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enhance further test for funding-fee checking

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This commit is contained in:
Matthias 2023-12-10 13:57:19 +01:00
parent b4cd46d6db
commit 778bd7b3b0
1 changed files with 10 additions and 3 deletions
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13
tests/optimize/test_backtesting.py
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@ -851,9 +851,13 @@ def test_backtest_one_detail(default_conf_usdt, fee, mocker, testdatadir, use_de
assert late_entry > 0
@pytest.mark.parametrize('use_detail', [True, False])
@pytest.mark.parametrize('use_detail,exp_funding_fee, exp_ff_updates', [
(True, -0.018054162, 44),
(False, -0.01780296, 8),
])
def test_backtest_one_detail_futures(
default_conf_usdt, fee, mocker, testdatadir, use_detail) -> None:
default_conf_usdt, fee, mocker, testdatadir, use_detail, exp_funding_fee,
exp_ff_updates) -> None:
default_conf_usdt['use_exit_signal'] = False
default_conf_usdt['trading_mode'] = 'futures'
default_conf_usdt['margin_mode'] = 'isolated'
@ -882,6 +886,8 @@ def test_backtest_one_detail_futures(
default_conf_usdt['max_open_trades'] = 10
backtesting = Backtesting(default_conf_usdt)
ff_spy = mocker.spy(backtesting.exchange, 'calculate_funding_fees')
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.strategy.populate_entry_trend = advise_entry
backtesting.strategy.custom_entry_price = custom_entry_price
@ -936,7 +942,8 @@ def test_backtest_one_detail_futures(
assert (round(ln2.iloc[0]["low"], 6) <= round(
t["close_rate"], 6) <= round(ln2.iloc[0]["high"], 6))
assert -0.0181 < Trade.trades[1].funding_fees < -0.01
assert pytest.approx(Trade.trades[1].funding_fees) == exp_funding_fee
assert ff_spy.call_count == exp_ff_updates
# assert late_entry > 0