Fix the truncation of values by merge_ordered in the merge_informative_pair helper.

freqtrade/strategy/strategy_helper.py

@@ -92,6 +92,16 @@ def merge_informative_pair(
             right_on=date_merge,
             how="left",
         )
+
+        # If date_merge of the informative dataframe candle that is above of first date of dataframe, then first raws of
+        # dataframe are filled with Nans. The code below is to fix it and fulfill first raws with an appropriate values.
+        if len(dataframe) > 1 and pd.isnull(dataframe.iloc[0]["date_merge"]):
+            first_valid_idx = dataframe["date_merge"].first_valid_index()
+            first_valid_date_merge = dataframe.loc[first_valid_idx, "date_merge"]
+            matching_informative_raws = informative[informative["date_merge"] < first_valid_date_merge]
+            if not matching_informative_raws.empty:
+                dataframe.loc[:first_valid_idx - 1] = dataframe.loc[:first_valid_idx - 1].fillna(
+                    matching_informative_raws.iloc[-1])
     else:
         dataframe = pd.merge(
             dataframe, informative, left_on="date", right_on=date_merge, how="left"