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All funding fee test_exchange tests pass

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This commit is contained in:
Sam Germain 2021-11-01 07:52:40 -06:00
parent 863e0bf837
commit 3de42da29a
2 changed files with 27 additions and 8 deletions
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4
freqtrade/exchange/exchange.py
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@ -1743,6 +1743,7 @@ class Exchange:
except ccxt.BaseError as e: except ccxt.BaseError as e:
raise OperationalException(e) from e raise OperationalException(e) from e
@retrier
def _get_mark_price_history( def _get_mark_price_history(
self, self,
pair: str, pair: str,
@ -1784,7 +1785,7 @@ class Exchange:
pair: str, pair: str,
amount: float, amount: float,
open_date: datetime, open_date: datetime,
close_date: Optional[datetime] close_date: Optional[datetime] = None
) -> float: ) -> float:
""" """
calculates the sum of all funding fees that occurred for a pair during a futures trade calculates the sum of all funding fees that occurred for a pair during a futures trade
@ -1816,6 +1817,7 @@ class Exchange:
return fees return fees
@retrier
def get_funding_rate_history( def get_funding_rate_history(
self, self,
pair: str, pair: str,

31
tests/exchange/test_exchange.py
View File

@ -3583,21 +3583,38 @@ def test_calculate_funding_fees(
assert funding_fees == expected_fees assert funding_fees == expected_fees
@pytest.mark.parametrize('name,expected_fees_8,expected_fees_10,expected_fees_12', [
('binance', -0.0009140999999999999, -0.0009140999999999999, -0.0009140999999999999),
('kraken', -0.0014937, -0.0014937, 0.0045759),
('ftx', 0.0010008000000000003, 0.0021084, 0.0146691),
('gateio', -0.0009140999999999999, -0.0009140999999999999, -0.0009140999999999999),
])
def test_calculate_funding_fees_datetime_called( def test_calculate_funding_fees_datetime_called(
mocker, mocker,
default_conf, default_conf,
funding_rate_history, funding_rate_history,
mark_ohlcv mark_ohlcv,
name,
time_machine,
expected_fees_8,
expected_fees_10,
expected_fees_12
): ):
api_mock = MagicMock() api_mock = MagicMock()
api_mock.fetch_ohlcv = MagicMock(return_value=mark_ohlcv) api_mock.fetch_ohlcv = MagicMock(return_value=mark_ohlcv)
api_mock.fetch_funding_rate_history = MagicMock(return_value=funding_rate_history) api_mock.fetch_funding_rate_history = MagicMock(return_value=funding_rate_history)
datetime = MagicMock()
datetime.now = MagicMock()
type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True}) type(api_mock).has = PropertyMock(return_value={'fetchOHLCV': True})
type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True}) type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True})
# TODO-lev: Add datetime MagicMock exchange = get_patched_exchange(mocker, default_conf, api_mock, id=name)
exchange = get_patched_exchange(mocker, default_conf, api_mock) d1 = datetime.strptime("2021-09-01 00:00:00 +0000", '%Y-%m-%d %H:%M:%S %z')
exchange.calculate_funding_fees('ADA/USDT', 30.0, datetime("2021-09-01 00:00:00"))
assert datetime.now.call_count == 1 time_machine.move_to("2021-09-01 08:00:00 +00:00")
funding_fees = exchange.calculate_funding_fees('ADA/USDT', 30.0, d1)
assert funding_fees == expected_fees_8
time_machine.move_to("2021-09-01 10:00:00 +00:00")
funding_fees = exchange.calculate_funding_fees('ADA/USDT', 30.0, d1)
assert funding_fees == expected_fees_10
time_machine.move_to("2021-09-01 12:00:00 +00:00")
funding_fees = exchange.calculate_funding_fees('ADA/USDT', 30.0, d1)
assert funding_fees == expected_fees_12