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@@ -1812,14 +1812,14 @@ It's also currently not been tested with freqAI - and combining these two featur
<span class="n">dataframe</span><span class="p">[</span><span class="s2">&quot;stacked_imbalances_ask&quot;</span><span class="p">]</span> <span class="c1"># Price level of stacked ask imbalance </span>
</code></pre></div>
<p>You can access these columns in your strategy code for further analysis. Here's an example:</p>
<div class="highlight"><pre><span></span><code><span class="k">def</span> <span class="nf">populate_indicators</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">DataFrame</span><span class="p">:</span>
<div class="highlight"><pre><span></span><code><span class="k">def</span><span class="w"> </span><span class="nf">populate_indicators</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-&gt;</span> <span class="n">DataFrame</span><span class="p">:</span>
<span class="c1"># Calculating cumulative delta</span>
<span class="n">dataframe</span><span class="p">[</span><span class="s2">&quot;cum_delta&quot;</span><span class="p">]</span> <span class="o">=</span> <span class="n">cumulative_delta</span><span class="p">(</span><span class="n">dataframe</span><span class="p">[</span><span class="s2">&quot;delta&quot;</span><span class="p">])</span>
<span class="c1"># Accessing total trades</span>
<span class="n">total_trades</span> <span class="o">=</span> <span class="n">dataframe</span><span class="p">[</span><span class="s2">&quot;total_trades&quot;</span><span class="p">]</span>
<span class="o">...</span>
<span class="k">def</span> <span class="nf">cumulative_delta</span><span class="p">(</span><span class="n">delta</span><span class="p">:</span> <span class="n">Series</span><span class="p">):</span>
<span class="k">def</span><span class="w"> </span><span class="nf">cumulative_delta</span><span class="p">(</span><span class="n">delta</span><span class="p">:</span> <span class="n">Series</span><span class="p">):</span>
<span class="n">cumdelta</span> <span class="o">=</span> <span class="n">delta</span><span class="o">.</span><span class="n">cumsum</span><span class="p">()</span>
<span class="k">return</span> <span class="n">cumdelta</span>
</code></pre></div>