Update kraken calculation

This commit is contained in:
Matthias 2022-01-22 11:04:58 +01:00
parent d3713cf245
commit ad28543d4d
2 changed files with 2 additions and 1 deletions

View File

@ -191,4 +191,4 @@ class Kraken(Exchange):
df = df[(df['date'] >= open_date) & (df['date'] <= close_date)]
fees = sum(df['open_fund'] * df['open_mark'] * amount * time_in_ratio)
return fees
return fees if is_short else -fees

View File

@ -492,6 +492,7 @@ class Backtesting:
sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime()
if self.trading_mode == TradingMode.FUTURES:
# TODO-lev: Other fees / liquidation price?
trade.funding_fees = self.exchange.calculate_funding_fees(
self.futures_data[trade.pair],
amount=trade.amount,