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Extract funding and mark mergin to separate method

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This commit is contained in:
Matthias
2022-01-17 19:39:58 +01:00
parent 84c6d92d4c
commit 82c90c0049
3 changed files with 24 additions and 19 deletions
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12
tests/exchange/test_exchange.py
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@@ -3540,7 +3540,7 @@ def test_get_max_leverage(default_conf, mocker, pair, nominal_value, max_lev):
(10, 0.0002, 2.0, 0.01, 0.004, 0.00004),
(10, 0.0002, 2.5, None, 0.005, None),
])
def test__calculate_funding_fees(
def test_calculate_funding_fees(
default_conf,
mocker,
size,
@@ -3562,10 +3562,10 @@ def test__calculate_funding_fees(
{'date': prior_date, 'open': mark_price},
{'date': trade_date, 'open': mark_price},
])
df = exchange.combine_funding_and_mark(funding_rates, mark_rates)
assert exchange.calculate_funding_fees(
funding_rates=funding_rates,
mark_rates=mark_rates,
df,
amount=size,
open_date=trade_date,
close_date=trade_date,
@@ -3575,8 +3575,7 @@ def test__calculate_funding_fees(
if (kraken_fee is None):
with pytest.raises(OperationalException):
kraken.calculate_funding_fees(
funding_rates=funding_rates,
mark_rates=mark_rates,
df,
amount=size,
open_date=trade_date,
close_date=trade_date,
@@ -3585,8 +3584,7 @@ def test__calculate_funding_fees(
else:
assert kraken.calculate_funding_fees(
funding_rates=funding_rates,
mark_rates=mark_rates,
df,
amount=size,
open_date=trade_date,
close_date=trade_date,