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chore: reduce orderflow code duplication

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This commit is contained in:
Matthias
2024-12-05 19:37:36 +01:00
parent 48dd86bd9b
commit 9d07f5dc2e
1 changed files with 25 additions and 17 deletions
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42
freqtrade/data/converter/orderflow.py
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@@ -17,6 +17,20 @@ from freqtrade.exceptions import DependencyException
logger = logging.getLogger(__name__)
ADDED_COLUMNS = [
"trades",
"orderflow",
"imbalances",
"stacked_imbalances_bid",
"stacked_imbalances_ask",
"max_delta",
"min_delta",
"bid",
"ask",
"delta",
"total_trades",
]
def _init_dataframe_with_trades_columns(dataframe: pd.DataFrame):
"""
@@ -24,24 +38,18 @@ def _init_dataframe_with_trades_columns(dataframe: pd.DataFrame):
:param dataframe: Dataframe to populate
"""
# Initialize columns with appropriate dtypes
dataframe["trades"] = np.nan
dataframe["orderflow"] = np.nan
dataframe["imbalances"] = np.nan
dataframe["stacked_imbalances_bid"] = np.nan
dataframe["stacked_imbalances_ask"] = np.nan
dataframe["max_delta"] = np.nan
dataframe["min_delta"] = np.nan
dataframe["bid"] = np.nan
dataframe["ask"] = np.nan
dataframe["delta"] = np.nan
dataframe["total_trades"] = np.nan
for column in ADDED_COLUMNS:
dataframe[column] = np.nan
# Ensure the 'trades' column is of object type
dataframe["trades"] = dataframe["trades"].astype(object)
dataframe["orderflow"] = dataframe["orderflow"].astype(object)
dataframe["imbalances"] = dataframe["imbalances"].astype(object)
dataframe["stacked_imbalances_bid"] = dataframe["stacked_imbalances_bid"].astype(object)
dataframe["stacked_imbalances_ask"] = dataframe["stacked_imbalances_ask"].astype(object)
# Set columns to object type
for column in (
"trades",
"orderflow",
"imbalances",
"stacked_imbalances_bid",
"stacked_imbalances_ask",
):
dataframe[column] = dataframe[column].astype(object)
def _calculate_ohlcv_candle_start_and_end(df: pd.DataFrame, timeframe: str):