Ruff --fix

freqtrade/data/converter/converter.py

@@ -1,7 +1,6 @@
 """
 Functions to convert data from one format to another
 """
-import itertools
 import logging
 import time
 from typing import Dict
@@ -125,7 +124,7 @@ def populate_dataframe_with_trades(config: Config, dataframe: DataFrame, trades:
                     pd.Timedelta(minutes=timeframe_minutes)
                 # skip if there are no trades at next candle because that this candle isn't finished yet
                 # if not np.any((candle_next == df.candle_start)):
-                if not candle_next in trades_grouped_by_candle_start.groups:
+                if candle_next not in trades_grouped_by_candle_start.groups:
                     logger.warning(
                         f"candle at {candle_start} with {len(trades_grouped_df)} trades might be unfinished, because no finished trades at {candle_next}")
 

freqtrade/data/dataprovider.py

@@ -13,7 +13,7 @@ from pandas import DataFrame, Timedelta, Timestamp, to_timedelta
 
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import (FULL_DATAFRAME_THRESHOLD, Config, ListPairsWithTimeframes,
-                                 ListTicksWithTimeframes, PairWithTimeframe)
+                                 PairWithTimeframe)
 from freqtrade.data.converter import public_trades_to_dataframe
 from freqtrade.data.history import load_pair_history
 from freqtrade.data.history.idatahandler import get_datahandler

freqtrade/exchange/exchange.py

@@ -2406,7 +2406,7 @@ class Exchange:
         # Timeframe in seconds
         df = self.klines((pair, timeframe, candle_type), True)
         _calculate_ohlcv_candle_start_and_end(df, timeframe)
-        interval_in_sec = timeframe_to_seconds(timeframe)
+        timeframe_to_seconds(timeframe)
         # plr = self._trades_last_refresh_time.get((pair, timeframe, candle_type), 0) + interval_in_sec
         plr = round(df.iloc[-1]["candle_end"].timestamp())
         now = int(timeframe_to_prev_date(timeframe).timestamp())

tests/data/test_converter_public_trades.py

@@ -1,18 +1,10 @@
-import logging
-from pathlib import Path
 
-import arrow
 import numpy as np
 import pandas as pd
 import pytest
-from pandas import DataFrame
 
-from freqtrade.configuration import Configuration
-from freqtrade.constants import DEFAULT_ORDERFLOW_COLUMNS
 from freqtrade.data.converter import populate_dataframe_with_trades, public_trades_to_dataframe
 from freqtrade.data.converter.converter import trades_to_volumeprofile_with_total_delta_bid_ask
-from freqtrade.enums import CandleType, MarginMode, TradingMode
-from freqtrade.exchange.exchange import timeframe_to_minutes
 
 
 BIN_SIZE_SCALE = 0.5