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feat: auto-adjust funding rate timeframe in dataprovider

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Matthias
2025-12-06 15:42:40 +01:00
parent 40f4ff04c2
commit 3ca8e0fb5c
1 changed files with 17 additions and 0 deletions
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17
freqtrade/data/dataprovider.py
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@@ -348,6 +348,22 @@ class DataProvider:
) )
return total_candles return total_candles
def __fix_funding_rate_timeframe(
self, pair: str, timeframe: str | None, candle_type: str
) -> str:
if (
candle_type == CandleType.FUNDING_RATE
and (ff_tf := self.get_funding_rate_timeframe()) != timeframe
):
# TODO: does this message make sense? might be pointless as funding fees don't
# have a timeframe
logger.warning(
f"{pair}, {timeframe} requested - funding rate timeframe not matching {ff_tf}. "
)
return ff_tf
return timeframe
def get_pair_dataframe( def get_pair_dataframe(
self, pair: str, timeframe: str | None = None, candle_type: str = "" self, pair: str, timeframe: str | None = None, candle_type: str = ""
) -> DataFrame: ) -> DataFrame:
@@ -361,6 +377,7 @@ class DataProvider:
:return: Dataframe for this pair :return: Dataframe for this pair
:param candle_type: '', mark, index, premiumIndex, or funding_rate :param candle_type: '', mark, index, premiumIndex, or funding_rate
""" """
timeframe = self.__fix_funding_rate_timeframe(pair, timeframe, candle_type)
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE): if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
# Get live OHLCV data. # Get live OHLCV data.
data = self.ohlcv(pair=pair, timeframe=timeframe, candle_type=candle_type) data = self.ohlcv(pair=pair, timeframe=timeframe, candle_type=candle_type)