chore: update code to use at

which has better performance than chaining iloc and column selection
This commit is contained in:
Matthias
2025-09-12 06:58:22 +02:00
parent 88cc24c5b9
commit 747eac0417

View File

@@ -93,12 +93,12 @@ def merge_informative_pair(
how="left",
)
if len(dataframe) > 1 and len(informative) > 0 and pd.isnull(dataframe.iloc[0][date_merge]):
if len(dataframe) > 1 and len(informative) > 0 and pd.isnull(dataframe.at[0, date_merge]):
# If the start dates of the dataframes are not aligned, the first rows will be NaN
# We can fill these with the last available informative candle before the start date
# while still avoiding lookahead bias - as only past data is used.
first_valid_idx = dataframe[date_merge].first_valid_index()
first_valid_date_merge = dataframe.loc[first_valid_idx, date_merge]
first_valid_date_merge = dataframe.at[first_valid_idx, date_merge]
matching_informative_raws = informative[
informative[date_merge] < first_valid_date_merge
]