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Split funding fee calculation from Download

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This commit is contained in:
Matthias
2022-01-08 11:01:14 +01:00
parent f090dcc597
commit ef3a1ea8f2
3 changed files with 35 additions and 9 deletions
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2
tests/exchange/test_ccxt_compat.py
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@@ -280,7 +280,7 @@ class TestCCXTExchange():
pair = EXCHANGES[exchangename].get('futures_pair', EXCHANGES[exchangename]['pair'])
since = datetime.now(timezone.utc) - timedelta(days=5)
funding_fee = exchange._calculate_funding_fees(pair, 20, open_date=since)
funding_fee = exchange._fetch_and_calculate_funding_fees(pair, 20, open_date=since)
assert isinstance(funding_fee, float)
# assert funding_fee > 0

8
tests/exchange/test_exchange.py
View File

@@ -3588,7 +3588,7 @@ def test__get_funding_fee(
# ('kraken', "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0, -0.0024895),
('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 50.0, 0.0016680000000000002),
])
def test__calculate_funding_fees(
def test__fetch_and_calculate_funding_fees(
mocker,
default_conf,
funding_rate_history_hourly,
@@ -3651,7 +3651,7 @@ def test__calculate_funding_fees(
type(api_mock).has = PropertyMock(return_value={'fetchFundingRateHistory': True})
exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
funding_fees = exchange._calculate_funding_fees('ADA/USDT', amount, d1, d2)
funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', amount, d1, d2)
assert pytest.approx(funding_fees) == expected_fees
@@ -3659,7 +3659,7 @@ def test__calculate_funding_fees(
('binance', -0.0009140999999999999),
('gateio', -0.0009140999999999999),
])
def test__calculate_funding_fees_datetime_called(
def test__fetch_and_calculate_funding_fees_datetime_called(
mocker,
default_conf,
funding_rate_history_octohourly,
@@ -3679,7 +3679,7 @@ def test__calculate_funding_fees_datetime_called(
d1 = datetime.strptime("2021-09-01 00:00:00 +0000", '%Y-%m-%d %H:%M:%S %z')
time_machine.move_to("2021-09-01 08:00:00 +00:00")
funding_fees = exchange._calculate_funding_fees('ADA/USDT', 30.0, d1)
funding_fees = exchange._fetch_and_calculate_funding_fees('ADA/USDT', 30.0, d1)
assert funding_fees == expected_fees