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New method for combining all funding fees within a time period

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This commit is contained in:
Sam Germain
2021-11-13 04:45:23 -06:00
parent 6b40792f80
commit 3c509a1f9b
13 changed files with 93 additions and 213 deletions
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26
tests/test_freqtradebot.py
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@@ -4761,7 +4761,19 @@ def test_update_funding_fees(
default_conf['collateral'] = 'isolated'
default_conf['dry_run'] = True
funding_rates = {
funding_rates_midnight = {
"LTC/BTC": {
1630454400000: 0.00032583,
},
"ETH/BTC": {
1630454400000: 0.0001,
},
"XRP/BTC": {
1630454400000: 0.00049426,
}
}
funding_rates_eight = {
"LTC/BTC": {
1630454400000: 0.00032583,
1630483200000: 0.00024472,
@@ -4798,7 +4810,7 @@ def test_update_funding_fees(
mocker.patch(
'freqtrade.exchange.Exchange.get_funding_rate_history',
side_effect=lambda pair, since: funding_rates[pair]
side_effect=lambda pair, since: funding_rates_midnight[pair]
)
mocker.patch.multiple(
@@ -4827,17 +4839,21 @@ def test_update_funding_fees(
assert trade.funding_fees == (
trade.amount *
mark_prices[trade.pair][1630454400000] *
funding_rates[trade.pair][1630454400000]
funding_rates_midnight[trade.pair][1630454400000]
)
mocker.patch('freqtrade.exchange.Exchange.create_order', return_value=open_exit_order)
# create_mock_trades(fee, False)
time_machine.move_to("2021-09-01 08:00:00 +00:00")
mocker.patch(
'freqtrade.exchange.Exchange.get_funding_rate_history',
side_effect=lambda pair, since: funding_rates_eight[pair]
)
if schedule_off:
for trade in trades:
assert trade.funding_fees == (
trade.amount *
mark_prices[trade.pair][1630454400000] *
funding_rates[trade.pair][1630454400000]
funding_rates_eight[trade.pair][1630454400000]
)
freqtrade.execute_trade_exit(
trade=trade,
@@ -4853,5 +4869,5 @@ def test_update_funding_fees(
assert trade.funding_fees == sum([
trade.amount *
mark_prices[trade.pair][time] *
funding_rates[trade.pair][time] for time in mark_prices[trade.pair].keys()
funding_rates_eight[trade.pair][time] for time in mark_prices[trade.pair].keys()
])