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Fix immediate rename of argument
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@@ -314,12 +314,11 @@ def stacked_imbalance_ask(df: DataFrame, stacked_imbalance_range: int = 3):
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return stacked_imbalance(df, 'ask', stacked_imbalance_range, should_reverse=True)
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def orderflow_to_volume_profile(orderflow: DataFrame):
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def orderflow_to_volume_profile(df: DataFrame):
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"""
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:param orderflow: dataframe
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:return: volume profile dataframe
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"""
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df = orderflow
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bid = df.groupby('level').bid.sum()
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ask = df.groupby('level').ask.sum()
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df.groupby('level')['level'].sum()
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