diff --git a/freqtrade/data/converter/orderflow.py b/freqtrade/data/converter/orderflow.py index c2e1acefd..2baca8aba 100644 --- a/freqtrade/data/converter/orderflow.py +++ b/freqtrade/data/converter/orderflow.py @@ -97,7 +97,7 @@ def populate_dataframe_with_trades( # calculate orderflow for each candle df.loc[is_between, "orderflow"] = df.loc[is_between, "orderflow"].apply( lambda _: trades_to_volumeprofile_with_total_delta_bid_ask( - pd.DataFrame(trades_grouped_df), scale=config_orderflow["scale"] + trades_grouped_df, scale=config_orderflow["scale"] ) ) # calculate imbalances for each candle's orderflow @@ -152,9 +152,6 @@ def populate_dataframe_with_trades( trades_grouped_df["side"].str.contains("sell"), 0, trades_grouped_df["amount"] ).sum() df.loc[is_between, "delta"] = df.loc[is_between, "ask"] - df.loc[is_between, "bid"] - min_delta = np.min(deltas_per_trade) - max_delta = np.max(deltas_per_trade) - df.loc[is_between, "total_trades"] = len(trades_grouped_df) # copy to avoid memory leaks dataframe.loc[is_between] = df.loc[is_between].copy()