feat: don't fill up missing funding-fees after merge

This commit is contained in:
Matthias
2025-12-02 21:11:28 +01:00
parent 262f4ffa4c
commit 271fc6b585
2 changed files with 15 additions and 6 deletions

View File

@@ -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]