Add test for "combine_funding_and_mark", fix bug

2022-05-21 09:03:30 +02:00
parent 2df42a3035
commit 0d388b561b
2 changed files with 68 additions and 2 deletions
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -2437,9 +2437,11 @@ class Exchange:

            else:
                # Fill up missing funding_rate candles with fallback value
-                return mark_rates.merge(
+                combined = mark_rates.merge(
                    funding_rates, on='date', how="outer", suffixes=["_mark", "_fund"]
-                    )['open_fund'].fillna(futures_funding_rate)
+                    )
+                combined['open_fund'] = combined['open_fund'].fillna(futures_funding_rate)
+                return combined

    def calculate_funding_fees(
        self,