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chore: eliminate duplicate trades data grouping

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Matthias
2024-12-04 19:56:26 +01:00
parent b1d7d7304d
commit e09d1b42f2
1 changed files with 2 additions and 2 deletions
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4
freqtrade/data/converter/orderflow.py
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@@ -91,8 +91,6 @@ def populate_dataframe_with_trades(
trades = trades.loc[trades["candle_start"] >= start_date] trades = trades.loc[trades["candle_start"] >= start_date]
trades.reset_index(inplace=True, drop=True) 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 # Create Series to hold complex data
trades_series = pd.Series(index=dataframe.index, dtype=object) trades_series = pd.Series(index=dataframe.index, dtype=object)
orderflow_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_bid_series = pd.Series(index=dataframe.index, dtype=object)
stacked_imbalances_ask_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) trades_grouped_by_candle_start = trades.groupby("candle_start", group_keys=False)
candle_start: datetime candle_start: datetime
for candle_start, trades_grouped_df in trades_grouped_by_candle_start: for candle_start, trades_grouped_df in trades_grouped_by_candle_start:
is_between = candle_start == dataframe["date"] is_between = candle_start == dataframe["date"]