Improv variable naming

This commit is contained in:
Matthias 2023-10-08 20:39:25 +02:00
parent 3662ca3ca6
commit 14908e52e2

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@ -2655,6 +2655,8 @@ class Exchange:
def funding_fee_cutoff(self, open_date: datetime):
"""
Funding fees are only charged at full hours (usually every 4-8h).
Therefore a trade opening at 10:00:01 will not be charged a funding fee until the next hour.
:param open_date: The open date for a trade
:return: The cutoff open time for when a funding fee is charged
"""
@ -2796,8 +2798,8 @@ class Exchange:
fees: float = 0
if not df.empty:
df = df[(df['date'] >= open_date) & (df['date'] <= close_date)]
fees = sum(df['open_fund'] * df['open_mark'] * amount)
df1 = df[(df['date'] >= open_date) & (df['date'] <= close_date)]
fees = sum(df1['open_fund'] * df1['open_mark'] * amount)
# Negate fees for longs as funding_fees expects it this way based on live endpoints.
return fees if is_short else -fees