skip trade-related columns

This commit is contained in:
James Lin
2025-04-25 16:13:33 -04:00
parent 903b580026
commit 362f0895f4

View File

@@ -709,6 +709,11 @@ class FreqaiDataKitchen:
skip_columns = [
(f"{s}_{suffix}") for s in ["date", "open", "high", "low", "close", "volume"]
]
for s in ['trades', 'orderflow', 'imbalances', 'stacked_imbalances_bid',
'stacked_imbalances_ask', 'max_delta', 'min_delta', 'bid', 'ask',
'delta', 'total_trades']:
if s in dataframe.columns and f"{s}_{suffix}" in df_to_merge.columns:
skip_columns.append(f"{s}_{suffix}")
dataframe = dataframe.drop(columns=skip_columns)
return dataframe