diff --git a/freqtrade/data/converter/orderflow.py b/freqtrade/data/converter/orderflow.py index a3065c414..233923ab9 100644 --- a/freqtrade/data/converter/orderflow.py +++ b/freqtrade/data/converter/orderflow.py @@ -158,15 +158,15 @@ def populate_dataframe_with_trades( deltas_per_trade = ask - bid min_delta = deltas_per_trade.cumsum().min() max_delta = deltas_per_trade.cumsum().max() - dataframe.loc[index, "max_delta"] = max_delta - dataframe.loc[index, "min_delta"] = min_delta + dataframe.at[index, "max_delta"] = max_delta + dataframe.at[index, "min_delta"] = min_delta - dataframe.loc[index, "bid"] = bid.sum() - dataframe.loc[index, "ask"] = ask.sum() - dataframe.loc[index, "delta"] = ( - dataframe.loc[index, "ask"] - dataframe.loc[index, "bid"] + dataframe.at[index, "bid"] = bid.sum() + dataframe.at[index, "ask"] = ask.sum() + dataframe.at[index, "delta"] = ( + dataframe.at[index, "ask"] - dataframe.at[index, "bid"] ) - dataframe.loc[index, "total_trades"] = len(trades_grouped_df) + dataframe.at[index, "total_trades"] = len(trades_grouped_df) # Cache the result cached_grouped_trades[(candle_start, candle_next)] = dataframe.loc[