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Add set_funding_fees to backtesting

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Matthias 2023-10-11 19:38:58 +02:00
parent db7f9598b0
commit b57821b273
1 changed files with 8 additions and 6 deletions
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14
freqtrade/optimize/backtesting.py
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@ -718,12 +718,14 @@ class Backtesting:
exit_candle_time: datetime = row[DATE_IDX].to_pydatetime()
if self.trading_mode == TradingMode.FUTURES:
trade.funding_fees = self.exchange.calculate_funding_fees(
self.futures_data[trade.pair],
amount=trade.amount,
is_short=trade.is_short,
open_date=trade.date_last_filled_utc,
close_date=exit_candle_time,
trade.set_funding_fees(
self.exchange.calculate_funding_fees(
self.futures_data[trade.pair],
amount=trade.amount,
is_short=trade.is_short,
open_date=trade.date_last_filled_utc,
close_date=exit_candle_time
)
)
# Check if we need to adjust our current positions