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Merge pull request #12599 from freqtrade/fix/dynamic_funding_fees

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Adjust to dynamic funding fees
This commit is contained in:
Matthias
2025-12-14 17:56:34 +01:00
committed by GitHub
parent 6848f9197e 2e3d276304
commit 8af0631ff0
33 changed files with 452 additions and 114 deletions
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6
docs/commands/download-data.md
View File

@@ -11,6 +11,7 @@ usage: freqtrade download-data [-h] [-v] [--no-color] [--logfile FILE] [-V]
[--data-format-ohlcv {json,jsongz,feather,parquet}]
[--data-format-trades {json,jsongz,feather,parquet}]
[--trading-mode {spot,margin,futures}]
[--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]]
[--prepend]
options:
@@ -50,6 +51,11 @@ options:
`feather`).
--trading-mode, --tradingmode {spot,margin,futures}
Select Trading mode
--candle-types {spot,futures,mark,index,premiumIndex,funding_rate} [{spot,futures,mark,index,premiumIndex,funding_rate} ...]
Select candle type to download. Defaults to the
necessary candles for the selected trading mode (e.g.
'spot' or ('futures', 'funding_rate' and 'mark') for
futures).
--prepend Allow data prepending. (Data-appending is disabled)
Common arguments:

1
docs/data-download.md
View File

@@ -60,6 +60,7 @@ freqtrade download-data --exchange binance --pairs ".*/USDT"
* Given starting points are ignored if data is already available, downloading only missing data up to today.
* Use `--timeframes` to specify what timeframe download the historical candle (OHLCV) data for. Default is `--timeframes 1m 5m` which will download 1-minute and 5-minute data.
* To use exchange, timeframe and list of pairs as defined in your configuration file, use the `-c/--config` option. With this, the script uses the whitelist defined in the config as the list of currency pairs to download data for and does not require the pairs.json file. You can combine `-c/--config` with most other options.
* When downloading futures data (`--trading-mode futures` or a configuration specifying futures mode), freqtrade will automatically download the necessary candle types (e.g. `mark` and `funding_rate` candles) unless specified otherwise via `--candle-types`.
??? Note "Permission denied errors"
If your configuration directory `user_data` was made by docker, you may get the following error:

37
docs/deprecated.md
View File

@@ -98,3 +98,40 @@ Please use configuration based [log setup](advanced-setup.md#advanced-logging) i
The edge module has been deprecated in 2023.9 and removed in 2025.6.
All functionalities of edge have been removed, and having edge configured will result in an error.
## Adjustment to dynamic funding rate handling
With version 2025.12, the handling of dynamic funding rates has been adjusted to also support dynamic funding rates down to 1h funding intervals.
As a consequence, the mark and funding rate timeframes have been changed to 1h for every supported futures exchange.
As the timeframe for both mark and funding_fee candles has changed (usually from 8h to 1h) - already downloaded data will have to be adjusted or partially re-downloaded.
You can either re-download everything (`freqtrade download-data [...] --erase` - :warning: can take a long time) - or download the updated data selectively.
### Strategy
Most strategies should not need adjustments to continue to work as expected - however, strategies using `@informative("8h", candle_type="funding_rate")` or similar will have to switch the timeframe to 1h.
The same is true for `dp.get_pair_dataframe(metadata["pair"], "8h", candle_type="funding_rate")` - which will need to be switched to 1h.
freqtrade will auto-adjust the timeframe and return `funding_rates` despite the wrongly given timeframe. It'll issue a warning - and may still break your strategy.
### Selective data re-download
The script below should serve as an example - you may need to adjust the timeframe and exchange to your needs!
``` bash
# Cleanup no longer needed data
rm user_data/data/<exchange>/futures/*-mark-*
rm user_data/data/<exchange>/futures/*-funding_rate-*
# download new data (only required once to fix the mark and funding fee data)
freqtrade download-data -t 1h --trading-mode futures --candle-types funding_rate mark [...] --timerange <full timerange you've got other data for>
```
The result of the above will be that your funding_rates and mark data will have the 1h timeframe.
you can verify this with `freqtrade list-data --exchange <yourexchange> --show`.
!!! Note "Additional arguments"
Additional arguments to the above commands may be necessary, like configuration files or explicit user_data if they deviate from the default.
**Hyperliquid** is a special case now - which will no longer require 1h mark data - but will use regular candles instead (this data never existed and is identical to 1h futures candles). As we don't support download-data for hyperliquid (they don't provide historic data) - there won't be actions necessary for hyperliquid users.

8
freqtrade/commands/arguments.py
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@@ -3,6 +3,7 @@ This module contains the argument manager class
"""
from argparse import ArgumentParser, Namespace, _ArgumentGroup
from copy import deepcopy
from functools import partial
from pathlib import Path
from typing import Any
@@ -174,6 +175,7 @@ ARGS_DOWNLOAD_DATA = [
"dataformat_ohlcv",
"dataformat_trades",
"trading_mode",
"candle_types",
"prepend_data",
]
@@ -348,7 +350,11 @@ class Arguments:
def _build_args(self, optionlist: list[str], parser: ArgumentParser | _ArgumentGroup) -> None:
for val in optionlist:
opt = AVAILABLE_CLI_OPTIONS[val]
parser.add_argument(*opt.cli, dest=val, **opt.kwargs)
options = deepcopy(opt.kwargs)
help_text = options.pop("help", None)
if opt.fthelp and isinstance(opt.fthelp, dict) and hasattr(parser, "prog"):
help_text = opt.fthelp.get(parser.prog, help_text)
parser.add_argument(*opt.cli, dest=val, help=help_text, **options)
def _build_subcommands(self) -> None:
"""

16
freqtrade/commands/cli_options.py
View File

@@ -38,8 +38,14 @@ def check_int_nonzero(value: str) -> int:
class Arg:
# Optional CLI arguments
def __init__(self, *args, **kwargs):
def __init__(self, *args, fthelp: dict[str, str] | None = None, **kwargs):
"""
CLI Arguments - used to build subcommand parsers consistently.
:param fthelp: dict - fthelp per command - should be "freqtrade <command>": help_text
If not provided or not found, 'help' from kwargs is used instead.
"""
self.cli = args
self.fthelp = fthelp
self.kwargs = kwargs
@@ -422,6 +428,14 @@ AVAILABLE_CLI_OPTIONS = {
),
"candle_types": Arg(
"--candle-types",
fthelp={
"freqtrade download-data": (
"Select candle type to download. "
"Defaults to the necessary candles for the selected trading mode "
"(e.g. 'spot' or ('futures', 'funding_rate' and 'mark') for futures)."
),
"_": "Select candle type to convert. Defaults to all available types.",
},
help="Select candle type to convert. Defaults to all available types.",
choices=[c.value for c in CandleType],
nargs="+",

3
freqtrade/data/converter/converter.py
View File

@@ -38,7 +38,8 @@ def ohlcv_to_dataframe(
cols = DEFAULT_DATAFRAME_COLUMNS
df = DataFrame(ohlcv, columns=cols)
df["date"] = to_datetime(df["date"], unit="ms", utc=True)
# Floor date to seconds to account for exchange imprecisions
df["date"] = to_datetime(df["date"], unit="ms", utc=True).dt.floor("s")
# Some exchanges return int values for Volume and even for OHLC.
# Convert them since TA-LIB indicators used in the strategy assume floats

26
freqtrade/data/dataprovider.py
View File

@@ -348,6 +348,22 @@ class DataProvider:
)
return total_candles
def __fix_funding_rate_timeframe(
self, pair: str, timeframe: str | None, candle_type: str
) -> str | None:
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(
self, pair: str, timeframe: str | None = None, candle_type: str = ""
) -> DataFrame:
@@ -361,6 +377,7 @@ class DataProvider:
:return: Dataframe for this pair
: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):
# Get live OHLCV data.
data = self.ohlcv(pair=pair, timeframe=timeframe, candle_type=candle_type)
@@ -620,3 +637,12 @@ class DataProvider:
except ExchangeError:
logger.warning(f"Could not fetch market data for {pair}. Assuming no delisting.")
return None
def get_funding_rate_timeframe(self) -> str:
"""
Get the funding rate timeframe from exchange options
:return: Timeframe string
"""
if self._exchange is None:
raise OperationalException(NO_EXCHANGE_EXCEPTION)
return self._exchange.get_option("funding_fee_timeframe")

12
freqtrade/data/history/datahandlers/idatahandler.py
View File

@@ -397,6 +397,9 @@ class IDataHandler(ABC):
pairdf = self._ohlcv_load(
pair, timeframe, timerange=timerange_startup, candle_type=candle_type
)
if not pairdf.empty and candle_type == CandleType.FUNDING_RATE:
# Funding rate data is sometimes off by a couple of ms - floor to seconds
pairdf["date"] = pairdf["date"].dt.floor("s")
if self._check_empty_df(pairdf, pair, timeframe, candle_type, warn_no_data):
return pairdf
else:
@@ -508,8 +511,15 @@ class IDataHandler(ABC):
Applies to bybit and okx, where funding-fee and mark candles have different timeframes.
"""
paircombs = self.ohlcv_get_available_data(self._datadir, TradingMode.FUTURES)
ff_timeframe_s = timeframe_to_seconds(ff_timeframe)
funding_rate_combs = [
f for f in paircombs if f[2] == CandleType.FUNDING_RATE and f[1] != ff_timeframe
f
for f in paircombs
if f[2] == CandleType.FUNDING_RATE
and f[1] != ff_timeframe
# Only allow smaller timeframes to move from smaller to larger timeframes
and timeframe_to_seconds(f[1]) < ff_timeframe_s
]
if funding_rate_combs:

74
freqtrade/data/history/history_utils.py
View File

@@ -353,6 +353,7 @@ def _download_pair_history(
def refresh_backtest_ohlcv_data(
exchange: Exchange,
*,
pairs: list[str],
timeframes: list[str],
datadir: Path,
@@ -363,6 +364,7 @@ def refresh_backtest_ohlcv_data(
data_format: str | None = None,
prepend: bool = False,
progress_tracker: CustomProgress | None = None,
candle_types: list[CandleType] | None = None,
no_parallel_download: bool = False,
) -> list[str]:
"""
@@ -375,10 +377,44 @@ def refresh_backtest_ohlcv_data(
pairs_not_available = []
fast_candles: dict[PairWithTimeframe, DataFrame] = {}
data_handler = get_datahandler(datadir, data_format)
candle_type = CandleType.get_default(trading_mode)
def_candletype = CandleType.SPOT if trading_mode != "futures" else CandleType.FUTURES
if trading_mode != "futures":
# Ignore user passed candle types for non-futures trading
timeframes_with_candletype = [(tf, def_candletype) for tf in timeframes]
else:
# Filter out SPOT candle type for futures trading
candle_types = (
[ct for ct in candle_types if ct != CandleType.SPOT] if candle_types else None
)
fr_candle_type = CandleType.from_string(exchange.get_option("mark_ohlcv_price"))
tf_funding_rate = exchange.get_option("funding_fee_timeframe")
tf_mark = exchange.get_option("mark_ohlcv_timeframe")
if candle_types:
for ct in candle_types:
exchange.verify_candle_type_support(ct)
timeframes_with_candletype = [
(tf, ct)
for ct in candle_types
for tf in timeframes
if ct != CandleType.FUNDING_RATE
]
else:
# Default behavior
timeframes_with_candletype = [(tf, def_candletype) for tf in timeframes]
timeframes_with_candletype.append((tf_mark, fr_candle_type))
if not candle_types or CandleType.FUNDING_RATE in candle_types:
# All exchanges need FundingRate for futures trading.
# The timeframe is aligned to the mark-price timeframe.
timeframes_with_candletype.append((tf_funding_rate, CandleType.FUNDING_RATE))
# Deduplicate list ...
timeframes_with_candletype = list(dict.fromkeys(timeframes_with_candletype))
logger.debug(
"Downloading %s.", ", ".join(f'"{tf} {ct}"' for tf, ct in timeframes_with_candletype)
)
with progress_tracker as progress:
tf_length = len(timeframes) if trading_mode != "futures" else len(timeframes) + 2
timeframe_task = progress.add_task("Timeframe", total=tf_length)
timeframe_task = progress.add_task("Timeframe", total=len(timeframes_with_candletype))
pair_task = progress.add_task("Downloading data...", total=len(pairs))
for pair in pairs:
@@ -389,7 +425,7 @@ def refresh_backtest_ohlcv_data(
pairs_not_available.append(f"{pair}: Pair not available on exchange.")
logger.info(f"Skipping pair {pair}...")
continue
for timeframe in timeframes:
for timeframe, candle_type in timeframes_with_candletype:
# Get fast candles via parallel method on first loop through per timeframe
# and candle type. Downloads all the pairs in the list and stores them.
# Also skips if only 1 pair/timeframe combination is scheduled for download.
@@ -416,7 +452,7 @@ def refresh_backtest_ohlcv_data(
# get the already downloaded pair candles if they exist
pair_candles = fast_candles.pop((pair, timeframe, candle_type), None)
progress.update(timeframe_task, description=f"Timeframe {timeframe}")
progress.update(timeframe_task, description=f"Timeframe {timeframe} {candle_type}")
logger.debug(f"Downloading pair {pair}, {candle_type}, interval {timeframe}.")
_download_pair_history(
pair=pair,
@@ -432,33 +468,6 @@ def refresh_backtest_ohlcv_data(
pair_candles=pair_candles, # optional pass of dataframe of parallel candles
)
progress.update(timeframe_task, advance=1)
if trading_mode == "futures":
# Predefined candletype (and timeframe) depending on exchange
# Downloads what is necessary to backtest based on futures data.
tf_mark = exchange.get_option("mark_ohlcv_timeframe")
tf_funding_rate = exchange.get_option("funding_fee_timeframe")
fr_candle_type = CandleType.from_string(exchange.get_option("mark_ohlcv_price"))
# All exchanges need FundingRate for futures trading.
# The timeframe is aligned to the mark-price timeframe.
combs = ((CandleType.FUNDING_RATE, tf_funding_rate), (fr_candle_type, tf_mark))
for candle_type_f, tf in combs:
logger.debug(f"Downloading pair {pair}, {candle_type_f}, interval {tf}.")
_download_pair_history(
pair=pair,
datadir=datadir,
exchange=exchange,
timerange=timerange,
data_handler=data_handler,
timeframe=str(tf),
new_pairs_days=new_pairs_days,
candle_type=candle_type_f,
erase=erase,
prepend=prepend,
)
progress.update(
timeframe_task, advance=1, description=f"Timeframe {candle_type_f}, {tf}"
)
progress.update(pair_task, advance=1)
progress.update(timeframe_task, description="Timeframe")
@@ -804,6 +813,7 @@ def download_data(
trading_mode=config.get("trading_mode", "spot"),
prepend=config.get("prepend_data", False),
progress_tracker=progress_tracker,
candle_types=config.get("candle_types"),
no_parallel_download=config.get("no_parallel_download", False),
)
finally:

1
freqtrade/exchange/bitget.py
View File

@@ -35,7 +35,6 @@ class Bitget(Exchange):
"order_time_in_force": ["GTC", "FOK", "IOC", "PO"],
}
_ft_has_futures: FtHas = {
"mark_ohlcv_timeframe": "4h",
"funding_fee_candle_limit": 100,
"has_delisting": True,
}

2
freqtrade/exchange/bybit.py
View File

@@ -38,8 +38,6 @@ class Bybit(Exchange):
}
_ft_has_futures: FtHas = {
"ohlcv_has_history": True,
"mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h",
"funding_fee_candle_limit": 200,
"stoploss_on_exchange": True,
"stoploss_order_types": {"limit": "limit", "market": "market"},

3
freqtrade/exchange/common.py
View File

@@ -97,6 +97,9 @@ EXCHANGE_HAS_OPTIONAL = [
# 'fetchLeverageTiers', # Futures initialization
# 'fetchMarketLeverageTiers', # Futures initialization
# 'fetchOpenOrders', 'fetchClosedOrders', # 'fetchOrders', # Refinding balance...
# "fetchPremiumIndexOHLCV", # Futures additional data
# "fetchMarkOHLCV", # Futures additional data
# "fetchIndexOHLCV", # Futures additional data
# ccxt.pro
"watchOHLCV",
]

84
freqtrade/exchange/exchange.py
View File

@@ -153,8 +153,8 @@ class Exchange:
"l2_limit_range_required": True, # Allow Empty L2 limit (kucoin)
"l2_limit_upper": None, # Upper limit for L2 limit
"mark_ohlcv_price": "mark",
"mark_ohlcv_timeframe": "8h",
"funding_fee_timeframe": "8h",
"mark_ohlcv_timeframe": "1h",
"funding_fee_timeframe": "1h",
"ccxt_futures_name": "swap",
"needs_trading_fees": False, # use fetch_trading_fees to cache fees
"order_props_in_contracts": ["amount", "filled", "remaining"],
@@ -2690,24 +2690,25 @@ class Exchange:
input_coroutines: list[Coroutine[Any, Any, OHLCVResponse]] = []
cached_pairs = []
for pair, timeframe, candle_type in set(pair_list):
invalid_funding = (
candle_type == CandleType.FUNDING_RATE
and timeframe != self.get_option("funding_fee_timeframe")
)
if candle_type == CandleType.FUNDING_RATE and timeframe != (
ff_tf := self.get_option("funding_fee_timeframe")
):
# TODO: does this message make sense? would docs be better?
# if any, this should be cached to avoid log spam!
logger.warning(
f"Wrong funding rate timeframe {timeframe} for pair {pair}, "
f"downloading {ff_tf} instead."
)
timeframe = ff_tf
invalid_timeframe = timeframe not in self.timeframes and candle_type in (
CandleType.SPOT,
CandleType.FUTURES,
)
if invalid_timeframe or invalid_funding:
timeframes_ = (
", ".join(self.timeframes)
if candle_type != CandleType.FUNDING_RATE
else self.get_option("funding_fee_timeframe")
)
if invalid_timeframe:
logger.warning(
f"Cannot download ({pair}, {timeframe}, {candle_type}) combination as this "
f"timeframe is not available on {self.name}. Available timeframes are "
f"{timeframes_}."
f"{', '.join(self.timeframes)}."
)
continue
@@ -2744,7 +2745,11 @@ class Exchange:
has_cache = cache and (pair, timeframe, c_type) in self._klines
# in case of existing cache, fill_missing happens after concatenation
ohlcv_df = ohlcv_to_dataframe(
ticks, timeframe, pair=pair, fill_missing=not has_cache, drop_incomplete=drop_incomplete
ticks,
timeframe,
pair=pair,
fill_missing=not has_cache and c_type != CandleType.FUNDING_RATE,
drop_incomplete=drop_incomplete,
)
# keeping parsed dataframe in cache
if cache:
@@ -2755,7 +2760,7 @@ class Exchange:
concat([old, ohlcv_df], axis=0),
timeframe,
pair,
fill_missing=True,
fill_missing=c_type != CandleType.FUNDING_RATE,
drop_incomplete=False,
)
candle_limit = self.ohlcv_candle_limit(timeframe, self._config["candle_type_def"])
@@ -2890,9 +2895,10 @@ class Exchange:
timeframe, candle_type=candle_type, since_ms=since_ms
)
if candle_type and candle_type not in (CandleType.SPOT, CandleType.FUTURES):
params.update({"price": candle_type.value})
if candle_type != CandleType.FUNDING_RATE:
if candle_type and candle_type not in (CandleType.SPOT, CandleType.FUTURES):
self.verify_candle_type_support(candle_type)
params.update({"price": str(candle_type)})
data = await self._api_async.fetch_ohlcv(
pair, timeframe=timeframe, since=since_ms, limit=candle_limit, params=params
)
@@ -2957,6 +2963,38 @@ class Exchange:
data = [[x["timestamp"], x["fundingRate"], 0, 0, 0, 0] for x in data]
return data
def check_candle_type_support(self, candle_type: CandleType) -> bool:
"""
Check that the exchange supports the given candle type.
:param candle_type: CandleType to verify
:return: True if supported, False otherwise
"""
if candle_type == CandleType.FUNDING_RATE:
if not self.exchange_has("fetchFundingRateHistory"):
return False
elif candle_type not in (CandleType.SPOT, CandleType.FUTURES):
mapping = {
CandleType.MARK: "fetchMarkOHLCV",
CandleType.INDEX: "fetchIndexOHLCV",
CandleType.PREMIUMINDEX: "fetchPremiumIndexOHLCV",
CandleType.FUNDING_RATE: "fetchFundingRateHistory",
}
_method = mapping.get(candle_type, "fetchOHLCV")
if not self.exchange_has(_method):
return False
return True
def verify_candle_type_support(self, candle_type: CandleType) -> None:
"""
Verify that the exchange supports the given candle type.
:param candle_type: CandleType to verify
:raises OperationalException: if the candle type is not supported
"""
if not self.check_candle_type_support(candle_type):
raise OperationalException(
f"Exchange {self._api.name} does not support fetching {candle_type} candles."
)
# fetch Trade data stuff
def needed_candle_for_trades_ms(self, timeframe: str, candle_type: CandleType) -> int:
@@ -3808,8 +3846,16 @@ class Exchange:
combined = mark_rates.merge(
funding_rates, on="date", how="left", suffixes=["_mark", "_fund"]
)
combined["open_fund"] = combined["open_fund"].fillna(futures_funding_rate)
return combined[relevant_cols]
# Fill only leading missing funding rates so gaps stay untouched
first_valid_idx = combined["open_fund"].first_valid_index()
if first_valid_idx is None:
combined["open_fund"] = futures_funding_rate
else:
is_leading_na = (combined.index <= first_valid_idx) & combined[
"open_fund"
].isna()
combined.loc[is_leading_na, "open_fund"] = futures_funding_rate
return combined[relevant_cols].dropna()
def calculate_funding_fees(
self,

2
freqtrade/exchange/hyperliquid.py
View File

@@ -37,9 +37,9 @@ class Hyperliquid(Exchange):
"stoploss_order_types": {"limit": "limit"},
"stoploss_blocks_assets": False,
"stop_price_prop": "stopPrice",
"funding_fee_timeframe": "1h",
"funding_fee_candle_limit": 500,
"uses_leverage_tiers": False,
"mark_ohlcv_price": "futures",
}
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [

1
freqtrade/exchange/kraken.py
View File

@@ -35,7 +35,6 @@ class Kraken(Exchange):
"trades_pagination_arg": "since",
"trades_pagination_overlap": False,
"trades_has_history": True,
"mark_ohlcv_timeframe": "4h",
}
_supported_trading_mode_margin_pairs: list[tuple[TradingMode, MarginMode]] = [

2
freqtrade/exchange/okx.py
View File

@@ -29,8 +29,6 @@ class Okx(Exchange):
_ft_has: FtHas = {
"ohlcv_candle_limit": 100, # Warning, special case with data prior to X months
"mark_ohlcv_timeframe": "4h",
"funding_fee_timeframe": "8h",
"stoploss_order_types": {"limit": "limit"},
"stoploss_on_exchange": True,
"trades_has_history": False, # Endpoint doesn't have a "since" parameter

1
freqtrade/optimize/backtesting.py
View File

@@ -374,6 +374,7 @@ class Backtesting:
timerange=self.timerange,
startup_candles=0,
fail_without_data=True,
fill_up_missing=False,
data_format=self.config["dataformat_ohlcv"],
candle_type=CandleType.FUNDING_RATE,
)

2
freqtrade/rpc/api_server/api_download_data.py
View File

@@ -63,6 +63,8 @@ def pairlists_evaluate(
config_loc["timeframes"] = payload.timeframes
config_loc["erase"] = payload.erase
config_loc["download_trades"] = payload.download_trades
if payload.candle_types is not None:
config_loc["candle_types"] = payload.candle_types
handleExchangePayload(payload, config_loc)

1
freqtrade/rpc/api_server/api_schemas.py
View File

@@ -506,6 +506,7 @@ class DownloadDataPayload(ExchangeModePayloadMixin, BaseModel):
timerange: str | None = None
erase: bool = False
download_trades: bool = False
candle_types: list[str] | None = None
@model_validator(mode="before")
def check_mutually_exclusive(cls, values):

3
freqtrade/rpc/api_server/api_v1.py
View File

@@ -91,7 +91,8 @@ logger = logging.getLogger(__name__)
# 2.41: Add download-data endpoint
# 2.42: Add /pair_history endpoint with live data
# 2.43: Add /profit_all endpoint
API_VERSION = 2.43
# 2.44: Add candle_types parameter to download-data endpoint
API_VERSION = 2.44
# Public API, requires no auth.
router_public = APIRouter()

9
freqtrade/strategy/informative_decorator.py
View File

@@ -104,8 +104,11 @@ def _create_and_merge_informative_pair(
):
asset = inf_data.asset or ""
timeframe = inf_data.timeframe
timeframe1 = inf_data.timeframe
fmt = inf_data.fmt
candle_type = inf_data.candle_type
if candle_type == CandleType.FUNDING_RATE:
timeframe1 = strategy.dp.get_funding_rate_timeframe()
config = strategy.config
@@ -132,10 +135,10 @@ def _create_and_merge_informative_pair(
fmt = "{base}_{quote}_" + fmt # Informatives of other pairs
inf_metadata = {"pair": asset, "timeframe": timeframe}
inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe, candle_type)
inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe1, candle_type)
if inf_dataframe.empty:
raise ValueError(
f"Informative dataframe for ({asset}, {timeframe}, {candle_type}) is empty. "
f"Informative dataframe for ({asset}, {timeframe1}, {candle_type}) is empty. "
"Can't populate informative indicators."
)
inf_dataframe = populate_indicators_fn(strategy, inf_dataframe, inf_metadata)
@@ -163,7 +166,7 @@ def _create_and_merge_informative_pair(
dataframe,
inf_dataframe,
strategy.timeframe,
timeframe,
timeframe1,
ffill=inf_data.ffill,
append_timeframe=False,
date_column=date_column,

4
tests/commands/test_commands.py
View File

@@ -1801,10 +1801,10 @@ def test_start_list_data(testdatadir, capsys):
start_list_data(pargs)
captured = capsys.readouterr()
assert "Found 6 pair / timeframe combinations." in captured.out
assert "Found 5 pair / timeframe combinations." in captured.out
assert re.search(r".*Pair.*Timeframe.*Type.*\n", captured.out)
assert re.search(r"\n.* XRP/USDT:USDT .* 5m, 1h .* futures |\n", captured.out)
assert re.search(r"\n.* XRP/USDT:USDT .* 1h, 8h .* mark |\n", captured.out)
assert re.search(r"\n.* XRP/USDT:USDT .* 1h.* mark |\n", captured.out)
args = [
"list-data",

3
tests/data/test_datahandler.py
View File

@@ -126,8 +126,7 @@ def test_datahandler_ohlcv_get_available_data(testdatadir):
("XRP/USDT:USDT", "5m", "futures"),
("XRP/USDT:USDT", "1h", "futures"),
("XRP/USDT:USDT", "1h", "mark"),
("XRP/USDT:USDT", "8h", "mark"),
("XRP/USDT:USDT", "8h", "funding_rate"),
("XRP/USDT:USDT", "1h", "funding_rate"),
}
paircombs = JsonGzDataHandler.ohlcv_get_available_data(testdatadir, TradingMode.SPOT)

42
tests/data/test_dataprovider.py
View File

@@ -9,7 +9,7 @@ from freqtrade.enums import CandleType, RunMode
from freqtrade.exceptions import ExchangeError, OperationalException
from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.util import dt_utc
from tests.conftest import EXMS, generate_test_data, get_patched_exchange
from tests.conftest import EXMS, generate_test_data, get_patched_exchange, log_has_re
@pytest.mark.parametrize(
@@ -185,6 +185,28 @@ def test_get_pair_dataframe(mocker, default_conf, ohlcv_history, candle_type):
assert len(df) == 2 # ohlcv_history is limited to 2 rows now
def test_get_pair_dataframe_funding_rate(mocker, default_conf, ohlcv_history, caplog):
default_conf["runmode"] = RunMode.DRY_RUN
timeframe = "1h"
exchange = get_patched_exchange(mocker, default_conf)
candletype = CandleType.FUNDING_RATE
exchange._klines[("XRP/BTC", timeframe, candletype)] = ohlcv_history
exchange._klines[("UNITTEST/BTC", timeframe, candletype)] = ohlcv_history
dp = DataProvider(default_conf, exchange)
assert dp.runmode == RunMode.DRY_RUN
assert ohlcv_history.equals(
dp.get_pair_dataframe("UNITTEST/BTC", timeframe, candle_type="funding_rate")
)
msg = r".*funding rate timeframe not matching"
assert not log_has_re(msg, caplog)
assert ohlcv_history.equals(
dp.get_pair_dataframe("UNITTEST/BTC", "5h", candle_type="funding_rate")
)
assert log_has_re(msg, caplog)
def test_available_pairs(mocker, default_conf, ohlcv_history):
exchange = get_patched_exchange(mocker, default_conf)
timeframe = default_conf["timeframe"]
@@ -636,3 +658,21 @@ def test_check_delisting(mocker, default_conf_usdt):
assert res == dt_utc(2025, 10, 2)
assert delist_mock2.call_count == 1
def test_get_funding_rate_timeframe(mocker, default_conf_usdt):
default_conf_usdt["trading_mode"] = "futures"
default_conf_usdt["margin_mode"] = "isolated"
exchange = get_patched_exchange(mocker, default_conf_usdt)
mock_get_option = mocker.spy(exchange, "get_option")
dp = DataProvider(default_conf_usdt, exchange)
assert dp.get_funding_rate_timeframe() == "1h"
mock_get_option.assert_called_once_with("funding_fee_timeframe")
def test_get_funding_rate_timeframe_no_exchange(default_conf_usdt):
dp = DataProvider(default_conf_usdt, None)
with pytest.raises(OperationalException, match=r"Exchange is not available to DataProvider."):
dp.get_funding_rate_timeframe()

36
tests/data/test_history.py
View File

@@ -534,18 +534,19 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
@pytest.mark.parametrize(
"trademode,callcount",
"trademode,callcount, callcount_parallel",
[
("spot", 4),
("margin", 4),
("futures", 8), # Called 8 times - 4 normal, 2 funding and 2 mark/index calls
("spot", 4, 2),
("margin", 4, 2),
("futures", 8, 4), # Called 8 times - 4 normal, 2 funding and 2 mark/index calls
],
)
def test_refresh_backtest_ohlcv_data(
mocker, default_conf, markets, caplog, testdatadir, trademode, callcount
mocker, default_conf, markets, caplog, testdatadir, trademode, callcount, callcount_parallel
):
caplog.set_level(logging.DEBUG)
dl_mock = mocker.patch("freqtrade.data.history.history_utils._download_pair_history")
mocker.patch(f"{EXMS}.verify_candle_type_support", MagicMock())
def parallel_mock(pairs, timeframe, candle_type, **kwargs):
return {(pair, timeframe, candle_type): DataFrame() for pair in pairs}
@@ -573,14 +574,15 @@ def test_refresh_backtest_ohlcv_data(
)
# Called once per timeframe (as we return an empty dataframe)
assert parallel_mock.call_count == 2
# called twice for spot/margin and 4 times for futures
assert parallel_mock.call_count == callcount_parallel
assert dl_mock.call_count == callcount
assert dl_mock.call_args[1]["timerange"].starttype == "date"
assert log_has_re(r"Downloading pair ETH/BTC, .* interval 1m\.", caplog)
if trademode == "futures":
assert log_has_re(r"Downloading pair ETH/BTC, funding_rate, interval 8h\.", caplog)
assert log_has_re(r"Downloading pair ETH/BTC, mark, interval 4h\.", caplog)
assert log_has_re(r"Downloading pair ETH/BTC, funding_rate, interval 1h\.", caplog)
assert log_has_re(r"Downloading pair ETH/BTC, mark, interval 1h\.", caplog)
# Test with only one pair - no parallel download should happen 1 pair/timeframe combination
# doesn't justify parallelization
@@ -599,6 +601,24 @@ def test_refresh_backtest_ohlcv_data(
)
assert parallel_mock.call_count == 0
if trademode == "futures":
dl_mock.reset_mock()
refresh_backtest_ohlcv_data(
exchange=ex,
pairs=[
"ETH/BTC",
],
timeframes=["5m", "1h"],
datadir=testdatadir,
timerange=timerange,
erase=False,
trading_mode=trademode,
no_parallel_download=True,
candle_types=["premiumIndex", "funding_rate"],
)
assert parallel_mock.call_count == 0
assert dl_mock.call_count == 3 # 2 timeframes premiumIndex + 1x funding_rate
def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
dl_mock = mocker.patch(

101
tests/exchange/test_exchange.py
View File

@@ -2389,6 +2389,7 @@ async def test__async_get_historic_ohlcv(default_conf, mocker, caplog, exchange_
]
]
exchange = get_patched_exchange(mocker, default_conf, exchange=exchange_name)
mocker.patch.object(exchange, "verify_candle_type_support")
# Monkey-patch async function
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
@@ -2439,6 +2440,7 @@ def test_refresh_latest_ohlcv(mocker, default_conf_usdt, caplog, candle_type) ->
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf_usdt)
mocker.patch.object(exchange, "verify_candle_type_support")
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
pairs = [("IOTA/USDT", "5m", candle_type), ("XRP/USDT", "5m", candle_type)]
@@ -2689,6 +2691,7 @@ def test_refresh_latest_ohlcv_cache(mocker, default_conf, candle_type, time_mach
time_machine.move_to(start + timedelta(hours=99, minutes=30))
exchange = get_patched_exchange(mocker, default_conf)
mocker.patch.object(exchange, "verify_candle_type_support")
exchange._set_startup_candle_count(default_conf)
mocker.patch(f"{EXMS}.ohlcv_candle_limit", return_value=100)
@@ -2837,6 +2840,29 @@ def test_refresh_ohlcv_with_cache(mocker, default_conf, time_machine) -> None:
assert ohlcv_mock.call_args_list[0][0][0] == pairs
def test_refresh_latest_ohlcv_funding_rate(mocker, default_conf_usdt, caplog) -> None:
ohlcv = generate_test_data_raw("1h", 24, "2025-01-02 12:00:00+00:00")
funding_data = [{"timestamp": x[0], "fundingRate": x[1]} for x in ohlcv]
caplog.set_level(logging.DEBUG)
exchange = get_patched_exchange(mocker, default_conf_usdt)
exchange._api_async.fetch_ohlcv = get_mock_coro(ohlcv)
exchange._api_async.fetch_funding_rate_history = get_mock_coro(funding_data)
pairs = [
("IOTA/USDT:USDT", "8h", CandleType.FUNDING_RATE),
("XRP/USDT:USDT", "1h", CandleType.FUNDING_RATE),
]
# empty dicts
assert not exchange._klines
res = exchange.refresh_latest_ohlcv(pairs, cache=False)
assert len(res) == len(pairs)
assert log_has_re(r"Wrong funding rate timeframe 8h for pair IOTA/USDT:USDT", caplog)
assert not log_has_re(r"Wrong funding rate timeframe 8h for pair XRP/USDT:USDT", caplog)
assert exchange._api_async.fetch_ohlcv.call_count == 0
@pytest.mark.parametrize("exchange_name", EXCHANGES)
async def test__async_get_candle_history(default_conf, mocker, caplog, exchange_name):
ohlcv = [
@@ -5342,11 +5368,12 @@ def test_combine_funding_and_mark(
df = exchange.combine_funding_and_mark(funding_rates, mark_rates, futures_funding_rate)
if futures_funding_rate is not None:
assert len(df) == 3
assert len(df) == 2
assert df.iloc[0]["open_fund"] == funding_rate
assert df.iloc[1]["open_fund"] == futures_funding_rate
assert df.iloc[2]["open_fund"] == funding_rate
assert df["date"].to_list() == [prior2_date, prior_date, trade_date]
# assert df.iloc[1]["open_fund"] == futures_funding_rate
assert df.iloc[-1]["open_fund"] == funding_rate
# Mid-candle is dropped ...
assert df["date"].to_list() == [prior2_date, trade_date]
else:
assert len(df) == 2
assert df["date"].to_list() == [prior2_date, trade_date]
@@ -5440,8 +5467,13 @@ def test__fetch_and_calculate_funding_fees(
api_mock = MagicMock()
api_mock.fetch_funding_rate_history = get_mock_coro(return_value=funding_rate_history)
api_mock.fetch_ohlcv = get_mock_coro(return_value=mark_ohlcv)
type(api_mock).has = PropertyMock(return_value={"fetchOHLCV": True})
type(api_mock).has = PropertyMock(return_value={"fetchFundingRateHistory": True})
type(api_mock).has = PropertyMock(
return_value={
"fetchFundingRateHistory": True,
"fetchMarkOHLCV": True,
"fetchOHLCV": True,
}
)
ex = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange)
mocker.patch(f"{EXMS}.timeframes", PropertyMock(return_value=["1h", "4h", "8h"]))
@@ -5485,8 +5517,13 @@ def test__fetch_and_calculate_funding_fees_datetime_called(
api_mock.fetch_funding_rate_history = get_mock_coro(
return_value=funding_rate_history_octohourly
)
type(api_mock).has = PropertyMock(return_value={"fetchOHLCV": True})
type(api_mock).has = PropertyMock(return_value={"fetchFundingRateHistory": True})
type(api_mock).has = PropertyMock(
return_value={
"fetchFundingRateHistory": True,
"fetchMarkOHLCV": True,
"fetchOHLCV": True,
}
)
mocker.patch(f"{EXMS}.timeframes", PropertyMock(return_value=["4h", "8h"]))
exchange = get_patched_exchange(mocker, default_conf, api_mock, exchange=exchange)
d1 = datetime.strptime("2021-08-31 23:00:01 +0000", "%Y-%m-%d %H:%M:%S %z")
@@ -6573,3 +6610,51 @@ def test_fetch_funding_rate(default_conf, mocker, exchange_name):
with pytest.raises(DependencyException, match=r"Pair XRP/ETH not available"):
exchange.fetch_funding_rate(pair="XRP/ETH")
def test_verify_candle_type_support(default_conf, mocker):
api_mock = MagicMock()
type(api_mock).has = PropertyMock(
return_value={
"fetchFundingRateHistory": True,
"fetchIndexOHLCV": True,
"fetchMarkOHLCV": True,
"fetchPremiumIndexOHLCV": False,
}
)
exchange = get_patched_exchange(mocker, default_conf, api_mock)
# Should pass
exchange.verify_candle_type_support("futures")
exchange.verify_candle_type_support(CandleType.FUTURES)
exchange.verify_candle_type_support(CandleType.FUNDING_RATE)
exchange.verify_candle_type_support(CandleType.SPOT)
exchange.verify_candle_type_support(CandleType.MARK)
# Should fail:
with pytest.raises(
OperationalException,
match=r"Exchange .* does not support fetching premiumindex candles\.",
):
exchange.verify_candle_type_support(CandleType.PREMIUMINDEX)
type(api_mock).has = PropertyMock(
return_value={
"fetchFundingRateHistory": False,
"fetchIndexOHLCV": False,
"fetchMarkOHLCV": False,
"fetchPremiumIndexOHLCV": True,
}
)
for candle_type in [
CandleType.FUNDING_RATE,
CandleType.INDEX,
CandleType.MARK,
]:
with pytest.raises(
OperationalException,
match=rf"Exchange .* does not support fetching {candle_type.value} candles\.",
):
exchange.verify_candle_type_support(candle_type)
exchange.verify_candle_type_support(CandleType.PREMIUMINDEX)

54
tests/exchange_online/test_ccxt_compat.py
View File

@@ -270,11 +270,14 @@ class TestCCXTExchange:
assert exch.klines(pair_tf).iloc[-1]["date"] >= timeframe_to_prev_date(timeframe, now)
assert exch.klines(pair_tf)["date"].astype(int).iloc[0] // 1e6 == since_ms
def _ccxt__async_get_candle_history(self, exchange, pair, timeframe, candle_type, factor=0.9):
def _ccxt__async_get_candle_history(
self, exchange, pair: str, timeframe: str, candle_type: CandleType, factor: float = 0.9
):
timeframe_ms = timeframe_to_msecs(timeframe)
timeframe_ms_8h = timeframe_to_msecs("8h")
now = timeframe_to_prev_date(timeframe, datetime.now(UTC))
for offset in (360, 120, 30, 10, 5, 2):
since = now - timedelta(days=offset)
for offset_days in (360, 120, 30, 10, 5, 2):
since = now - timedelta(days=offset_days)
since_ms = int(since.timestamp() * 1000)
res = exchange.loop.run_until_complete(
@@ -289,8 +292,15 @@ class TestCCXTExchange:
candles = res[3]
candle_count = exchange.ohlcv_candle_limit(timeframe, candle_type, since_ms) * factor
candle_count1 = (now.timestamp() * 1000 - since_ms) // timeframe_ms * factor
assert len(candles) >= min(candle_count, candle_count1), (
f"{len(candles)} < {candle_count} in {timeframe}, Offset: {offset} {factor}"
# funding fees can be 1h or 8h - depending on pair and time.
candle_count2 = (now.timestamp() * 1000 - since_ms) // timeframe_ms_8h * factor
min_value = min(
candle_count,
candle_count1,
candle_count2 if candle_type == CandleType.FUNDING_RATE else candle_count1,
)
assert len(candles) >= min_value, (
f"{len(candles)} < {candle_count} in {timeframe} {offset_days=} {factor=}"
)
# Check if first-timeframe is either the start, or start + 1
assert candles[0][0] == since_ms or (since_ms + timeframe_ms)
@@ -309,6 +319,8 @@ class TestCCXTExchange:
[
CandleType.FUTURES,
CandleType.FUNDING_RATE,
CandleType.INDEX,
CandleType.PREMIUMINDEX,
CandleType.MARK,
],
)
@@ -322,6 +334,10 @@ class TestCCXTExchange:
timeframe = exchange._ft_has.get(
"funding_fee_timeframe", exchange._ft_has["mark_ohlcv_timeframe"]
)
else:
# never skip funding rate!
if not exchange.check_candle_type_support(candle_type):
pytest.skip(f"Exchange does not support candle type {candle_type}")
self._ccxt__async_get_candle_history(
exchange,
pair=pair,
@@ -337,6 +353,7 @@ class TestCCXTExchange:
timeframe_ff = exchange._ft_has.get(
"funding_fee_timeframe", exchange._ft_has["mark_ohlcv_timeframe"]
)
timeframe_ff_8h = "8h"
pair_tf = (pair, timeframe_ff, CandleType.FUNDING_RATE)
funding_ohlcv = exchange.refresh_latest_ohlcv(
@@ -350,14 +367,26 @@ class TestCCXTExchange:
hour1 = timeframe_to_prev_date(timeframe_ff, this_hour - timedelta(minutes=1))
hour2 = timeframe_to_prev_date(timeframe_ff, hour1 - timedelta(minutes=1))
hour3 = timeframe_to_prev_date(timeframe_ff, hour2 - timedelta(minutes=1))
val0 = rate[rate["date"] == this_hour].iloc[0]["open"]
val1 = rate[rate["date"] == hour1].iloc[0]["open"]
val2 = rate[rate["date"] == hour2].iloc[0]["open"]
val3 = rate[rate["date"] == hour3].iloc[0]["open"]
# Alternative 8h timeframe - funding fee timeframe is not stable.
h8_this_hour = timeframe_to_prev_date(timeframe_ff_8h)
h8_hour1 = timeframe_to_prev_date(timeframe_ff_8h, h8_this_hour - timedelta(minutes=1))
h8_hour2 = timeframe_to_prev_date(timeframe_ff_8h, h8_hour1 - timedelta(minutes=1))
h8_hour3 = timeframe_to_prev_date(timeframe_ff_8h, h8_hour2 - timedelta(minutes=1))
row0 = rate.iloc[-1]
row1 = rate.iloc[-2]
row2 = rate.iloc[-3]
row3 = rate.iloc[-4]
assert row0["date"] == this_hour or row0["date"] == h8_this_hour
assert row1["date"] == hour1 or row1["date"] == h8_hour1
assert row2["date"] == hour2 or row2["date"] == h8_hour2
assert row3["date"] == hour3 or row3["date"] == h8_hour3
# Test For last 4 hours
# Avoids random test-failure when funding-fees are 0 for a few hours.
assert val0 != 0.0 or val1 != 0.0 or val2 != 0.0 or val3 != 0.0
assert (
row0["open"] != 0.0 or row1["open"] != 0.0 or row2["open"] != 0.0 or row3["open"] != 0.0
)
# We expect funding rates to be different from 0.0 - or moving around.
assert (
rate["open"].max() != 0.0
@@ -369,7 +398,10 @@ class TestCCXTExchange:
exchange, exchangename = exchange_futures
pair = EXCHANGES[exchangename].get("futures_pair", EXCHANGES[exchangename]["pair"])
since = int((datetime.now(UTC) - timedelta(days=5)).timestamp() * 1000)
pair_tf = (pair, "1h", CandleType.MARK)
candle_type = CandleType.from_string(
exchange.get_option("mark_ohlcv_price", default=CandleType.MARK)
)
pair_tf = (pair, "1h", candle_type)
mark_ohlcv = exchange.refresh_latest_ohlcv([pair_tf], since_ms=since, drop_incomplete=False)

13
tests/optimize/test_backtesting.py
View File

@@ -970,8 +970,8 @@ def test_backtest_one_detail(default_conf_usdt, mocker, testdatadir, use_detail)
@pytest.mark.parametrize(
"use_detail,exp_funding_fee, exp_ff_updates",
[
(True, -0.018054162, 10),
(False, -0.01780296, 6),
(True, -0.0180457882, 15),
(False, -0.0178000543, 12),
],
)
def test_backtest_one_detail_futures(
@@ -1081,8 +1081,8 @@ def test_backtest_one_detail_futures(
@pytest.mark.parametrize(
"use_detail,entries,max_stake,ff_updates,expected_ff",
[
(True, 50, 3000, 55, -1.18038144),
(False, 6, 360, 11, -0.14679994),
(True, 50, 3000, 78, -1.17988972),
(False, 6, 360, 34, -0.14673681),
],
)
def test_backtest_one_detail_futures_funding_fees(
@@ -2382,13 +2382,12 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, caplog, testda
f"Using data directory: {testdatadir} ...",
"Loading data from 2021-11-17 01:00:00 up to 2021-11-21 04:00:00 (4 days).",
"Backtesting with data from 2021-11-17 21:00:00 up to 2021-11-21 04:00:00 (3 days).",
"XRP/USDT:USDT, funding_rate, 8h, data starts at 2021-11-18 00:00:00",
"XRP/USDT:USDT, mark, 8h, data starts at 2021-11-18 00:00:00",
"XRP/USDT:USDT, funding_rate, 1h, data starts at 2021-11-18 00:00:00",
f"Running backtesting for Strategy {CURRENT_TEST_STRATEGY}",
]
for line in exists:
assert log_has(line, caplog)
assert log_has(line, caplog), line
captured = capsys.readouterr()
assert "BACKTESTING REPORT" in captured.out

1
tests/rpc/test_rpc_apiserver.py
View File

@@ -3250,6 +3250,7 @@ def test_api_download_data(botclient, mocker, tmp_path):
body = {
"pairs": ["ETH/BTC", "XRP/BTC"],
"timeframes": ["5m"],
"candle_types": ["spot"],
}
# Fail, already running

0
tests/testdata/futures/XRP_USDT_USDT-8h-funding_rate.feather → tests/testdata/futures/XRP_USDT_USDT-1h-funding_rate.feather vendored
View File

BIN
tests/testdata/futures/XRP_USDT_USDT-8h-mark.feather vendored
View File

Binary file not shown.

4
tests/util/test_binance_mig.py
View File

@@ -20,8 +20,8 @@ def test_binance_mig_data_conversion(default_conf_usdt, tmp_path, testdatadir):
files = [
"-1h-mark.feather",
"-1h-futures.feather",
"-8h-funding_rate.feather",
"-8h-mark.feather",
"-1h-funding_rate.feather",
"-1h-mark.feather",
]
# Copy files to tmpdir and rename to old naming

14
tests/util/test_funding_rate_migration.py
View File

@@ -5,13 +5,13 @@ from freqtrade.util.migrations import migrate_funding_fee_timeframe
def test_migrate_funding_rate_timeframe(default_conf_usdt, tmp_path, testdatadir):
copytree(testdatadir / "futures", tmp_path / "futures")
file_4h = tmp_path / "futures" / "XRP_USDT_USDT-4h-funding_rate.feather"
file_8h = tmp_path / "futures" / "XRP_USDT_USDT-8h-funding_rate.feather"
file_30m = tmp_path / "futures" / "XRP_USDT_USDT-30m-funding_rate.feather"
file_1h_fr = tmp_path / "futures" / "XRP_USDT_USDT-1h-funding_rate.feather"
file_1h = tmp_path / "futures" / "XRP_USDT_USDT-1h-futures.feather"
file_8h.rename(file_4h)
file_1h_fr.rename(file_30m)
assert file_1h.exists()
assert file_4h.exists()
assert not file_8h.exists()
assert file_30m.exists()
assert not file_1h_fr.exists()
default_conf_usdt["datadir"] = tmp_path
@@ -22,7 +22,7 @@ def test_migrate_funding_rate_timeframe(default_conf_usdt, tmp_path, testdatadir
migrate_funding_fee_timeframe(default_conf_usdt, None)
assert not file_4h.exists()
assert file_8h.exists()
assert not file_30m.exists()
assert file_1h_fr.exists()
# futures files is untouched.
assert file_1h.exists()