From 747eac04171c7a9ad548a704a14c5a4dacc5de2a Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 12 Sep 2025 06:58:22 +0200 Subject: [PATCH] chore: update code to use at which has better performance than chaining iloc and column selection --- freqtrade/strategy/strategy_helper.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/strategy/strategy_helper.py b/freqtrade/strategy/strategy_helper.py index db2ba88fa..34d54f9a4 100644 --- a/freqtrade/strategy/strategy_helper.py +++ b/freqtrade/strategy/strategy_helper.py @@ -93,12 +93,12 @@ def merge_informative_pair( how="left", ) - if len(dataframe) > 1 and len(informative) > 0 and pd.isnull(dataframe.iloc[0][date_merge]): + if len(dataframe) > 1 and len(informative) > 0 and pd.isnull(dataframe.at[0, date_merge]): # If the start dates of the dataframes are not aligned, the first rows will be NaN # We can fill these with the last available informative candle before the start date # while still avoiding lookahead bias - as only past data is used. first_valid_idx = dataframe[date_merge].first_valid_index() - first_valid_date_merge = dataframe.loc[first_valid_idx, date_merge] + first_valid_date_merge = dataframe.at[first_valid_idx, date_merge] matching_informative_raws = informative[ informative[date_merge] < first_valid_date_merge ]