feat: Add funding_fee to backtest results

closes freqtrade#11699

Author: xmatthias

freqtrade/data/btanalysis/bt_fileutils.py

@@ -52,6 +52,7 @@
     "open_timestamp",
     "close_timestamp",
     "orders",
+    "funding_fees",
 ]
 
 
@@ -356,6 +357,8 @@ def _load_backtest_data_df_compatibility(df: pd.DataFrame) -> pd.DataFrame:
         df["max_stake_amount"] = df["stake_amount"]
     if "orders" not in df.columns:
         df["orders"] = None
+    if "funding_fees" not in df.columns:
+        df["funding_fees"] = 0.0
     return df
 
 

tests/optimize/test_backtesting.py

@@ -828,6 +828,7 @@ def test_backtest_one(default_conf, mocker, testdatadir) -> None:
                     },
                 ],
             ],
+            "funding_fees": [0.0, 0.0],
         }
     )
     pd.testing.assert_frame_equal(results, expected)

tests/optimize/test_backtesting_adjust_position.py

@@ -80,6 +80,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
             "is_short": [False, False],
             "open_timestamp": [1517251200000, 1517283000000],
             "close_timestamp": [1517263200000, 1517285400000],
+            "funding_fees": [0.0, 0.0],
         }
     )
     results_no = results.drop(columns=["orders"])