CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-11-29 00:23:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

Flake8 fix

Browse Source
This commit is contained in:
Joe Schr
2024-02-07 13:39:02 +01:00
parent ca8cb73efa
commit d6e3464973
1 changed files with 5 additions and 7 deletions
Download Patch File Download Diff File Expand all files Collapse all files

12
freqtrade/data/converter/converter.py
View File

@@ -9,15 +9,12 @@ import numpy as np
import pandas as pd
from pandas import DataFrame, to_datetime
from freqtrade.constants import (
DEFAULT_DATAFRAME_COLUMNS,
DEFAULT_ORDERFLOW_COLUMNS,
DEFAULT_TRADES_COLUMNS,
Config,
)
from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_ORDERFLOW_COLUMNS,
DEFAULT_TRADES_COLUMNS, Config)
from freqtrade.data.converter.trade_converter import trades_df_remove_duplicates
from freqtrade.enums import CandleType, TradingMode
logger = logging.getLogger(__name__)
@@ -295,7 +292,8 @@ def trades_orderflow_to_imbalances(df: DataFrame, imbalance_ratio: int, imbalanc
ask_imbalance_filtered = np.where(
df.total_volume < imbalance_volume, False, ask_imbalance)
dataframe = DataFrame(
{"bid_imbalance": bid_imbalance_filtered, "ask_imbalance": ask_imbalance_filtered},
{"bid_imbalance": bid_imbalance_filtered,
"ask_imbalance": ask_imbalance_filtered},
index=df.index,
)