Back to catalog / Crypto quant workflows

Verify historical funding rates for futures backtests

Separate historical funding from user-specified fallback assumptions.

Goal

Goal: Separate historical funding from user-specified fallback assumptions.

Check the contract, range, and exchange funding-history availability. [leverage]
Review futures_funding_rate; document the configured fallback when historical funding is unavailable. [leverage]
Report funding source, gaps, and their impact on P&L separately. [leverage]

Each funding value is traceable to history or clearly labeled as a scenario assumption.

Withhold return conclusions if source is unclear; do not backfill past periods with current rates.

Python 3.11+, Freqtrade installed, a pinned strategy, and a local user-data directory.

Use public market data and local history; treat every trading decision as research and never connect a live account.

Funding, leverage, and liquidation add major risk; this is historical research only.

These values describe the upstream repository, not popularity or likes for an individual skill or playbook.

No metrics snapshot is available yet.

License: GPLv3