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Removed docstring indents

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Sam Germain 2021-11-09 01:00:57 -06:00
parent d0b91b334e
commit 6c8501dadc
4 changed files with 61 additions and 61 deletions
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6
freqtrade/exchange/binance.py
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@ -231,8 +231,8 @@ class Binance(Exchange):
def funding_fee_cutoff(self, d: datetime): def funding_fee_cutoff(self, d: datetime):
''' '''
# TODO-lev: Double check that gateio, ftx, and kraken don't also have this # TODO-lev: Double check that gateio, ftx, and kraken don't also have this
:param d: The open date for a trade :param d: The open date for a trade
:return: The cutoff open time for when a funding fee is charged :return: The cutoff open time for when a funding fee is charged
''' '''
return d.minute > 0 or (d.minute == 0 and d.second > 15) return d.minute > 0 or (d.minute == 0 and d.second > 15)

64
freqtrade/exchange/exchange.py
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@ -1608,10 +1608,10 @@ class Exchange:
@retrier @retrier
def _get_funding_fees_from_exchange(self, pair: str, since: Union[datetime, int]) -> float: def _get_funding_fees_from_exchange(self, pair: str, since: Union[datetime, int]) -> float:
""" """
Returns the sum of all funding fees that were exchanged for a pair within a timeframe Returns the sum of all funding fees that were exchanged for a pair within a timeframe
:param pair: (e.g. ADA/USDT) :param pair: (e.g. ADA/USDT)
:param since: The earliest time of consideration for calculating funding fees, :param since: The earliest time of consideration for calculating funding fees,
in unix time or as a datetime in unix time or as a datetime
""" """
# TODO-lev: Add dry-run handling for this. # TODO-lev: Add dry-run handling for this.
@ -1638,17 +1638,17 @@ class Exchange:
def fill_leverage_brackets(self): def fill_leverage_brackets(self):
""" """
Assigns property _leverage_brackets to a dictionary of information about the leverage Assigns property _leverage_brackets to a dictionary of information about the leverage
allowed on each pair allowed on each pair
Not used if the exchange has a static max leverage value for the account or each pair Not used if the exchange has a static max leverage value for the account or each pair
""" """
return return
def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float: def get_max_leverage(self, pair: Optional[str], nominal_value: Optional[float]) -> float:
""" """
Returns the maximum leverage that a pair can be traded at Returns the maximum leverage that a pair can be traded at
:param pair: The base/quote currency pair being traded :param pair: The base/quote currency pair being traded
:nominal_value: The total value of the trade in quote currency (collateral + debt) :nominal_value: The total value of the trade in quote currency (collateral + debt)
""" """
market = self.markets[pair] market = self.markets[pair]
if ( if (
@ -1668,13 +1668,13 @@ class Exchange:
time_in_ratio: Optional[float] = None time_in_ratio: Optional[float] = None
) -> float: ) -> float:
""" """
Calculates a single funding fee Calculates a single funding fee
:param size: contract size * number of contracts :param size: contract size * number of contracts
:param mark_price: The price of the asset that the contract is based off of :param mark_price: The price of the asset that the contract is based off of
:param funding_rate: the interest rate and the premium :param funding_rate: the interest rate and the premium
- interest rate: - interest rate:
- premium: varies by price difference between the perpetual contract and mark price - premium: varies by price difference between the perpetual contract and mark price
:param time_in_ratio: Not used by most exchange classes :param time_in_ratio: Not used by most exchange classes
""" """
nominal_value = mark_price * size nominal_value = mark_price * size
return nominal_value * funding_rate return nominal_value * funding_rate
@ -1687,8 +1687,8 @@ class Exchange:
trading_mode: Optional[TradingMode] = None trading_mode: Optional[TradingMode] = None
): ):
""" """
Set's the leverage before making a trade, in order to not Set's the leverage before making a trade, in order to not
have the same leverage on every trade have the same leverage on every trade
""" """
if self._config['dry_run'] or not self.exchange_has("setLeverage"): if self._config['dry_run'] or not self.exchange_has("setLeverage"):
# Some exchanges only support one collateral type # Some exchanges only support one collateral type
@ -1706,8 +1706,8 @@ class Exchange:
def funding_fee_cutoff(self, d: datetime): def funding_fee_cutoff(self, d: datetime):
''' '''
:param d: The open date for a trade :param d: The open date for a trade
:return: The cutoff open time for when a funding fee is charged :return: The cutoff open time for when a funding fee is charged
''' '''
return d.minute > 0 or d.second > 0 return d.minute > 0 or d.second > 0
@ -1729,8 +1729,8 @@ class Exchange:
@retrier @retrier
def set_margin_mode(self, pair: str, collateral: Collateral, params: dict = {}): def set_margin_mode(self, pair: str, collateral: Collateral, params: dict = {}):
''' '''
Set's the margin mode on the exchange to cross or isolated for a specific pair Set's the margin mode on the exchange to cross or isolated for a specific pair
:param pair: base/quote currency pair (e.g. "ADA/USDT") :param pair: base/quote currency pair (e.g. "ADA/USDT")
''' '''
if self._config['dry_run'] or not self.exchange_has("setMarginMode"): if self._config['dry_run'] or not self.exchange_has("setMarginMode"):
# Some exchanges only support one collateral type # Some exchanges only support one collateral type
@ -1753,7 +1753,7 @@ class Exchange:
since: int since: int
) -> Dict: ) -> Dict:
""" """
Get's the mark price history for a pair Get's the mark price history for a pair
""" """
try: try:
@ -1802,11 +1802,11 @@ class Exchange:
close_date: Optional[datetime] = None 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
:param pair: The quote/base pair of the trade :param pair: The quote/base pair of the trade
:param amount: The quantity of the trade :param amount: The quantity of the trade
:param open_date: The date and time that the trade started :param open_date: The date and time that the trade started
:param close_date: The date and time that the trade ended :param close_date: The date and time that the trade ended
""" """
fees: float = 0 fees: float = 0
@ -1869,9 +1869,9 @@ class Exchange:
since: int, since: int,
) -> Dict: ) -> Dict:
''' '''
:param pair: quote/base currency pair :param pair: quote/base currency pair
:param since: timestamp in ms of the beginning time :param since: timestamp in ms of the beginning time
:param end: timestamp in ms of the end time :param end: timestamp in ms of the end time
''' '''
if not self.exchange_has("fetchFundingRateHistory"): if not self.exchange_has("fetchFundingRateHistory"):
raise ExchangeError( raise ExchangeError(

22
freqtrade/exchange/kraken.py
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@ -165,17 +165,17 @@ class Kraken(Exchange):
time_in_ratio: Optional[float] = None time_in_ratio: Optional[float] = None
) -> float: ) -> float:
""" """
# ! This method will always error when run by Freqtrade because time_in_ratio is never # ! This method will always error when run by Freqtrade because time_in_ratio is never
# ! passed to _get_funding_fee. For kraken futures to work in dry run and backtesting # ! passed to _get_funding_fee. For kraken futures to work in dry run and backtesting
# ! functionality must be added that passes the parameter time_in_ratio to # ! functionality must be added that passes the parameter time_in_ratio to
# ! _get_funding_fee when using Kraken # ! _get_funding_fee when using Kraken
Calculates a single funding fee Calculates a single funding fee
:param size: contract size * number of contracts :param size: contract size * number of contracts
:param mark_price: The price of the asset that the contract is based off of :param mark_price: The price of the asset that the contract is based off of
:param funding_rate: the interest rate and the premium :param funding_rate: the interest rate and the premium
- interest rate: - interest rate:
- premium: varies by price difference between the perpetual contract and mark price - premium: varies by price difference between the perpetual contract and mark price
:param time_in_ratio: time elapsed within funding period without position alteration :param time_in_ratio: time elapsed within funding period without position alteration
""" """
if not time_in_ratio: if not time_in_ratio:
raise OperationalException( raise OperationalException(

30
tests/test_freqtradebot.py
View File

@ -4718,21 +4718,21 @@ def test_update_funding_fees_schedule(mocker, default_conf, trading_mode, calls,
@pytest.mark.parametrize('is_short', [True, False]) @pytest.mark.parametrize('is_short', [True, False])
def test_update_funding_fees(mocker, default_conf, time_machine, fee, is_short, limit_order_open): def test_update_funding_fees(mocker, default_conf, time_machine, fee, is_short, limit_order_open):
''' '''
nominal_value = mark_price * size nominal_value = mark_price * size
funding_fee = nominal_value * funding_rate funding_fee = nominal_value * funding_rate
size = 123 size = 123
"LTC/BTC" "LTC/BTC"
time: 0, mark: 3.3, fundRate: 0.00032583, nominal_value: 405.9, fundFee: 0.132254397 time: 0, mark: 3.3, fundRate: 0.00032583, nominal_value: 405.9, fundFee: 0.132254397
time: 8, mark: 3.2, fundRate: 0.00024472, nominal_value: 393.6, fundFee: 0.096321792 time: 8, mark: 3.2, fundRate: 0.00024472, nominal_value: 393.6, fundFee: 0.096321792
"ETH/BTC" "ETH/BTC"
time: 0, mark: 2.4, fundRate: 0.0001, nominal_value: 295.2, fundFee: 0.02952 time: 0, mark: 2.4, fundRate: 0.0001, nominal_value: 295.2, fundFee: 0.02952
time: 8, mark: 2.5, fundRate: 0.0001, nominal_value: 307.5, fundFee: 0.03075 time: 8, mark: 2.5, fundRate: 0.0001, nominal_value: 307.5, fundFee: 0.03075
"ETC/BTC" "ETC/BTC"
time: 0, mark: 4.3, fundRate: 0.00031077, nominal_value: 528.9, fundFee: 0.164366253 time: 0, mark: 4.3, fundRate: 0.00031077, nominal_value: 528.9, fundFee: 0.164366253
time: 8, mark: 4.1, fundRate: 0.00022655, nominal_value: 504.3, fundFee: 0.114249165 time: 8, mark: 4.1, fundRate: 0.00022655, nominal_value: 504.3, fundFee: 0.114249165
"XRP/BTC" "XRP/BTC"
time: 0, mark: 1.2, fundRate: 0.00049426, nominal_value: 147.6, fundFee: 0.072952776 time: 0, mark: 1.2, fundRate: 0.00049426, nominal_value: 147.6, fundFee: 0.072952776
time: 8, mark: 1.2, fundRate: 0.00032715, nominal_value: 147.6, fundFee: 0.04828734 time: 8, mark: 1.2, fundRate: 0.00032715, nominal_value: 147.6, fundFee: 0.04828734
''' '''
# SETUP # SETUP
time_machine.move_to("2021-09-01 00:00:00 +00:00") time_machine.move_to("2021-09-01 00:00:00 +00:00")