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feat: validate supported candle types when downloading data

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Matthias
2025-12-08 14:29:16 +01:00
parent 994e61fe42
commit c7636734de
2 changed files with 29 additions and 2 deletions
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2
freqtrade/data/history/history_utils.py
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@@ -391,6 +391,8 @@ def refresh_backtest_ohlcv_data(
tf_mark = exchange.get_option("mark_ohlcv_timeframe") tf_mark = exchange.get_option("mark_ohlcv_timeframe")
if candle_types: if candle_types:
for ct in candle_types:
exchange.verify_candle_type_support(ct)
timeframes_with_candletype = [ timeframes_with_candletype = [
(tf, ct) (tf, ct)
for ct in candle_types for ct in candle_types

29
freqtrade/exchange/exchange.py
View File

@@ -2895,9 +2895,10 @@ class Exchange:
timeframe, candle_type=candle_type, since_ms=since_ms timeframe, candle_type=candle_type, since_ms=since_ms
) )
if candle_type and candle_type not in (CandleType.SPOT, CandleType.FUTURES):
params.update({"price": str(candle_type)})
if candle_type != CandleType.FUNDING_RATE: 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( data = await self._api_async.fetch_ohlcv(
pair, timeframe=timeframe, since=since_ms, limit=candle_limit, params=params pair, timeframe=timeframe, since=since_ms, limit=candle_limit, params=params
) )
@@ -2962,6 +2963,30 @@ class Exchange:
data = [[x["timestamp"], x["fundingRate"], 0, 0, 0, 0] for x in data] data = [[x["timestamp"], x["fundingRate"], 0, 0, 0, 0] for x in data]
return data return data
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 candle_type == CandleType.FUNDING_RATE:
if not self.exchange_has("fetchFundingRateHistory"):
raise OperationalException(
f"Exchange {self._api.name} does not support fetching funding rate history."
)
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):
raise OperationalException(
f"Exchange {self._api.name} does not support fetching {candle_type} candles."
)
# fetch Trade data stuff # fetch Trade data stuff
def needed_candle_for_trades_ms(self, timeframe: str, candle_type: CandleType) -> int: def needed_candle_for_trades_ms(self, timeframe: str, candle_type: CandleType) -> int: