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