Fix overly long lines

This commit is contained in:
Matthias
2024-02-10 17:40:24 +01:00
parent a216a08f09
commit 4b0383f197

View File

@@ -130,7 +130,8 @@ def populate_dataframe_with_trades(config: Config,
# because that this candle isn't finished yet
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}") # noqa
f"candle at {candle_start} with {len(trades_grouped_df)} trades "
f"might be unfinished, because no finished trades at {candle_next}")
# add trades to each candle
df.loc[is_between, 'trades'] = df.loc[is_between,
@@ -142,18 +143,19 @@ def populate_dataframe_with_trades(config: Config,
scale=config_orderflow['scale']))
# calculate imbalances for each candle's orderflow
df.loc[is_between, 'imbalances'] = df.loc[is_between, 'orderflow'].apply(
lambda x: trades_orderflow_to_imbalances(x,
imbalance_ratio=config_orderflow['imbalance_ratio'], # noqa: E501
imbalance_volume=config_orderflow['imbalance_volume'])) # noqa: E501
lambda x: trades_orderflow_to_imbalances(
x,
imbalance_ratio=config_orderflow['imbalance_ratio'],
imbalance_volume=config_orderflow['imbalance_volume']))
df.loc[is_between, 'stacked_imbalances_bid'] = df.loc[is_between,
'imbalances'].apply(
lambda x: stacked_imbalance_bid(x, # noqa: E501
stacked_imbalance_range=config_orderflow['stacked_imbalance_range'])) # noqa: E501
df.loc[is_between, 'stacked_imbalances_ask'] = df.loc[is_between,
'imbalances'].apply(
lambda x: stacked_imbalance_ask(x, # noqa: E501
stacked_imbalance_range=config_orderflow['stacked_imbalance_range'])) # noqa: E501
_stacked_imb = config_orderflow['stacked_imbalance_range']
df.loc[is_between, 'stacked_imbalances_bid'] = df.loc[
is_between, 'imbalances'].apply(lambda x: stacked_imbalance_bid(
x,
stacked_imbalance_range=_stacked_imb))
df.loc[is_between, 'stacked_imbalances_ask'] = df.loc[
is_between, 'imbalances'].apply(
lambda x: stacked_imbalance_ask(x, stacked_imbalance_range=_stacked_imb))
buy = df.loc[is_between, 'bid'].apply(lambda _: np.where(
trades_grouped_df['side'].str.contains('buy'), 0, trades_grouped_df['amount']))