From 765ee5af5028606aca245b42650dbee8de3053f0 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Mon, 1 Nov 2021 02:51:59 -0600 Subject: [PATCH] Updated conftest funding_rate and mark_price --- tests/conftest.py | 202 +++++++++++++++++++++++++++----- tests/exchange/test_exchange.py | 42 +++++-- 2 files changed, 203 insertions(+), 41 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 344ce5a80..071b6132f 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -2371,37 +2371,115 @@ def limit_order_open(limit_buy_order_usdt_open, limit_sell_order_usdt_open): def mark_ohlcv(): return [ [ - 1635674520000, - 1.954, - 1.95435369, - 1.9524, - 1.95255532, + 1630454400000, + 2.770211435326142, + 2.7760202570103396, + 2.7347342529855143, + 2.7357522788430635, 0 ], [ - 1635674580000, - 1.95255532, - 1.95356934, - 1.9507, - 1.9507, + 1630458000000, + 2.735269545167237, + 2.7651119207106896, + 2.7248808874275636, + 2.7492972616764053, 0 ], [ - 1635674640000, - 1.9505, - 1.95240962, - 1.9502, - 1.9506914, + 1630461600000, + 2.7491481048915243, + 2.7671609375432853, + 2.745229551784277, + 2.760245773504276, 0 ], [ - 1635674700000, - 1.95067489, - 1.95124984, - 1.94852208, - 1.9486, + 1630465200000, + 2.760401812866193, + 2.761749613398891, + 2.742224897842422, + 2.761749613398891, 0 - ] + ], + [ + 1630468800000, + 2.7620775456230717, + 2.775325047797592, + 2.755971115233453, + 2.77160966718816, + 0 + ], + [ + 1630472400000, + 2.7728718875620535, + 2.7955600146848196, + 2.7592691116925816, + 2.787961168625268 + ], + [ + 1630476000000, + 2.788924005374514, + 2.80182349539391, + 2.774329229105576, + 2.7775662803443466, + 0 + ], + [ + 1630479600000, + 2.7813766192350453, + 2.798346488192056, + 2.77645121073195, + 2.7799615628667596, + 0 + ], + [ + 1630483200000, + 2.779641041095253, + 2.7925407904097304, + 2.7759817614742652, + 2.780262741297638, + 0 + ], + [ + 1630486800000, + 2.77978981220767, + 2.8464871136756833, + 2.7757262968052983, + 2.846220775920381, + 0 + ], + [ + 1630490400000, + 2.846414592861413, + 2.8518148465268256, + 2.8155014025617695, + 2.817651577376391 + ], + [ + 1630494000000, + 2.8180253150511034, + 2.8343230172207017, + 2.8101780247041037, + 2.817772761324752, + 0 + ], + [ + 1630497600000, + 2.8179208712533828, + 2.849455604187112, + 2.8133565804933927, + 2.8276620505921377, + 0 + ], + [ + 1630501200000, + 2.829210740051151, + 2.833768886983365, + 2.811042782941919, + 2.81926481267932, + 0 + ], ] @@ -2410,22 +2488,86 @@ def funding_rate_history(): return [ { "symbol": "ADA/USDT", - "fundingRate": 0.00042396, - "timestamp": 1635580800001 + "fundingRate": -0.000008, + "timestamp": 1630454400000, + "datetime": "2021-09-01T00:00:00.000Z" }, { "symbol": "ADA/USDT", - "fundingRate": 0.00036859, - "timestamp": 1635609600013 + "fundingRate": -0.000004, + "timestamp": 1630458000000, + "datetime": "2021-09-01T01:00:00.000Z" }, { "symbol": "ADA/USDT", - "fundingRate": 0.0005205, - "timestamp": 1635638400008 + "fundingRate": 0.000012, + "timestamp": 1630461600000, + "datetime": "2021-09-01T02:00:00.000Z" }, { "symbol": "ADA/USDT", - "fundingRate": 0.00068396, - "timestamp": 1635667200010 - } + "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, + "timestamp": 1630483200000, + "datetime": "2021-09-01T08:00:00.000Z" + }, + { + "symbol": "ADA/USDT", + "fundingRate": -0.000003, + "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" + }, ] diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index b95064f5c..2944205d7 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -3425,12 +3425,22 @@ def test__get_mark_price_history(mocker, default_conf, mark_ohlcv): # mocker.patch('freqtrade.exchange.Exchange.get_funding_fees', lambda pair, since: y) exchange = get_patched_exchange(mocker, default_conf, api_mock) - mark_prices = exchange._get_mark_price_history("ADA/USDT", 1635674520000) + mark_prices = exchange._get_mark_price_history("ADA/USDT", 1630454400000) assert mark_prices == { - 1635674520000: 1.954, - 1635674580000: 1.95255532, - 1635674640000: 1.9505, - 1635674700000: 1.95067489, + 1630454400000: 2.770211435326142, + 1630458000000: 2.735269545167237, + 1630461600000: 2.7491481048915243, + 1630465200000: 2.760401812866193, + 1630468800000: 2.7620775456230717, + 1630472400000: 2.7728718875620535, + 1630476000000: 2.788924005374514, + 1630479600000: 2.7813766192350453, + 1630483200000: 2.779641041095253, + 1630486800000: 2.77978981220767, + 1630490400000: 2.846414592861413, + 1630494000000: 2.8180253150511034, + 1630497600000: 2.8179208712533828, + 1630501200000: 2.829210740051151, } ccxt_exceptionhandlers( @@ -3441,7 +3451,7 @@ def test__get_mark_price_history(mocker, default_conf, mark_ohlcv): "_get_mark_price_history", "fetch_ohlcv", pair="ADA/USDT", - since=1635674520000 + since=1635580800001 ) @@ -3455,10 +3465,20 @@ def test_get_funding_rate_history(mocker, default_conf, funding_rate_history): funding_rates = exchange.get_funding_rate_history('ADA/USDT', 1635580800001) assert funding_rates == { - 1635580800001: 0.00042396, - 1635609600013: 0.00036859, - 1635638400008: 0.0005205, - 1635667200010: 0.00068396, + 1630454400000: -0.000008, + 1630458000000: -0.000004, + 1630461600000: 0.000012, + 1630465200000: -0.000003, + 1630468800000: -0.000007, + 1630472400000: 0.000003, + 1630476000000: 0.000019, + 1630479600000: 0.000003, + 1630483200000: 0, + 1630486800000: -0.000003, + 1630490400000: 0.000013, + 1630494000000: 0.000077, + 1630497600000: 0.000072, + 1630501200000: 0.000097, } ccxt_exceptionhandlers( @@ -3469,7 +3489,7 @@ def test_get_funding_rate_history(mocker, default_conf, funding_rate_history): "get_funding_rate_history", "fetch_funding_rate_history", pair="ADA/USDT", - since=1635580800001 + since=1630454400000 )