From c499a92f57cccf520f3d6f19941857af87fac5aa Mon Sep 17 00:00:00 2001 From: froggleston Date: Fri, 20 May 2022 11:48:53 +0100 Subject: [PATCH] Remove surplus mark columns, and make fillna on funding rate only --- freqtrade/optimize/backtesting.py | 6 +----- 1 file changed, 1 insertion(+), 5 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index a80266b2c..99bddbf8a 100755 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -280,10 +280,6 @@ class Backtesting: and len(funding_rates_dict[pair]) == 0 and "futures_funding_rate" in self.config): 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( columns={'open': 'open_mark', 'close': 'close_mark', @@ -297,7 +293,7 @@ class Backtesting: if "futures_funding_rate" in self.config: self.futures_data[pair] = mark_rates_dict[pair].merge( 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')) else: self.futures_data[pair] = mark_rates_dict[pair].merge(