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Merge branch 'feat/short' into futures_pairlist

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Matthias
2021-11-15 19:12:36 +01:00
parent 6cc3f65a83 1b058d882d
commit 4e9b83e170
25 changed files with 966 additions and 244 deletions
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128
tests/conftest.py
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@@ -2404,3 +2404,131 @@ def limit_order_open(limit_buy_order_usdt_open, limit_sell_order_usdt_open):
'buy': limit_buy_order_usdt_open,
'sell': limit_sell_order_usdt_open
}
@pytest.fixture(scope='function')
def mark_ohlcv():
return [
[1630454400000, 2.77, 2.77, 2.73, 2.73, 0],
[1630458000000, 2.73, 2.76, 2.72, 2.74, 0],
[1630461600000, 2.74, 2.76, 2.74, 2.76, 0],
[1630465200000, 2.76, 2.76, 2.74, 2.76, 0],
[1630468800000, 2.76, 2.77, 2.75, 2.77, 0],
[1630472400000, 2.77, 2.79, 2.75, 2.78, 0],
[1630476000000, 2.78, 2.80, 2.77, 2.77, 0],
[1630479600000, 2.78, 2.79, 2.77, 2.77, 0],
[1630483200000, 2.77, 2.79, 2.77, 2.78, 0],
[1630486800000, 2.77, 2.84, 2.77, 2.84, 0],
[1630490400000, 2.84, 2.85, 2.81, 2.81, 0],
[1630494000000, 2.81, 2.83, 2.81, 2.81, 0],
[1630497600000, 2.81, 2.84, 2.81, 2.82, 0],
[1630501200000, 2.82, 2.83, 2.81, 2.81, 0],
]
@pytest.fixture(scope='function')
def funding_rate_history_hourly():
return [
{
"symbol": "ADA/USDT",
"fundingRate": -0.000008,
"timestamp": 1630454400000,
"datetime": "2021-09-01T00:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": -0.000004,
"timestamp": 1630458000000,
"datetime": "2021-09-01T01:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.000012,
"timestamp": 1630461600000,
"datetime": "2021-09-01T02:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": -0.000003,
"timestamp": 1630465200000,
"datetime": "2021-09-01T03:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": -0.000007,
"timestamp": 1630468800000,
"datetime": "2021-09-01T04:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.000003,
"timestamp": 1630472400000,
"datetime": "2021-09-01T05:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.000019,
"timestamp": 1630476000000,
"datetime": "2021-09-01T06:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.000003,
"timestamp": 1630479600000,
"datetime": "2021-09-01T07:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": -0.000003,
"timestamp": 1630483200000,
"datetime": "2021-09-01T08:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": 0,
"timestamp": 1630486800000,
"datetime": "2021-09-01T09:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.000013,
"timestamp": 1630490400000,
"datetime": "2021-09-01T10:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.000077,
"timestamp": 1630494000000,
"datetime": "2021-09-01T11:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.000072,
"timestamp": 1630497600000,
"datetime": "2021-09-01T12:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": 0.000097,
"timestamp": 1630501200000,
"datetime": "2021-09-01T13:00:00.000Z"
},
]
@pytest.fixture(scope='function')
def funding_rate_history_octohourly():
return [
{
"symbol": "ADA/USDT",
"fundingRate": -0.000008,
"timestamp": 1630454400000,
"datetime": "2021-09-01T00:00:00.000Z"
},
{
"symbol": "ADA/USDT",
"fundingRate": -0.000003,
"timestamp": 1630483200000,
"datetime": "2021-09-01T08:00:00.000Z"
}
]