Merge pull request #6857 from froggleston/develop

Add support for fudging unavailable funding rates, allowing backtesti…
This commit is contained in:
Matthias
2022-05-23 06:31:51 +02:00
committed by GitHub
6 changed files with 107 additions and 5 deletions

View File

@@ -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: int = 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.")