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chore: further simplify orderflow code

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Matthias
2024-12-06 07:03:24 +01:00
parent 3137d7cf2c
commit 171157c100
1 changed files with 2 additions and 4 deletions
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freqtrade/data/converter/orderflow.py
+2 -4
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@@ -154,10 +154,8 @@ def populate_dataframe_with_trades(
trades_grouped_df["side"].str.contains("buy"), trades_grouped_df["amount"], 0 trades_grouped_df["side"].str.contains("buy"), trades_grouped_df["amount"], 0
) )
deltas_per_trade = ask - bid deltas_per_trade = ask - bid
min_delta = deltas_per_trade.cumsum().min() dataframe.at[index, "max_delta"] = deltas_per_trade.cumsum().max()
max_delta = deltas_per_trade.cumsum().max() dataframe.at[index, "min_delta"] = deltas_per_trade.cumsum().min()
dataframe.at[index, "max_delta"] = max_delta
dataframe.at[index, "min_delta"] = min_delta
dataframe.at[index, "bid"] = bid.sum() dataframe.at[index, "bid"] = bid.sum()
dataframe.at[index, "ask"] = ask.sum() dataframe.at[index, "ask"] = ask.sum()