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Fix test to account for new funding_fee count

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This commit is contained in:
Matthias 2023-12-10 13:47:17 +01:00
parent 074343f0f1
commit ef23f0fcba
1 changed files with 9 additions and 6 deletions
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15
tests/optimize/test_backtesting.py
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@ -947,12 +947,13 @@ def test_backtest_one_detail_futures(
# assert late_entry > 0 # assert late_entry > 0
@pytest.mark.parametrize('use_detail,entries,max_stake,expected_ff', [ @pytest.mark.parametrize('use_detail,entries,max_stake,ff_updates,expected_ff', [
(True, 50, 3000, -1.18038144), (True, 50, 3000, 54, -1.18038144),
(False, 6, 360, -0.14679994)]) (False, 6, 360, 10, -0.14679994),
])
def test_backtest_one_detail_futures_funding_fees( def test_backtest_one_detail_futures_funding_fees(
default_conf_usdt, fee, mocker, testdatadir, use_detail, entries, max_stake, default_conf_usdt, fee, mocker, testdatadir, use_detail, entries, max_stake,
expected_ff, ff_updates, expected_ff,
) -> None: ) -> None:
""" """
Funding fees are expected to differ, as the maximum position size differs. Funding fees are expected to differ, as the maximum position size differs.
@ -1015,8 +1016,10 @@ def test_backtest_one_detail_futures_funding_fees(
assert len(results) == 1 assert len(results) == 1
assert 'orders' in results.columns assert 'orders' in results.columns
# funding_fees have been calculated for each candle # funding_fees have been calculated for each funding-fee candle
assert ff_spy.call_count == (324 if use_detail else 27) # the trade is open for 26 hours - hence we expect the 8h fee to apply 4 times.
# Additional counts will happen due each successful entry, which needs to call this, too.
assert ff_spy.call_count == ff_updates
for t in Trade.trades: for t in Trade.trades:
# At least 6 adjustment orders # At least 6 adjustment orders