diff --git a/freqtrade/data/converter/orderflow.py b/freqtrade/data/converter/orderflow.py index 0bfd7a05f..52256e7b4 100644 --- a/freqtrade/data/converter/orderflow.py +++ b/freqtrade/data/converter/orderflow.py @@ -91,8 +91,6 @@ def populate_dataframe_with_trades( trades = trades.loc[trades["candle_start"] >= start_date] trades.reset_index(inplace=True, drop=True) - # group trades by candle start - trades_grouped_by_candle_start = trades.groupby("candle_start", group_keys=False) # Create Series to hold complex data trades_series = pd.Series(index=dataframe.index, dtype=object) orderflow_series = pd.Series(index=dataframe.index, dtype=object) @@ -100,7 +98,9 @@ def populate_dataframe_with_trades( stacked_imbalances_bid_series = pd.Series(index=dataframe.index, dtype=object) stacked_imbalances_ask_series = pd.Series(index=dataframe.index, dtype=object) + # group trades by candle start 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"]