diff --git a/freqtrade/data/converter/orderflow.py b/freqtrade/data/converter/orderflow.py index d62c654b0..fa0982e3f 100644 --- a/freqtrade/data/converter/orderflow.py +++ b/freqtrade/data/converter/orderflow.py @@ -1,6 +1,5 @@ """ Functions to convert orderflow data from public_trades - """ import logging import time @@ -10,7 +9,6 @@ import pandas as pd from pandas import DataFrame from freqtrade.constants import DEFAULT_ORDERFLOW_COLUMNS, Config -from freqtrade.exchange.exchange_utils import timeframe_to_resample_freq logger = logging.getLogger(__name__) @@ -42,6 +40,7 @@ def _convert_timeframe_to_pandas_frequency(timeframe: str): def _calculate_ohlcv_candle_start_and_end(df: DataFrame, timeframe: str): + from freqtrade.exchange.exchange_utils import timeframe_to_resample_freq _, timeframe_minutes = _convert_timeframe_to_pandas_frequency( timeframe) @@ -51,8 +50,7 @@ def _calculate_ohlcv_candle_start_and_end(df: DataFrame, timeframe: str): df['datetime'] = pd.to_datetime(df['date'], unit='ms') df['candle_start'] = df['datetime'].dt.floor(timeframe_frequency) # used in _now_is_time_to_refresh_trades - df['candle_end'] = df['candle_start'] + \ - pd.Timedelta(minutes=timeframe_minutes) + df['candle_end'] = df['candle_start'] + pd.Timedelta(minutes=timeframe_minutes) df.drop(columns=['datetime'], inplace=True)