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feat: greatly improve performance of orderflow by not using apply

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Matthias
2024-12-13 14:28:26 +01:00
parent e8376d5b79
commit 9129266f54
1 changed files with 9 additions and 7 deletions
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freqtrade/data/converter/orderflow.py
+9 -7
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@@ -77,18 +77,20 @@ def timeframe_to_DateOffset(timeframe: str) -> pd.DateOffset:
else: else:
return pd.DateOffset(minutes=timeframe_minutes) return pd.DateOffset(minutes=timeframe_minutes)
def _calculate_ohlcv_candle_start_and_end(df: pd.DataFrame, timeframe: str):
from freqtrade.exchange import timeframe_to_next_date, timeframe_to_resample_freq
timeframe_frequency = timeframe_to_resample_freq(timeframe) def _calculate_ohlcv_candle_start_and_end(df: pd.DataFrame, timeframe: str):
# calculate ohlcv candle start and end from freqtrade.exchange import (
timeframe_to_resample_freq,
)
if df is not None and not df.empty: if df is not None and not df.empty:
timeframe_frequency = timeframe_to_resample_freq(timeframe)
dofs = timeframe_to_DateOffset(timeframe)
# calculate ohlcv candle start and end
df["datetime"] = pd.to_datetime(df["date"], unit="ms") df["datetime"] = pd.to_datetime(df["date"], unit="ms")
df["candle_start"] = df["datetime"].dt.floor(timeframe_frequency) df["candle_start"] = df["datetime"].dt.floor(timeframe_frequency)
# used in _now_is_time_to_refresh_trades # used in _now_is_time_to_refresh_trades
df["candle_end"] = df["candle_start"].apply( df["candle_end"] = df["candle_start"] + dofs
lambda candle_start: timeframe_to_next_date(timeframe, candle_start)
)
df.drop(columns=["datetime"], inplace=True) df.drop(columns=["datetime"], inplace=True)