diff --git a/freqtrade/data/converter/converter.py b/freqtrade/data/converter/converter.py index ffa5425c9..b42a992d0 100644 --- a/freqtrade/data/converter/converter.py +++ b/freqtrade/data/converter/converter.py @@ -292,9 +292,9 @@ def trades_orderflow_to_imbalances(df: DataFrame, imbalance_ratio: int, imbalanc ask_imbalance_filtered = np.where( df.total_volume < imbalance_volume, False, ask_imbalance) dataframe = DataFrame( - {'bid_imbalance': bid_imbalance_filtered, - 'ask_imbalance': ask_imbalance_filtered}, - index=df.index) + {"bid_imbalance": bid_imbalance_filtered, "ask_imbalance": ask_imbalance_filtered}, + index=df.index, + ) return dataframe