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v1.13.0 — Feat: funding rate data collection pipeline

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@rpycgo rpycgo released this 09 Apr 17:27
· 117 commits to main since this release

v1.13.0 — Feat: funding rate data collection pipeline## What's changed

New features

  • FundingRateLoader added under src/data/funding_rate/
    • Downloads monthly ZIP archives from Binance Vision
    • Extracts, merges, deduplicates, sorts by datetime
    • Cleans up all intermediate files after merge
    • Output: data/crypto/binance/funding_rate/<symbol_lower>.csv
  • qr-collect-funding-rate CLI added
    • Collects all supported symbols by default
    • Respects analysis_start_date / analysis_end_date from config
    • Supports --symbol, --start, --end overrides

Usage

qr-collect-funding-rate
qr-collect-funding-rate --symbol BTCUSDT
qr-collect-funding-rate --symbol ETHUSDT --start 2021-01-01 --end 2025-12-31