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imbalance_ratio: use ratio instead of percentage

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This commit is contained in:
Joe Schr
2024-05-17 15:49:53 +02:00
parent 0460ce45ff
commit ab7f8b3a0f
4 changed files with 8 additions and 8 deletions
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4
tests/data/test_converter_public_trades.py
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@@ -92,7 +92,7 @@ def test_public_trades_mock_populate_dataframe_with_trades__check_orderflow(
"orderflow": {
"scale": 0.005,
"imbalance_volume": 0,
"imbalance_ratio": 300,
"imbalance_ratio": 3,
"stacked_imbalance_range": 3,
},
}
@@ -202,7 +202,7 @@ def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades(
"orderflow": {
"scale": 0.5,
"imbalance_volume": 0,
"imbalance_ratio": 300,
"imbalance_ratio": 3,
"stacked_imbalance_range": 3,
},
}