diff --git a/freqtrade/data/converter/orderflow.py b/freqtrade/data/converter/orderflow.py index 233923ab9..ede5690c0 100644 --- a/freqtrade/data/converter/orderflow.py +++ b/freqtrade/data/converter/orderflow.py @@ -17,6 +17,20 @@ from freqtrade.exceptions import DependencyException logger = logging.getLogger(__name__) +ADDED_COLUMNS = [ + "trades", + "orderflow", + "imbalances", + "stacked_imbalances_bid", + "stacked_imbalances_ask", + "max_delta", + "min_delta", + "bid", + "ask", + "delta", + "total_trades", +] + def _init_dataframe_with_trades_columns(dataframe: pd.DataFrame): """ @@ -24,24 +38,18 @@ def _init_dataframe_with_trades_columns(dataframe: pd.DataFrame): :param dataframe: Dataframe to populate """ # Initialize columns with appropriate dtypes - dataframe["trades"] = np.nan - dataframe["orderflow"] = np.nan - dataframe["imbalances"] = np.nan - dataframe["stacked_imbalances_bid"] = np.nan - dataframe["stacked_imbalances_ask"] = np.nan - dataframe["max_delta"] = np.nan - dataframe["min_delta"] = np.nan - dataframe["bid"] = np.nan - dataframe["ask"] = np.nan - dataframe["delta"] = np.nan - dataframe["total_trades"] = np.nan + for column in ADDED_COLUMNS: + dataframe[column] = np.nan - # Ensure the 'trades' column is of object type - dataframe["trades"] = dataframe["trades"].astype(object) - dataframe["orderflow"] = dataframe["orderflow"].astype(object) - dataframe["imbalances"] = dataframe["imbalances"].astype(object) - dataframe["stacked_imbalances_bid"] = dataframe["stacked_imbalances_bid"].astype(object) - dataframe["stacked_imbalances_ask"] = dataframe["stacked_imbalances_ask"].astype(object) + # Set columns to object type + for column in ( + "trades", + "orderflow", + "imbalances", + "stacked_imbalances_bid", + "stacked_imbalances_ask", + ): + dataframe[column] = dataframe[column].astype(object) def _calculate_ohlcv_candle_start_and_end(df: pd.DataFrame, timeframe: str):