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Use exchange method to combine funding and mark candles

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This commit is contained in:
Matthias 2022-05-21 08:31:34 +02:00
parent 0e158b66b0
commit 6bd5535d6c
2 changed files with 5 additions and 4 deletions
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2
freqtrade/exchange/exchange.py
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@ -2420,7 +2420,7 @@ class Exchange:
:param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price) :param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price)
""" """
return funding_rates.merge(mark_rates, on='date', how="inner", suffixes=["_fund", "_mark"]) return mark_rates.merge(funding_rates, on='date', how="inner", suffixes=["_mark", "_fund"])
def calculate_funding_fees( def calculate_funding_fees(
self, self,

7
freqtrade/optimize/backtesting.py
View File

@ -296,9 +296,10 @@ class Backtesting:
how="outer", suffixes=["_mark", "_fund"])['open_fund'].fillna( how="outer", suffixes=["_mark", "_fund"])['open_fund'].fillna(
self.config.get('futures_funding_rate')) self.config.get('futures_funding_rate'))
else: else:
self.futures_data[pair] = mark_rates_dict[pair].merge( self.futures_data[pair] = self.exchange.combine_funding_and_mark(
funding_rates_dict[pair], on='date', funding_rates=funding_rates_dict[pair],
how="inner", suffixes=["_mark", "_fund"]) mark_rates=mark_rates_dict[pair]
)
if unavailable_pairs: if unavailable_pairs:
raise OperationalException( raise OperationalException(