move ORDERFLOW_ADDED_COLUMNS to constant

This commit is contained in:
James Lin
2025-04-29 09:18:07 -04:00
parent 0a4f82bc22
commit 1d99b7d0f9
3 changed files with 16 additions and 17 deletions

View File

@@ -71,6 +71,19 @@ DEFAULT_DATAFRAME_COLUMNS = ["date", "open", "high", "low", "close", "volume"]
# it has wide consequences for stored trades files
DEFAULT_TRADES_COLUMNS = ["timestamp", "id", "type", "side", "price", "amount", "cost"]
DEFAULT_ORDERFLOW_COLUMNS = ["level", "bid", "ask", "delta"]
ORDERFLOW_ADDED_COLUMNS = [
"trades",
"orderflow",
"imbalances",
"stacked_imbalances_bid",
"stacked_imbalances_ask",
"max_delta",
"min_delta",
"bid",
"ask",
"delta",
"total_trades",
]
TRADES_DTYPES = {
"timestamp": "int64",
"id": "str",

View File

@@ -9,26 +9,12 @@ from datetime import datetime
import numpy as np
import pandas as pd
from freqtrade.constants import DEFAULT_ORDERFLOW_COLUMNS, Config
from freqtrade.constants import DEFAULT_ORDERFLOW_COLUMNS, ORDERFLOW_ADDED_COLUMNS, Config
from freqtrade.exceptions import DependencyException
logger = logging.getLogger(__name__)
ORDERFLOW_ADDED_COLUMNS = [
"trades",
"orderflow",
"imbalances",
"stacked_imbalances_bid",
"stacked_imbalances_ask",
"max_delta",
"min_delta",
"bid",
"ask",
"delta",
"total_trades",
]
def _init_dataframe_with_trades_columns(dataframe: pd.DataFrame):
"""

View File

@@ -16,8 +16,8 @@ from pandas import DataFrame
from sklearn.model_selection import train_test_split
from freqtrade.configuration import TimeRange
from freqtrade.constants import DOCS_LINK, Config
from freqtrade.data.converter import ORDERFLOW_ADDED_COLUMNS, reduce_dataframe_footprint
from freqtrade.constants import DOCS_LINK, ORDERFLOW_ADDED_COLUMNS, Config
from freqtrade.data.converter import reduce_dataframe_footprint
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_seconds
from freqtrade.strategy import merge_informative_pair