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Don't attempt to calculate funding fees when the initial timeframe hasn't been exceeded.

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Wade Dyck 2021-12-27 16:51:47 -07:00
parent a26c82b7cc
commit 60dfadf446
1 changed files with 3 additions and 2 deletions
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freqtrade/exchange/exchange.py
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@ -1865,6 +1865,7 @@ class Exchange:
mark_rates = candle_histories[mark_comb] mark_rates = candle_histories[mark_comb]
df = funding_rates.merge(mark_rates, on='date', how="inner", suffixes=["_fund", "_mark"]) df = funding_rates.merge(mark_rates, on='date', how="inner", suffixes=["_fund", "_mark"])
if not df.empty:
df = df[(df['date'] >= open_date) & (df['date'] <= close_date)] df = df[(df['date'] >= open_date) & (df['date'] <= close_date)]
fees = sum(df['open_fund'] * df['open_mark'] * amount) fees = sum(df['open_fund'] * df['open_mark'] * amount)