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funding_fee tests
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@ -3877,6 +3877,7 @@ def test_get_or_calculate_liquidation_price(mocker, default_conf):
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@pytest.mark.parametrize('exchange,rate_start,rate_end,d1,d2,amount,expected_fees', [
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('binance', 0, 2, "2021-09-01 01:00:00", "2021-09-01 04:00:00", 30.0, 0.0),
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('binance', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, -0.0009140999999999999),
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('binance', 0, 2, "2021-09-01 00:00:15", "2021-09-01 08:00:00", 30.0, -0.0009140999999999999),
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('binance', 1, 2, "2021-09-01 01:00:14", "2021-09-01 08:00:00", 30.0, -0.0002493),
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@ -3891,9 +3892,11 @@ def test_get_or_calculate_liquidation_price(mocker, default_conf):
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# ('kraken', "2021-09-01 00:00:00", "2021-09-01 07:59:59", 30.0, -0.0012443999999999999),
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# ('kraken', "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, 0.0045759),
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# ('kraken', "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, -0.0008289),
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('ftx', 0, 2, "2021-09-01 00:10:00", "2021-09-01 00:30:00", 30.0, 0.0),
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('ftx', 0, 9, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, 0.0010008000000000003),
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('ftx', 0, 13, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, 0.0146691),
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('ftx', 1, 9, "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, 0.0016656000000000002),
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('gateio', 0, 2, "2021-09-01 00:10:00", "2021-09-01 04:00:00", 30.0, 0.0),
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('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 08:00:00", 30.0, -0.0009140999999999999),
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('gateio', 0, 2, "2021-09-01 00:00:00", "2021-09-01 12:00:00", 30.0, -0.0009140999999999999),
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('gateio', 1, 2, "2021-09-01 00:00:01", "2021-09-01 08:00:00", 30.0, -0.0002493),
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@ -3966,7 +3969,7 @@ def test__fetch_and_calculate_funding_fees(
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id=exchange)
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mocker.patch('freqtrade.exchange.Exchange.timeframes', PropertyMock(
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return_value=['1h', '4h', '8h']))
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return_value=['1h', '4h', '8h']))
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funding_fees = exchange._fetch_and_calculate_funding_fees(
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pair='ADA/USDT', amount=amount, is_short=True, open_date=d1, close_date=d2)
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assert pytest.approx(funding_fees) == expected_fees
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