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feat: limit returned columns for merged mark/funding calc to used columns

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Matthias
2025-12-02 20:24:43 +01:00
parent 19526f1df2
commit 971cb94ce4
1 changed files with 4 additions and 3 deletions
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7
freqtrade/exchange/exchange.py
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@@ -3784,10 +3784,11 @@ class Exchange:
:param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price) :param mark_rates: Dataframe containing Mark rates (Type mark_ohlcv_price)
:param futures_funding_rate: Fake funding rate to use if funding_rates are not available :param futures_funding_rate: Fake funding rate to use if funding_rates are not available
""" """
relevant_cols = ["date", "open_mark", "open_fund"]
if futures_funding_rate is None: if futures_funding_rate is None:
return mark_rates.merge( return mark_rates.merge(
funding_rates, on="date", how="inner", suffixes=["_mark", "_fund"] funding_rates, on="date", how="inner", suffixes=["_mark", "_fund"]
) )[relevant_cols]
else: else:
if len(funding_rates) == 0: if len(funding_rates) == 0:
# No funding rate candles - full fillup with fallback variable # No funding rate candles - full fillup with fallback variable
@@ -3800,7 +3801,7 @@ class Exchange:
"low": "low_mark", "low": "low_mark",
"volume": "volume_mark", "volume": "volume_mark",
} }
) )[relevant_cols]
else: else:
# Fill up missing funding_rate candles with fallback value # Fill up missing funding_rate candles with fallback value
@@ -3808,7 +3809,7 @@ class Exchange:
funding_rates, on="date", how="left", suffixes=["_mark", "_fund"] funding_rates, on="date", how="left", suffixes=["_mark", "_fund"]
) )
combined["open_fund"] = combined["open_fund"].fillna(futures_funding_rate) combined["open_fund"] = combined["open_fund"].fillna(futures_funding_rate)
return combined return combined[relevant_cols]
def calculate_funding_fees( def calculate_funding_fees(
self, self,