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