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chore: improved logic ordering in orderflow method

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Matthias
2024-12-04 07:09:09 +01:00
parent d6c21e2af6
commit 7dfee16e25
1 changed files with 7 additions and 7 deletions
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14
freqtrade/data/converter/orderflow.py
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@@ -115,13 +115,6 @@ def populate_dataframe_with_trades(
f"might be unfinished, because no finished trades at {candle_next}"
)
indices = dataframe.index[is_between].tolist()
# Add trades to each candle
trades_series.loc[indices] = [
trades_grouped_df.drop(columns=["candle_start", "candle_end"]).to_dict(
orient="records"
)
]
# Use caching mechanism
if (candle_start, candle_next) in cached_grouped_trades:
cache_entry = cached_grouped_trades[
@@ -136,6 +129,13 @@ def populate_dataframe_with_trades(
)
continue
indices = dataframe.index[is_between].tolist()
# Add trades to each candle
trades_series.loc[indices] = [
trades_grouped_df.drop(columns=["candle_start", "candle_end"]).to_dict(
orient="records"
)
]
# Calculate orderflow for each candle
orderflow = trades_to_volumeprofile_with_total_delta_bid_ask(
trades_grouped_df, scale=config_orderflow["scale"]