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Updated conftest funding_rate and mark_price

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This commit is contained in:
Sam Germain
2021-11-01 02:51:59 -06:00
parent 33b0778c0a
commit 765ee5af50
2 changed files with 203 additions and 41 deletions
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42
tests/exchange/test_exchange.py
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@@ -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
)