import pandas as pd
from fractal.loaders.base_loader import Loader, LoaderType
from fractal.loaders.structs import FundingHistory
[docs]
class ConstantFundingsLoader(Loader):
"""
Generates a constant funding rate for a given period.
"""
def __init__(self, rate: float = -0.001, freq: str = "D",
start: str = '2020-01-01', end: str = '2025-01-01') -> None:
"""
Generates a constant funding rate for a given period.
"""
super().__init__(loader_type=LoaderType.CSV)
self.rate = rate
self.freq = freq
self.start = start
self.end = end
[docs]
def read(self, with_run: bool = False):
return FundingHistory(time=pd.date_range(start=self.start, end=self.end, freq=self.freq), rates=self.rate)