39 lines
1.1 KiB
Python
39 lines
1.1 KiB
Python
from decimal import Decimal
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from math import isclose
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import pytest
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from freqtrade.leverage import interest
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ten_mins = Decimal(1/6)
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five_hours = Decimal(5.0)
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twentyfive_hours = Decimal(25.0)
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@pytest.mark.parametrize('exchange,interest_rate,hours,expected', [
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('binance', 0.0005, ten_mins, 0.00125),
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('binance', 0.00025, ten_mins, 0.000625),
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('binance', 0.00025, five_hours, 0.003125),
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('binance', 0.00025, twentyfive_hours, 0.015625),
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# Kraken
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('kraken', 0.0005, ten_mins, 0.06),
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('kraken', 0.00025, ten_mins, 0.03),
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('kraken', 0.00025, five_hours, 0.045),
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('kraken', 0.00025, twentyfive_hours, 0.12),
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# FTX
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('ftx', 0.0005, ten_mins, 0.00125),
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('ftx', 0.00025, ten_mins, 0.000625),
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('ftx', 0.00025, five_hours, 0.003125),
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('ftx', 0.00025, twentyfive_hours, 0.015625),
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])
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def test_interest(exchange, interest_rate, hours, expected):
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borrowed = Decimal(60.0)
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assert isclose(interest(
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exchange_name=exchange,
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borrowed=borrowed,
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rate=Decimal(interest_rate),
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hours=hours
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), expected)
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