From d5d3188b991512ac761aae044cff01f95ebb75c0 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 4 Jan 2024 15:30:06 +0100 Subject: [PATCH] Load "correct" timeframes (mark vs. funding fees)... --- freqtrade/optimize/backtesting.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index e9d4cdd8a..3d933185a 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -277,8 +277,10 @@ class Backtesting: else: self.detail_data = {} if self.trading_mode == TradingMode.FUTURES: - self.funding_fee_timeframe: str = self.exchange.get_option('mark_ohlcv_timeframe') + self.funding_fee_timeframe: str = self.exchange.get_option('funding_fee_timeframe') self.funding_fee_timeframe_secs: int = timeframe_to_seconds(self.funding_fee_timeframe) + mark_timeframe: str = self.exchange.get_option('mark_ohlcv_timeframe') + # Load additional futures data. funding_rates_dict = history.load_data( datadir=self.config['datadir'], @@ -295,7 +297,7 @@ class Backtesting: mark_rates_dict = history.load_data( datadir=self.config['datadir'], pairs=self.pairlists.whitelist, - timeframe=self.funding_fee_timeframe, + timeframe=mark_timeframe, timerange=self.timerange, startup_candles=0, fail_without_data=True,