Merge pull request #6128 from wadedyck/futures_fixes

Futures fixes

freqtrade/data/dataprovider.py

@@ -134,7 +134,7 @@ class DataProvider:
             combination.
             Returns empty dataframe and Epoch 0 (1970-01-01) if no dataframe was cached.
         """
-        pair_key = (pair, timeframe, CandleType.SPOT)
+        pair_key = (pair, timeframe, self._config.get('candle_type_def', CandleType.SPOT))
         if pair_key in self.__cached_pairs:
             if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
                 df, date = self.__cached_pairs[pair_key]

freqtrade/exchange/exchange.py

@@ -1865,8 +1865,9 @@ class Exchange:
         mark_rates = candle_histories[mark_comb]
 
         df = funding_rates.merge(mark_rates, on='date', how="inner", suffixes=["_fund", "_mark"])
-        df = df[(df['date'] >= open_date) & (df['date'] <= close_date)]
-        fees = sum(df['open_fund'] * df['open_mark'] * amount)
+        if not df.empty:
+            df = df[(df['date'] >= open_date) & (df['date'] <= close_date)]
+            fees = sum(df['open_fund'] * df['open_mark'] * amount)
 
         return fees
 

freqtrade/plugins/pairlistmanager.py

@@ -139,4 +139,10 @@ class PairListManager():
         """
         Create list of pair tuples with (pair, timeframe)
         """
-        return [(pair, timeframe or self._config['timeframe'], CandleType.SPOT) for pair in pairs]
+        return [
+            (
+                pair,
+                timeframe or self._config['timeframe'],
+                self._config.get('candle_type_def', CandleType.SPOT)
+            ) for pair in pairs
+        ]

freqtrade/strategy/interface.py

@@ -564,7 +564,9 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         if not self.dp:
             raise OperationalException("DataProvider not found.")
-        dataframe = self.dp.ohlcv(pair, self.timeframe)
+        dataframe = self.dp.ohlcv(
+            pair, self.timeframe, candle_type=self.config.get('candle_type_def', CandleType.SPOT)
+        )
         if not isinstance(dataframe, DataFrame) or dataframe.empty:
             logger.warning('Empty candle (OHLCV) data for pair %s', pair)
             return