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chore: further improve typing in orderflow

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Matthias
2024-12-04 07:10:53 +01:00
parent 7dfee16e25
commit e04f630f41
1 changed files with 2 additions and 5 deletions
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7
freqtrade/data/converter/orderflow.py
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@@ -4,7 +4,6 @@ Functions to convert orderflow data from public_trades
import logging import logging
import time import time
import typing
from collections import OrderedDict from collections import OrderedDict
from datetime import datetime from datetime import datetime
@@ -108,7 +107,7 @@ def populate_dataframe_with_trades(
if is_between.any(): if is_between.any():
from freqtrade.exchange import timeframe_to_next_date from freqtrade.exchange import timeframe_to_next_date
candle_next = timeframe_to_next_date(timeframe, typing.cast(datetime, candle_start)) candle_next = timeframe_to_next_date(timeframe, candle_start)
if candle_next not in trades_grouped_by_candle_start.groups: if candle_next not in trades_grouped_by_candle_start.groups:
logger.warning( logger.warning(
f"candle at {candle_start} with {len(trades_grouped_df)} trades " f"candle at {candle_start} with {len(trades_grouped_df)} trades "
@@ -117,9 +116,7 @@ def populate_dataframe_with_trades(
# Use caching mechanism # Use caching mechanism
if (candle_start, candle_next) in cached_grouped_trades: if (candle_start, candle_next) in cached_grouped_trades:
cache_entry = cached_grouped_trades[ cache_entry = cached_grouped_trades[(candle_start, candle_next)]
(typing.cast(datetime, candle_start), candle_next)
]
# dataframe.loc[is_between] = cache_entry # doesn't take, so we need workaround: # dataframe.loc[is_between] = cache_entry # doesn't take, so we need workaround:
# Create a dictionary of the column values to be assigned # Create a dictionary of the column values to be assigned
update_dict = {c: cache_entry[c].iat[0] for c in cache_entry.columns} update_dict = {c: cache_entry[c].iat[0] for c in cache_entry.columns}