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Test keyerror case for funding_Fee calculation

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This commit is contained in:
Matthias 2022-09-08 07:24:57 +02:00
parent 4e15611b05
commit 39b6cadd14
2 changed files with 14 additions and 6 deletions
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2
freqtrade/exchange/exchange.py
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@ -2514,7 +2514,7 @@ class Exchange:
funding_rates = candle_histories[funding_comb]
mark_rates = candle_histories[mark_comb]
except KeyError:
raise ExchangeError("Could not find funding rates") from None
raise ExchangeError("Could not find funding rates.") from None
funding_mark_rates = self.combine_funding_and_mark(
funding_rates=funding_rates, mark_rates=mark_rates)

18
tests/exchange/test_exchange.py
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@ -11,8 +11,9 @@ import pytest
from pandas import DataFrame
from freqtrade.enums import CandleType, MarginMode, TradingMode
from freqtrade.exceptions import (DDosProtection, DependencyException, InvalidOrderException,
OperationalException, PricingError, TemporaryError)
from freqtrade.exceptions import (DDosProtection, DependencyException, ExchangeError,
InvalidOrderException, OperationalException, PricingError,
TemporaryError)
from freqtrade.exchange import (Binance, Bittrex, Exchange, Kraken, amount_to_precision,
date_minus_candles, market_is_active, price_to_precision,
timeframe_to_minutes, timeframe_to_msecs, timeframe_to_next_date,
@ -4179,17 +4180,24 @@ def test__fetch_and_calculate_funding_fees(
type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
ex = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
mocker.patch('freqtrade.exchange.Exchange.timeframes', PropertyMock(
return_value=['1h', '4h', '8h']))
funding_fees = exchange._fetch_and_calculate_funding_fees(
funding_fees = ex._fetch_and_calculate_funding_fees(
pair='ADA/USDT', amount=amount, is_short=True, open_date=d1, close_date=d2)
assert pytest.approx(funding_fees) == expected_fees
# Fees for Longs are inverted
funding_fees = exchange._fetch_and_calculate_funding_fees(
funding_fees = ex._fetch_and_calculate_funding_fees(
pair='ADA/USDT', amount=amount, is_short=False, open_date=d1, close_date=d2)
assert pytest.approx(funding_fees) == -expected_fees
# Return empty "refresh_latest"
mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", return_value={})
ex = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
with pytest.raises(ExchangeError, match="Could not find funding rates."):
ex._fetch_and_calculate_funding_fees(
pair='ADA/USDT', amount=amount, is_short=False, open_date=d1, close_date=d2)
@pytest.mark.parametrize('exchange,expected_fees', [
('binance', -0.0009140999999999999),