Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not

freqtrade/data/history/history_utils.py

@@ -68,7 +68,8 @@ def load_data(datadir: Path,
               startup_candles: int = 0,
               fail_without_data: bool = False,
               data_format: str = 'json',
-              candle_type: CandleType = CandleType.SPOT
+              candle_type: CandleType = CandleType.SPOT,
+              user_futures_funding_rate = None,
               ) -> Dict[str, DataFrame]:
     """
     Load ohlcv history data for a list of pairs.
@@ -100,6 +101,10 @@ def load_data(datadir: Path,
                                  )
         if not hist.empty:
             result[pair] = hist
+        else:
+            if candle_type is CandleType.FUNDING_RATE and user_futures_funding_rate is not None:
+                logger.warn(f"{pair} using user specified [{user_futures_funding_rate}]")
+                result[pair] = DataFrame(columns=["open","close","high","low","volume"])
 
     if fail_without_data and not result:
         raise OperationalException("No data found. Terminating.")