Revert "Removed backtesting funding-fee code"

This reverts commit a8657bb1ce.
This commit is contained in:
Sam Germain 2021-09-16 03:51:40 -06:00
parent 69eb898564
commit 17a12c5849

View File

@ -1637,22 +1637,6 @@ class Exchange:
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) from e raise OperationalException(e) from e
def fill_leverage_brackets(self):
"""
# TODO-lev: Should maybe be renamed, leverage_brackets might not be accurate for kraken
Assigns property _leverage_brackets to a dictionary of information about the leverage
allowed on each pair
"""
return
def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
"""
Returns the maximum leverage that a pair can be traded at
:param pair: The base/quote currency pair being traded
:nominal_value: The total value of the trade in quote currency (collateral + debt)
"""
return 1.0
def _get_premium_index(self, pair: str, date: datetime) -> float: def _get_premium_index(self, pair: str, date: datetime) -> float:
raise OperationalException(f'_get_premium_index has not been implemented on {self.name}') raise OperationalException(f'_get_premium_index has not been implemented on {self.name}')
@ -1684,6 +1668,22 @@ class Exchange:
""" """
raise OperationalException(f"Funding fee has not been implemented for {self.name}") raise OperationalException(f"Funding fee has not been implemented for {self.name}")
def fill_leverage_brackets(self):
"""
# TODO-lev: Should maybe be renamed, leverage_brackets might not be accurate for kraken
Assigns property _leverage_brackets to a dictionary of information about the leverage
allowed on each pair
"""
return
def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
"""
Returns the maximum leverage that a pair can be traded at
:param pair: The base/quote currency pair being traded
:nominal_value: The total value of the trade in quote currency (collateral + debt)
"""
return 1.0
@retrier @retrier
def _set_leverage( def _set_leverage(
self, self,