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Update funding_fee freqtradebot test

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Matthias
2021-12-11 09:49:48 +01:00
parent 6948414e47
commit 17bd990053
3 changed files with 72 additions and 67 deletions
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6
freqtrade/exchange/exchange.py
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@@ -1851,7 +1851,9 @@ class Exchange:
mark_comb: PairWithTimeframe = (
pair, '1h', CandleType.from_string(self._ft_has["mark_ohlcv_price"]))
# TODO-lev: funding_rate downloading this way is not yet possible.
# TODO-lev: 1h seems arbitrary and generates a lot of "empty" lines
# TODO-lev: probably a exchange-adjusted parameter would make more sense
funding_comb: PairWithTimeframe = (pair, '1h', CandleType.FUNDING_RATE)
candle_histories = self.refresh_latest_ohlcv(
[mark_comb, funding_comb],
@@ -1863,7 +1865,7 @@ class Exchange:
mark_rates = candle_histories[mark_comb]
df = funding_rates.merge(mark_rates, on='date', how="inner", suffixes=["_fund", "_mark"])
# TODO-lev: filter for relevant timeperiod?
df = df[(df['date'] >= open_date) & (df['date'] <= close_date)]
fees = sum(df['open_fund'] * df['open_mark'] * amount)
return fees