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Remove surplus mark columns, and make fillna on funding rate only

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This commit is contained in:
froggleston 2022-05-20 11:48:53 +01:00
parent 363098d32d
commit c499a92f57
1 changed files with 1 additions and 5 deletions
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6
freqtrade/optimize/backtesting.py
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@ -280,10 +280,6 @@ class Backtesting:
and len(funding_rates_dict[pair]) == 0 and len(funding_rates_dict[pair]) == 0
and "futures_funding_rate" in self.config): and "futures_funding_rate" in self.config):
mark_rates_dict[pair]["open_fund"] = self.config.get('futures_funding_rate') mark_rates_dict[pair]["open_fund"] = self.config.get('futures_funding_rate')
mark_rates_dict[pair]["close_fund"] = 0.0
mark_rates_dict[pair]["high_fund"] = 0.0
mark_rates_dict[pair]["low_fund"] = 0.0
mark_rates_dict[pair]["volume_fund"] = 0.0
mark_rates_dict[pair].rename( mark_rates_dict[pair].rename(
columns={'open': 'open_mark', columns={'open': 'open_mark',
'close': 'close_mark', 'close': 'close_mark',
@ -297,7 +293,7 @@ class Backtesting:
if "futures_funding_rate" in self.config: if "futures_funding_rate" in self.config:
self.futures_data[pair] = mark_rates_dict[pair].merge( self.futures_data[pair] = mark_rates_dict[pair].merge(
funding_rates_dict[pair], on='date', funding_rates_dict[pair], on='date',
how="outer", suffixes=["_mark", "_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] = mark_rates_dict[pair].merge(