Split funding fee calculation from Download

freqtrade/exchange/exchange.py

@@ -1900,7 +1900,7 @@ class Exchange:
         except ccxt.BaseError as e:
             raise OperationalException(e) from e
 
-    def _calculate_funding_fees(
+    def _fetch_and_calculate_funding_fees(
         self,
         pair: str,
         amount: float,
@@ -1908,7 +1908,8 @@ class Exchange:
         close_date: Optional[datetime] = None
     ) -> float:
         """
-        calculates the sum of all funding fees that occurred for a pair during a futures trade
+        Fetches and calculates the sum of all funding fees that occurred for a pair
+        during a futures trade.
         Only used during dry-run or if the exchange does not provide a funding_rates endpoint.
         :param pair: The quote/base pair of the trade
         :param amount: The quantity of the trade
@@ -1923,7 +1924,6 @@ class Exchange:
                                         self._ft_has['mark_ohlcv_timeframe'])
         open_date = timeframe_to_prev_date(timeframe, open_date)
 
-        fees: float = 0
         if not close_date:
             close_date = datetime.now(timezone.utc)
         open_timestamp = int(open_date.timestamp()) * 1000
@@ -1942,6 +1942,32 @@ class Exchange:
         funding_rates = candle_histories[funding_comb]
         mark_rates = candle_histories[mark_comb]
 
+        return self._calculate_funding_fees(
+            funding_rates=funding_rates,
+            mark_rates=mark_rates,
+            amount=amount,
+            open_date=open_date,
+            close_date=close_date
+        )
+
+    def _calculate_funding_fees(
+        self,
+        funding_rates: DataFrame,
+        mark_rates: DataFrame,
+        amount: float,
+        open_date: datetime,
+        close_date: Optional[datetime] = None
+    ) -> float:
+        """
+        calculates the sum of all funding fees that occurred for a pair during a futures trade
+        :param funding_rates: Dataframe containing Funding rates (Type FUNDING_RATE)
+        :param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price)
+        :param amount: The quantity of the trade
+        :param open_date: The date and time that the trade started
+        :param close_date: The date and time that the trade ended
+        """
+        fees: float = 0
+
         df = funding_rates.merge(mark_rates, on='date', how="inner", suffixes=["_fund", "_mark"])
         if not df.empty:
             df = df[(df['date'] >= open_date) & (df['date'] <= close_date)]
@@ -1959,7 +1985,7 @@ class Exchange:
         """
         if self.trading_mode == TradingMode.FUTURES:
             if self._config['dry_run']:
-                funding_fees = self._calculate_funding_fees(pair, amount, open_date)
+                funding_fees = self._fetch_and_calculate_funding_fees(pair, amount, open_date)
             else:
                 funding_fees = self._get_funding_fees_from_exchange(pair, open_date)
             return funding_fees

tests/exchange/test_ccxt_compat.py

@@ -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

tests/exchange/test_exchange.py

@@ -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