hours, 0.015625),
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# Kraken
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('kraken', 0.0005, ten_mins, 0.06),
('kraken', 0.00025, ten_mins, 0.03),
('kraken', 0.00025, five_hours, 0.045),
('kraken', 0.00025, twentyfive_hours, 0.12),
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# FTX
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('ftx', 0.0005, ten_mins, 0.00125),
('ftx', 0.00025, ten_mins, 0.000625),
('ftx', 0.00025, five_hours, 0.003125),
('ftx', 0.00025, twentyfive_hours, 0.015625),
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])
def test_interest(exchange, interest_rate, hours, expected):
borrowed = Decimal(60.0)
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assert isclose(interest(
exchange_name=exchange,
borrowed=borrowed,
rate=Decimal(interest_rate),
hours=hours
), expected)