Ruff fixes

This commit is contained in:
Joe Schr
2024-02-07 13:35:20 +01:00
parent b8f92ecc52
commit 69eb35deff

View File

@@ -292,9 +292,9 @@ def trades_orderflow_to_imbalances(df: DataFrame, imbalance_ratio: int, imbalanc
ask_imbalance_filtered = np.where( ask_imbalance_filtered = np.where(
df.total_volume < imbalance_volume, False, ask_imbalance) df.total_volume < imbalance_volume, False, ask_imbalance)
dataframe = DataFrame( dataframe = DataFrame(
{'bid_imbalance': bid_imbalance_filtered, {"bid_imbalance": bid_imbalance_filtered, "ask_imbalance": ask_imbalance_filtered},
'ask_imbalance': ask_imbalance_filtered}, index=df.index,
index=df.index) )
return dataframe return dataframe