diff --git a/freqtrade/data/converter/converter.py b/freqtrade/data/converter/converter.py index c33d9c04f..9f9ee0759 100644 --- a/freqtrade/data/converter/converter.py +++ b/freqtrade/data/converter/converter.py @@ -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']))