chore: improve naming, don't duplicate column list

This commit is contained in:
Matthias
2024-12-06 20:16:46 +01:00
parent 267d9333a1
commit e77ca024d7
2 changed files with 10 additions and 20 deletions

View File

@@ -15,7 +15,7 @@ from freqtrade.exceptions import DependencyException
logger = logging.getLogger(__name__)
ADDED_COLUMNS = [
ORDERFLOW_ADDED_COLUMNS = [
"trades",
"orderflow",
"imbalances",
@@ -36,7 +36,7 @@ def _init_dataframe_with_trades_columns(dataframe: pd.DataFrame):
:param dataframe: Dataframe to populate
"""
# Initialize columns with appropriate dtypes
for column in ADDED_COLUMNS:
for column in ORDERFLOW_ADDED_COLUMNS:
dataframe[column] = np.nan
# Set columns to object type
@@ -115,7 +115,7 @@ def populate_dataframe_with_trades(
cache_idx = cached_grouped_trades.index[
cached_grouped_trades["date"] == candle_start
][0]
for col in ADDED_COLUMNS:
for col in ORDERFLOW_ADDED_COLUMNS:
dataframe.at[index, col] = cached_grouped_trades.at[cache_idx, col]
continue

View File

@@ -4,7 +4,10 @@ import pytest
from freqtrade.constants import DEFAULT_TRADES_COLUMNS
from freqtrade.data.converter import populate_dataframe_with_trades
from freqtrade.data.converter.orderflow import trades_to_volumeprofile_with_total_delta_bid_ask
from freqtrade.data.converter.orderflow import (
ORDERFLOW_ADDED_COLUMNS,
trades_to_volumeprofile_with_total_delta_bid_ask,
)
from freqtrade.data.converter.trade_converter import trades_list_to_df
from freqtrade.data.dataprovider import DataProvider
from tests.strategy.strats.strategy_test_v3 import StrategyTestV3
@@ -505,21 +508,8 @@ def test_analyze_with_orderflow(
assert "open" in df.columns
assert spy.call_count == 0
expected_cols = [
"trades",
"orderflow",
"imbalances",
"stacked_imbalances_bid",
"stacked_imbalances_ask",
"max_delta",
"min_delta",
"bid",
"ask",
"delta",
"total_trades",
]
# Not expected to run - shouldn't have added orderflow columns
for col in expected_cols:
for col in ORDERFLOW_ADDED_COLUMNS:
assert col not in df.columns, f"Column {col} found in df.columns"
default_conf_usdt["exchange"]["use_public_trades"] = True
@@ -539,7 +529,7 @@ def test_analyze_with_orderflow(
assert "open" in df1.columns
assert spy.call_count == 5
for col in expected_cols:
for col in ORDERFLOW_ADDED_COLUMNS:
assert col in df1.columns, f"Column {col} not found in df.columns"
if col not in ("stacked_imbalances_bid", "stacked_imbalances_ask"):
@@ -560,7 +550,7 @@ def test_analyze_with_orderflow(
assert len(df2) == len(ohlcv_history)
assert "open" in df2.columns
assert spy.call_count == 0
for col in expected_cols:
for col in ORDERFLOW_ADDED_COLUMNS:
assert col in df2.columns, f"Round2: Column {col} not found in df.columns"
if col not in ("stacked_imbalances_bid", "stacked_imbalances_ask"):