Comments (8)
xmatthias
commented on May 28, 2024
1
You don't have to calculate RSI in it if you don't need it. I was taking your example and fixing it.
funding_rate will be in the merged open column - so in this case - open_8h.
the documentation (mainly the box "Fast and easy way to define informative pairs") will include several samples on how you can adjust the name of the merged columns.
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xmatthias
commented on May 28, 2024
@informative('8h', candle_type= "funding_rate") should work just fine - but not on populate_indicators - but on a separate function (that's not called populate_indicators - so it's then available in populate_indicators). (documented here.
It'll also only work if you're in futures markets (not in spot markets) - at least in dry-run.
default funding rates (default 8h, can vary between exchanges) are also downloaded automatically when you download regular futures data, so the explicit step will be unnecessary.
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dekacypher
commented on May 28, 2024
The separate function i added the informative pairs in is as such:
@informative(candle_type='funding_rate')
def populate_indicators_(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['rsi'] = ta.RSI(dataframe)
return dataframe
Including the timeframe is necessary as it hinders the arising of this error code:
ftuser@dfb252944e06:/freqtrade$ freqtrade backtesting --strategy PLTStrategy
2022-12-23 13:48:12,553 - freqtrade - INFO - freqtrade docker-2022.12.dev-cb81613a
2022-12-23 13:48:12,592 - freqtrade.configuration.load_config - INFO - Using config: user_data/config.json ...
2022-12-23 13:48:12,606 - freqtrade.loggers - INFO - Verbosity set to 0
2022-12-23 13:48:12,609 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ...
2022-12-23 13:48:13,279 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
2022-12-23 13:48:13,280 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/binance ...
2022-12-23 13:48:13,280 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2022-12-23 13:48:13,282 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
2022-12-23 13:48:13,315 - freqtrade.exchange.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2022-12-23 13:48:13,315 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2022-12-23 13:48:13,315 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-12-23 13:48:13,325 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2022-12-23 13:48:13,328 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2022-12-23 13:48:13,328 - freqtrade.exchange.exchange - INFO - Using CCXT 2.2.92
2022-12-23 13:48:13,330 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'future'}}
2022-12-23 13:48:13,429 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'options': {'defaultType': 'future'}}
2022-12-23 13:48:13,453 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2022-12-23 13:48:14,600 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2022-12-23 13:48:14,742 - freqtrade - ERROR - Fatal exception!
Traceback (most recent call last):
File "/freqtrade/freqtrade/main.py", line 42, in main
return_code = args['func'](args)
File "/freqtrade/freqtrade/commands/optimize_commands.py", line 57, in start_backtesting
backtesting = Backtesting(config)
File "/freqtrade/freqtrade/optimize/backtesting.py", line 104, in __init__
self.strategylist.append(StrategyResolver.load_strategy(self.config))
File "/freqtrade/freqtrade/resolvers/strategy_resolver.py", line 48, in load_strategy
strategy: IStrategy = StrategyResolver._load_strategy(
File "/freqtrade/freqtrade/resolvers/strategy_resolver.py", line 256, in _load_strategy
strategy = StrategyResolver._load_object(
File "/freqtrade/freqtrade/resolvers/iresolver.py", line 148, in _load_object
(module, module_path) = cls._search_object(directory=_path,
File "/freqtrade/freqtrade/resolvers/iresolver.py", line 130, in _search_object
obj = next(cls._get_valid_object(module_path, object_name), None)
File "/freqtrade/freqtrade/resolvers/iresolver.py", line 91, in _get_valid_object
spec.loader.exec_module(module) # type: ignore # importlib does not use typehints
File "<frozen importlib._bootstrap_external>", line 883, in exec_module
File "<frozen importlib._bootstrap>", line 241, in _call_with_frames_removed
File "/freqtrade/user_data/strategies/PLTStrategy.py", line 21, in <module>
class PLTStrategy(IStrategy):
File "/freqtrade/user_data/strategies/PLTStrategy.py", line 145, in PLTStrategy
@informative(candle_type='funding_rate')
TypeError: informative() missing 1 required positional argument: 'timeframe'
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xmatthias
commented on May 28, 2024
well nobody said otherwise :)
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aishamh
commented on May 28, 2024
Your suggestion doesn't work.
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xmatthias
commented on May 28, 2024
well what you tried after my comment is NOT what i suggested - but something else (close, but different).
something around this should work - assuming you are on futures markets - and the exchange really uses 8h as funding rate.
@informative('8h', candle_type='funding_rate')
def populate_indicators_funding(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['rsi'] = ta.RSI(dataframe)
return dataframe
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aishamh
commented on May 28, 2024
Alright, I'll update you
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aishamh
commented on May 28, 2024
The timeframe is 8h, but my intention is to include funding rate as a olumn in the dataframe, in order to use it as an indicator. The dataframe that is returned includes, when i add populate_indicators_funding function:
date True
open True
high True
low True
close True
volume True
date_8h True
open_8h True
high_8h False
low_8h False
close_8h False
volume_8h False
rsi_8h False
adx True
rsi True
fastd True
fastk True
macd True
macdsignal True
macdhist True
mfi True
bb_lowerband True
bb_middleband True
bb_upperband True
bb_percent True
bb_width True
sar True
tema True
htsine True
htleadsine True
enter_long True
enter_short True
But it doesn't include funding rate as a column, which is a negative or positive float value that indicates whether the market is bearish and the short traders pay a funding fee to the long traders, or the opposite. I'm not sure if you misunderstood my question as something else, but are we on the same page?
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