diff --git a/freqtrade/data/converter/orderflow.py b/freqtrade/data/converter/orderflow.py index 29303b944..c2e1acefd 100644 --- a/freqtrade/data/converter/orderflow.py +++ b/freqtrade/data/converter/orderflow.py @@ -255,16 +255,3 @@ def stacked_imbalance_bid(df: pd.DataFrame, stacked_imbalance_range: int): def stacked_imbalance_ask(df: pd.DataFrame, stacked_imbalance_range: int): return stacked_imbalance(df, "ask", stacked_imbalance_range, should_reverse=True) - - -def orderflow_to_volume_profile(df: pd.DataFrame): - """ - :param orderflow: dataframe - :return: volume profile dataframe - """ - bid = df.groupby("level").bid.sum() - ask = df.groupby("level").ask.sum() - df.groupby("level")["level"].sum() - delta = df.groupby("level").ask.sum() - df.groupby("level").bid.sum() - df = pd.DataFrame({"bid": bid, "ask": ask, "delta": delta}) - return df