skip trade-related columns
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@@ -709,6 +709,11 @@ class FreqaiDataKitchen:
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skip_columns = [
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skip_columns = [
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(f"{s}_{suffix}") for s in ["date", "open", "high", "low", "close", "volume"]
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(f"{s}_{suffix}") for s in ["date", "open", "high", "low", "close", "volume"]
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]
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]
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for s in ['trades', 'orderflow', 'imbalances', 'stacked_imbalances_bid',
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'stacked_imbalances_ask', 'max_delta', 'min_delta', 'bid', 'ask',
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'delta', 'total_trades']:
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if s in dataframe.columns and f"{s}_{suffix}" in df_to_merge.columns:
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skip_columns.append(f"{s}_{suffix}")
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dataframe = dataframe.drop(columns=skip_columns)
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dataframe = dataframe.drop(columns=skip_columns)
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return dataframe
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return dataframe
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