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feat: auto-adjust funding rate timeframe in dataprovider
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@@ -348,6 +348,22 @@ class DataProvider:
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)
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return total_candles
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def __fix_funding_rate_timeframe(
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self, pair: str, timeframe: str | None, candle_type: str
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) -> str:
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if (
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candle_type == CandleType.FUNDING_RATE
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and (ff_tf := self.get_funding_rate_timeframe()) != timeframe
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):
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# TODO: does this message make sense? might be pointless as funding fees don't
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# have a timeframe
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logger.warning(
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f"{pair}, {timeframe} requested - funding rate timeframe not matching {ff_tf}. "
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)
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return ff_tf
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return timeframe
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def get_pair_dataframe(
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self, pair: str, timeframe: str | None = None, candle_type: str = ""
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) -> DataFrame:
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@@ -361,6 +377,7 @@ class DataProvider:
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:return: Dataframe for this pair
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:param candle_type: '', mark, index, premiumIndex, or funding_rate
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"""
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timeframe = self.__fix_funding_rate_timeframe(pair, timeframe, candle_type)
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if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
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# Get live OHLCV data.
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data = self.ohlcv(pair=pair, timeframe=timeframe, candle_type=candle_type)
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