From 271fc6b58558f70099f87472b166d2167b5e866d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 2 Dec 2025 21:11:28 +0100
Subject: [PATCH] feat: don't fill up missing funding-fees after merge

---
 freqtrade/exchange/exchange.py  | 12 ++++++++++--
 tests/exchange/test_exchange.py |  9 +++++----
 2 files changed, 15 insertions(+), 6 deletions(-)

diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py
index 717844db7..e71e374a1 100644
--- a/freqtrade/exchange/exchange.py
+++ b/freqtrade/exchange/exchange.py
@@ -3808,8 +3808,16 @@ class Exchange:
                 combined = mark_rates.merge(
                     funding_rates, on="date", how="left", suffixes=["_mark", "_fund"]
                 )
-                combined["open_fund"] = combined["open_fund"].fillna(futures_funding_rate)
-                return combined[relevant_cols]
+                # Fill only leading missing funding rates so gaps stay untouched
+                first_valid_idx = combined["open_fund"].first_valid_index()
+                if first_valid_idx is None:
+                    combined["open_fund"] = futures_funding_rate
+                else:
+                    is_leading_na = (combined.index <= first_valid_idx) & combined[
+                        "open_fund"
+                    ].isna()
+                    combined.loc[is_leading_na, "open_fund"] = futures_funding_rate
+                return combined[relevant_cols].dropna()
 
     def calculate_funding_fees(
         self,
diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py
index 8d7e0b0d8..4daeb1855 100644
--- a/tests/exchange/test_exchange.py
+++ b/tests/exchange/test_exchange.py
@@ -5350,11 +5350,12 @@ def test_combine_funding_and_mark(
     df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
 
     if futures_funding_rate is not None:
-        assert len(df) == 3
+        assert len(df) == 2
         assert df.iloc[0]["open_fund"] == funding_rate
-        assert df.iloc[1]["open_fund"] == futures_funding_rate
-        assert df.iloc[2]["open_fund"] == funding_rate
-        assert df["date"].to_list() == [prior2_date, prior_date, trade_date]
+        # assert df.iloc[1]["open_fund"] == futures_funding_rate
+        assert df.iloc[-1]["open_fund"] == funding_rate
+        # Mid-candle is dropped ...
+        assert df["date"].to_list() == [prior2_date, trade_date]
     else:
         assert len(df) == 2
         assert df["date"].to_list() == [prior2_date, trade_date]