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chore: orderflow: better typing

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This commit is contained in:
Matthias
2024-12-03 20:13:25 +01:00
parent 3855d44bf5
commit d6c21e2af6
1 changed files with 4 additions and 3 deletions
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7
freqtrade/data/converter/orderflow.py
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@@ -102,6 +102,7 @@ def populate_dataframe_with_trades(
stacked_imbalances_ask_series = pd.Series(index=dataframe.index, dtype=object)
trades_grouped_by_candle_start = trades.groupby("candle_start", group_keys=False)
candle_start: datetime
for candle_start, trades_grouped_df in trades_grouped_by_candle_start:
is_between = candle_start == dataframe["date"]
if is_between.any():
@@ -181,9 +182,9 @@ def populate_dataframe_with_trades(
dataframe.loc[indices, "total_trades"] = len(trades_grouped_df)
# Cache the result
cached_grouped_trades[(typing.cast(datetime, candle_start), candle_next)] = (
dataframe.loc[is_between].copy()
)
cached_grouped_trades[(candle_start, candle_next)] = dataframe.loc[
is_between
].copy()
# Maintain cache size
if (