Merge pull request #6857 from froggleston/develop
Add support for fudging unavailable funding rates, allowing backtesti…
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@@ -68,7 +68,8 @@ def load_data(datadir: Path,
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startup_candles: int = 0,
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fail_without_data: bool = False,
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data_format: str = 'json',
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candle_type: CandleType = CandleType.SPOT
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candle_type: CandleType = CandleType.SPOT,
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user_futures_funding_rate: int = None,
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) -> Dict[str, DataFrame]:
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"""
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Load ohlcv history data for a list of pairs.
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@@ -100,6 +101,10 @@ def load_data(datadir: Path,
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)
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if not hist.empty:
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result[pair] = hist
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else:
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if candle_type is CandleType.FUNDING_RATE and user_futures_funding_rate is not None:
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logger.warn(f"{pair} using user specified [{user_futures_funding_rate}]")
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result[pair] = DataFrame(columns=["open", "close", "high", "low", "volume"])
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if fail_without_data and not result:
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raise OperationalException("No data found. Terminating.")
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