CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2026-01-20 22:10:35 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Modify stacked_imbalance to return list of prices instead of max price

Browse Source
This commit is contained in:
Joe Schr
2025-01-03 16:21:54 +01:00
parent 471df70f62
commit fb4aae080b
1 changed files with 10 additions and 8 deletions
Download Patch File Download Diff File Expand all files Collapse all files

18
freqtrade/data/converter/orderflow.py
View File

@@ -269,16 +269,18 @@ def stacked_imbalance(
int_series.groupby((int_series != int_series.shift()).cumsum()).cumcount() + 1
)
max_stacked_imbalance_idx = stacked.index[stacked >= stacked_imbalance_range]
stacked_imbalance_price = np.nan
if not max_stacked_imbalance_idx.empty:
idx = (
max_stacked_imbalance_idx[0]
stacked_imbalance_idx = stacked.index[stacked >= stacked_imbalance_range]
stacked_imbalance_prices = []
if not stacked_imbalance_idx.empty:
indices = (
stacked_imbalance_idx
if not should_reverse
else np.flipud(max_stacked_imbalance_idx)[0]
else np.flipud(stacked_imbalance_idx)
)
stacked_imbalance_price = imbalance.index[idx]
return stacked_imbalance_price
stacked_imbalance_prices = [float(imbalance.index[idx]) for idx in indices]
return stacked_imbalance_prices if stacked_imbalance_prices else [np.nan]
def stacked_imbalance_ask(df: pd.DataFrame, stacked_imbalance_range: int):