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Update ccxt_compat tests to also test funding_rate

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This commit is contained in:
Matthias 2021-12-06 20:03:32 +01:00
parent ce0df08ac7
commit a58c2c4f6c
2 changed files with 25 additions and 6 deletions
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1
freqtrade/configuration/configuration.py
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@ -437,7 +437,6 @@ class Configuration:
self._args_to_config(config, argname='candle_types',
logstring='Detected --candle-types: {}')
def _process_runmode(self, config: Dict[str, Any]) -> None:
self._args_to_config(config, argname='dry_run',

30
tests/exchange/test_ccxt_compat.py
View File

@ -11,6 +11,7 @@ from pathlib import Path
import pytest
from freqtrade.enums import CandleType
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
from freqtrade.resolvers.exchange_resolver import ExchangeResolver
from tests.conftest import get_default_conf_usdt
@ -51,14 +52,12 @@ EXCHANGES = {
'hasQuoteVolume': True,
'timeframe': '5m',
'futures': True,
'futures_fundingrate_tf': '8h',
'futures_pair': 'BTC/USDT:USDT',
},
'okex': {
'pair': 'BTC/USDT',
'hasQuoteVolume': True,
'timeframe': '5m',
'futures_fundingrate_tf': '8h',
'futures_pair': 'BTC/USDT:USDT',
'futures': True,
},
@ -182,7 +181,9 @@ class TestCCXTExchange():
exchange, exchangename = exchange
pair = EXCHANGES[exchangename]['pair']
timeframe = EXCHANGES[exchangename]['timeframe']
pair_tf = (pair, timeframe)
pair_tf = (pair, timeframe, CandleType.SPOT)
ohlcv = exchange.refresh_latest_ohlcv([pair_tf])
assert isinstance(ohlcv, dict)
assert len(ohlcv[pair_tf]) == len(exchange.klines(pair_tf))
@ -193,7 +194,6 @@ class TestCCXTExchange():
now = datetime.now(timezone.utc) - timedelta(minutes=(timeframe_to_minutes(timeframe) * 2))
assert exchange.klines(pair_tf).iloc[-1]['date'] >= timeframe_to_prev_date(timeframe, now)
@pytest.mark.skip("No futures support yet")
def test_ccxt_fetch_funding_rate_history(self, exchange_futures):
# TODO-lev: enable this test once Futures mode is enabled.
exchange, exchangename = exchange_futures
@ -206,12 +206,32 @@ class TestCCXTExchange():
rate = exchange.get_funding_rate_history(pair, since)
assert isinstance(rate, dict)
expected_tf = EXCHANGES[exchangename].get('futures_fundingrate_tf', '1h')
expected_tf = exchange._ft_has['mark_ohlcv_timeframe']
this_hour = timeframe_to_prev_date(expected_tf)
prev_tick = timeframe_to_prev_date(expected_tf, this_hour - timedelta(minutes=1))
assert rate[int(this_hour.timestamp() * 1000)] != 0.0
assert rate[int(prev_tick.timestamp() * 1000)] != 0.0
@pytest.mark.skip("No futures support yet")
def test_fetch_mark_price_history(self, exchange_futures):
exchange, exchangename = exchange_futures
if not exchange:
# exchange_futures only returns values for supported exchanges
return
pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
since = int((datetime.now(timezone.utc) - timedelta(days=5)).timestamp() * 1000)
mark_candles = exchange._get_mark_price_history(pair, since)
assert isinstance(mark_candles, dict)
expected_tf = '1h'
this_hour = timeframe_to_prev_date(expected_tf)
prev_tick = timeframe_to_prev_date(expected_tf, this_hour - timedelta(minutes=1))
assert mark_candles[int(this_hour.timestamp() * 1000)] != 0.0
assert mark_candles[int(prev_tick.timestamp() * 1000)] != 0.0
# TODO: tests fetch_trades (?)
def test_ccxt_get_fee(self, exchange):