orderflow: clean up populate_dataframe_with_trades code

This commit is contained in:
Joe Schr
2024-06-21 16:01:16 +02:00
parent ffda564f05
commit 08a27abbdc
2 changed files with 75 additions and 63 deletions

View File

@@ -227,14 +227,15 @@ def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades(
"volume",
"trades",
"orderflow",
"imbalances",
"stacked_imbalances_bid",
"stacked_imbalances_ask",
"max_delta",
"min_delta",
"bid",
"ask",
"delta",
"min_delta",
"max_delta",
"total_trades",
"stacked_imbalances_bid",
"stacked_imbalances_ask",
]
# Assert delta, bid, and ask values
assert -50.519 == pytest.approx(row["delta"])