Merge pull request #6857 from froggleston/develop

Add support for fudging unavailable funding rates, allowing backtesti…
2022-05-23 06:31:51 +02:00
parent c28cdc3d86 f006978caf
commit eb5fe9e3ae
6 changed files with 107 additions and 5 deletions
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -275,8 +275,12 @@ class Backtesting:
                if pair not in self.exchange._leverage_tiers:
                    unavailable_pairs.append(pair)
                    continue
-                self.futures_data[pair] = funding_rates_dict[pair].merge(
-                    mark_rates_dict[pair], on='date', how="inner", suffixes=["_fund", "_mark"])
+
+                self.futures_data[pair] = self.exchange.combine_funding_and_mark(
+                    funding_rates=funding_rates_dict[pair],
+                    mark_rates=mark_rates_dict[pair],
+                    futures_funding_rate=self.config.get('futures_funding_rate', None),
+                )

            if unavailable_pairs:
                raise OperationalException(