Fix immediate rename of argument

This commit is contained in:
Joe Schr
2024-02-07 11:57:18 +01:00
parent 9c070431e1
commit e6c1c3d60b

View File

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