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use np.where instead of apply

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This commit is contained in:
Matthias
2024-06-02 17:09:23 +02:00
parent bfb29d3c14
commit d5361d84fa
1 changed files with 14 additions and 19 deletions
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freqtrade/data/converter/orderflow.py
+14 -19
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@@ -117,31 +117,26 @@ def populate_dataframe_with_trades(
is_between, "imbalances" is_between, "imbalances"
].apply(lambda x: stacked_imbalance_ask(x, stacked_imbalance_range=_stacked_imb)) ].apply(lambda x: stacked_imbalance_ask(x, stacked_imbalance_range=_stacked_imb))
bid = df.loc[is_between, "bid"].apply( bid = np.where(
lambda _: np.where( trades_grouped_df["side"].str.contains("sell"),
trades_grouped_df["side"].str.contains("sell"), trades_grouped_df["amount"],
trades_grouped_df["amount"], 0,
0,
)
) )
ask = df.loc[is_between, "ask"].apply( ask = np.where(
lambda _: np.where( trades_grouped_df["side"].str.contains("buy"),
trades_grouped_df["side"].str.contains("buy"), trades_grouped_df["amount"],
trades_grouped_df["amount"], 0,
0,
)
) )
deltas_per_trade = ask - bid deltas_per_trade = ask - bid
min_delta = 0 min_delta = 0
max_delta = 0 max_delta = 0
delta = 0 delta = 0
for deltas in deltas_per_trade: for d in deltas_per_trade:
for d in deltas: delta += d
delta += d if delta > max_delta:
if delta > max_delta: max_delta = delta
max_delta = delta if delta < min_delta:
if delta < min_delta: min_delta = delta
min_delta = delta
df.loc[is_between, "max_delta"] = max_delta df.loc[is_between, "max_delta"] = max_delta
df.loc[is_between, "min_delta"] = min_delta df.loc[is_between, "min_delta"] = min_delta