stable/tests/leverage/test_interest.py
2022-12-28 17:42:35 +01:00

43 lines
1.2 KiB
Python

import pytest
from freqtrade.exceptions import OperationalException
from freqtrade.leverage import interest
from freqtrade.util import FtPrecise
ten_mins = FtPrecise(1 / 6)
five_hours = FtPrecise(5.0)
twentyfive_hours = FtPrecise(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),
])
def test_interest(exchange, interest_rate, hours, expected):
borrowed = FtPrecise(60.0)
assert pytest.approx(float(interest(
exchange_name=exchange,
borrowed=borrowed,
rate=FtPrecise(interest_rate),
hours=hours
))) == expected
def test_interest_exception():
with pytest.raises(OperationalException, match=r"Leverage not available on .* with freqtrade"):
interest(
exchange_name='bitmex',
borrowed=FtPrecise(60.0),
rate=FtPrecise(0.0005),
hours=ten_mins
)