diff --git a/freqtrade/data/converter/orderflow.py b/freqtrade/data/converter/orderflow.py index bd9e7553b..e40ac5cab 100644 --- a/freqtrade/data/converter/orderflow.py +++ b/freqtrade/data/converter/orderflow.py @@ -110,7 +110,7 @@ def populate_dataframe_with_trades(config, dataframe, trades): indices = dataframe.index[is_between].tolist() # Add trades to each candle - trades_series.loc[indices] = [trades_grouped_df] * len(indices) + trades_series.loc[indices] = [trades_grouped_df] # Use caching mechanism if (candle_start, candle_next) in cached_grouped_trades: cache_entry = cached_grouped_trades[(candle_start, candle_next)] @@ -127,26 +127,26 @@ def populate_dataframe_with_trades(config, dataframe, trades): orderflow = trades_to_volumeprofile_with_total_delta_bid_ask( trades_grouped_df, scale=config_orderflow["scale"] ) - orderflow_series.loc[indices] = [orderflow] * len(indices) + orderflow_series.loc[indices] = [orderflow] # Calculate imbalances for each candle's orderflow imbalances = trades_orderflow_to_imbalances( orderflow, imbalance_ratio=config_orderflow["imbalance_ratio"], imbalance_volume=config_orderflow["imbalance_volume"], ) - imbalances_series.loc[indices] = [imbalances] * len(indices) + imbalances_series.loc[indices] = [imbalances] stacked_imbalance_range = config_orderflow["stacked_imbalance_range"] stacked_imbalances_bid_series.loc[indices] = [ stacked_imbalance_bid( imbalances, stacked_imbalance_range=stacked_imbalance_range ) - ] * len(indices) + ] stacked_imbalances_ask_series.loc[indices] = [ stacked_imbalance_ask( imbalances, stacked_imbalance_range=stacked_imbalance_range ) - ] * len(indices) + ] bid = np.where( trades_grouped_df["side"].str.contains("sell"), trades_grouped_df["amount"], 0