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Fix funding-fee downloading in the wrong timeframe

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Matthias 2024-01-04 15:52:19 +01:00
parent d5d3188b99
commit 67d3dca49c
1 changed files with 5 additions and 2 deletions
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7
freqtrade/data/history/history_utils.py
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@ -311,14 +311,17 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
# 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.
for funding_candle_type in (CandleType.FUNDING_RATE, fr_candle_type):
combs = ((CandleType.FUNDING_RATE, tf_funding_rate), (fr_candle_type, tf_mark))
for funding_candle_type, tf in combs:
_download_pair_history(pair=pair, process=process,
datadir=datadir, exchange=exchange,
timerange=timerange, data_handler=data_handler,
timeframe=str(tf_mark), new_pairs_days=new_pairs_days,
timeframe=str(tf), new_pairs_days=new_pairs_days,
candle_type=funding_candle_type,
erase=erase, prepend=prepend)