stable/tests/leverage/test_interest.py
2021-09-19 17:44:12 -06:00

39 lines
1.1 KiB
Python

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