Extract funding and mark mergin to separate method

freqtrade/exchange/exchange.py

@@ -1922,19 +1922,29 @@ class Exchange:
         )
         funding_rates = candle_histories[funding_comb]
         mark_rates = candle_histories[mark_comb]
+        funding_mark_rates = self.combine_funding_and_mark(
+            funding_rates=funding_rates, mark_rates=mark_rates)
 
         return self.calculate_funding_fees(
-            funding_rates=funding_rates,
-            mark_rates=mark_rates,
+            funding_mark_rates,
             amount=amount,
             open_date=open_date,
             close_date=close_date
         )
 
+    @staticmethod
+    def combine_funding_and_mark(funding_rates: DataFrame, mark_rates: DataFrame) -> DataFrame:
+        """
+        Combine funding-rates and mark-rates dataframes
+        :param funding_rates: Dataframe containing Funding rates (Type FUNDING_RATE)
+        :param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price)
+        """
+
+        return funding_rates.merge(mark_rates, on='date', how="inner", suffixes=["_fund", "_mark"])
+
     def calculate_funding_fees(
         self,
-        funding_rates: DataFrame,
-        mark_rates: DataFrame,
+        df: DataFrame,
         amount: float,
         open_date: datetime,
         close_date: Optional[datetime] = None,
@@ -1942,8 +1952,8 @@ class Exchange:
     ) -> float:
         """
         calculates the sum of all funding fees that occurred for a pair during a futures trade
-        :param funding_rates: Dataframe containing Funding rates (Type FUNDING_RATE)
-        :param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price)
+        :param df: Dataframe containing combined funding and mark rates
+                   as `open_fund` and `open_mark`.
         :param amount: The quantity of the trade
         :param open_date: The date and time that the trade started
         :param close_date: The date and time that the trade ended
@@ -1951,7 +1961,6 @@ class Exchange:
         """
         fees: float = 0
 
-        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)]
             fees = sum(df['open_fund'] * df['open_mark'] * amount)

freqtrade/exchange/kraken.py

@@ -161,8 +161,7 @@ class Kraken(Exchange):
 
     def calculate_funding_fees(
         self,
-        funding_rates: DataFrame,
-        mark_rates: DataFrame,
+        df: DataFrame,
         amount: float,
         open_date: datetime,
         close_date: Optional[datetime] = None,
@@ -174,8 +173,8 @@ class Kraken(Exchange):
         # ! functionality must be added that passes the parameter time_in_ratio to
         # ! _get_funding_fee when using Kraken
         calculates the sum of all funding fees that occurred for a pair during a futures trade
-        :param funding_rates: Dataframe containing Funding rates (Type FUNDING_RATE)
-        :param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price)
+        :param df: Dataframe containing combined funding and mark rates
+                   as `open_fund` and `open_mark`.
         :param amount: The quantity of the trade
         :param open_date: The date and time that the trade started
         :param close_date: The date and time that the trade ended
@@ -186,7 +185,6 @@ class Kraken(Exchange):
                 f"time_in_ratio is required for {self.name}._get_funding_fee")
         fees: float = 0
 
-        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)]
             fees = sum(df['open_fund'] * df['open_mark'] * amount * time_in_ratio)

tests/exchange/test_exchange.py

@@ -3540,7 +3540,7 @@ def test_get_max_leverage(default_conf, mocker, pair, nominal_value, max_lev):
         (10, 0.0002, 2.0, 0.01, 0.004, 0.00004),
         (10, 0.0002, 2.5, None, 0.005, None),
     ])
-def test__calculate_funding_fees(
+def test_calculate_funding_fees(
     default_conf,
     mocker,
     size,
@@ -3562,10 +3562,10 @@ def test__calculate_funding_fees(
         {'date': prior_date, 'open': mark_price},
         {'date': trade_date, 'open': mark_price},
         ])
+    df = exchange.combine_funding_and_mark(funding_rates, mark_rates)
 
     assert exchange.calculate_funding_fees(
-        funding_rates=funding_rates,
-        mark_rates=mark_rates,
+        df,
         amount=size,
         open_date=trade_date,
         close_date=trade_date,
@@ -3575,8 +3575,7 @@ def test__calculate_funding_fees(
     if (kraken_fee is None):
         with pytest.raises(OperationalException):
             kraken.calculate_funding_fees(
-                funding_rates=funding_rates,
-                mark_rates=mark_rates,
+                df,
                 amount=size,
                 open_date=trade_date,
                 close_date=trade_date,
@@ -3585,8 +3584,7 @@ def test__calculate_funding_fees(
 
     else:
         assert kraken.calculate_funding_fees(
-            funding_rates=funding_rates,
-            mark_rates=mark_rates,
+            df,
             amount=size,
             open_date=trade_date,
             close_date=trade_date,