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Finished test_calculate_funding_fees

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Sam Germain
2021-11-01 06:28:03 -06:00
parent 765ee5af50
commit ba95172d07
3 changed files with 135 additions and 134 deletions
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12
freqtrade/exchange/exchange.py
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@@ -1711,8 +1711,8 @@ class Exchange:
def _get_funding_fee_dates(self, d1: datetime, d2: datetime):
d1_hours = d1.hour + 1 if self.funding_fee_cutoff(d1) else d1.hour
d1 = datetime(d1.year, d1.month, d1.day, d1_hours)
d2 = datetime(d2.year, d2.month, d2.day, d2.hour)
d1 = datetime(d1.year, d1.month, d1.day, d1_hours, tzinfo=timezone.utc)
d2 = datetime(d2.year, d2.month, d2.day, d2.hour, tzinfo=timezone.utc)
results = []
d3 = d1
@@ -1799,15 +1799,15 @@ class Exchange:
close_date = datetime.now(timezone.utc)
funding_rate_history = self.get_funding_rate_history(
pair,
int(open_date.timestamp())
int(open_date.timestamp() * 1000)
)
mark_price_history = self._get_mark_price_history(
pair,
int(open_date.timestamp())
int(open_date.timestamp() * 1000)
)
for date in self._get_funding_fee_dates(open_date, close_date):
funding_rate = funding_rate_history[date.timestamp]
mark_price = mark_price_history[date.timestamp]
funding_rate = funding_rate_history[int(date.timestamp()) * 1000]
mark_price = mark_price_history[int(date.timestamp()) * 1000]
fees += self._get_funding_fee(
contract_size=amount,
mark_price=mark_price,