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updated test_get_funding_fees to test for funding fees at beginning of trade also

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This commit is contained in:
Sam Germain 2021-11-08 01:51:17 -06:00
parent bea37e5ea3
commit 7122cb2fe9
1 changed files with 44 additions and 16 deletions
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60
tests/test_freqtradebot.py
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@ -4715,7 +4715,8 @@ def test_update_funding_fees_schedule(mocker, default_conf, trading_mode, calls,
assert freqtrade.update_funding_fees.call_count == calls
def test_update_funding_fees(mocker, default_conf, time_machine, fee):
@pytest.mark.parametrize('is_short', [True, False])
def test_update_funding_fees(mocker, default_conf, time_machine, fee, is_short, limit_order_open):
'''
nominal_value = mark_price * size
funding_fee = nominal_value * funding_rate
@ -4733,8 +4734,19 @@ def test_update_funding_fees(mocker, default_conf, time_machine, fee):
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
'''
# SETUP
time_machine.move_to("2021-09-01 00:00:00 +00:00")
open_order = limit_order_open[enter_side(is_short)]
bid = 0.11
enter_rate_mock = MagicMock(return_value=bid)
enter_mm = MagicMock(return_value=open_order)
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf['trading_mode'] = 'futures'
default_conf['collateral'] = 'isolated'
default_conf['dry_run'] = True
funding_rates = {
"LTC/BTC": {
1630454400000: 0.00032583,
@ -4744,10 +4756,6 @@ def test_update_funding_fees(mocker, default_conf, time_machine, fee):
1630454400000: 0.0001,
1630483200000: 0.0001,
},
"ETC/BTC": {
1630454400000: 0.00031077,
1630483200000: 0.00022655,
},
"XRP/BTC": {
1630454400000: 0.00049426,
1630483200000: 0.00032715,
@ -4763,10 +4771,6 @@ def test_update_funding_fees(mocker, default_conf, time_machine, fee):
1630454400000: 2.4,
1630483200000: 2.5,
},
"ETC/BTC": {
1630454400000: 4.3,
1630483200000: 4.1,
},
"XRP/BTC": {
1630454400000: 1.2,
1630483200000: 1.2,
@ -4782,17 +4786,41 @@ def test_update_funding_fees(mocker, default_conf, time_machine, fee):
'freqtrade.exchange.Exchange.get_funding_rate_history',
side_effect=lambda pair, since: funding_rates[pair]
)
patch_RPCManager(mocker)
patch_exchange(mocker)
default_conf['trading_mode'] = 'futures'
default_conf['collateral'] = 'isolated'
default_conf['dry_run'] = True
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
get_rate=enter_rate_mock,
fetch_ticker=MagicMock(return_value={
'bid': 1.9,
'ask': 2.2,
'last': 1.9
}),
create_order=enter_mm,
get_min_pair_stake_amount=MagicMock(return_value=1),
get_fee=fee,
)
freqtrade = get_patched_freqtradebot(mocker, default_conf)
create_mock_trades(fee, False)
# initial funding fees,
freqtrade.execute_entry('ETH/BTC', 123)
freqtrade.execute_entry('LTC/BTC', 2.0)
freqtrade.execute_entry('XRP/BTC', 123)
trades = Trade.get_open_trades()
assert len(trades) == 3
for trade in trades:
assert trade.funding_fees == (
trade.amount *
mark_prices[trade.pair][1630454400000] *
funding_rates[trade.pair][1630454400000]
)
# create_mock_trades(fee, False)
time_machine.move_to("2021-09-01 08:00:00 +00:00")
freqtrade._schedule.run_pending()
trades = Trade.get_open_trades()
# Funding fees for 00:00 and 08:00
for trade in trades:
assert trade.funding_fees == sum([
trade.amount *