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Improve backtest tests

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Matthias
2022-01-22 11:37:28 +01:00
parent ad28543d4d
commit bf0b95b3d8
4 changed files with 109 additions and 2 deletions
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8
tests/exchange/test_exchange.py
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@@ -3684,9 +3684,13 @@ def test__fetch_and_calculate_funding_fees(
type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
# TODO-lev: test this for longs
funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', amount, True, d1, d2)
funding_fees = exchange._fetch_and_calculate_funding_fees(
pair='ADA/USDT', amount=amount, is_short=True, open_date=d1, close_date=d2)
assert pytest.approx(funding_fees) == expected_fees
# Fees for Longs are inverted
funding_fees = exchange._fetch_and_calculate_funding_fees(
pair='ADA/USDT', amount=amount, is_short=False, open_date=d1, close_date=d2)
assert pytest.approx(funding_fees) == -expected_fees
@pytest.mark.parametrize('exchange,expected_fees', [