diff --git a/freqtrade/data/converter/converter.py b/freqtrade/data/converter/converter.py index 796f1cc2e..81492276d 100644 --- a/freqtrade/data/converter/converter.py +++ b/freqtrade/data/converter/converter.py @@ -9,15 +9,12 @@ import numpy as np import pandas as pd from pandas import DataFrame, to_datetime -from freqtrade.constants import ( - DEFAULT_DATAFRAME_COLUMNS, - DEFAULT_ORDERFLOW_COLUMNS, - DEFAULT_TRADES_COLUMNS, - Config, -) +from freqtrade.constants import (DEFAULT_DATAFRAME_COLUMNS, DEFAULT_ORDERFLOW_COLUMNS, + DEFAULT_TRADES_COLUMNS, Config) from freqtrade.data.converter.trade_converter import trades_df_remove_duplicates from freqtrade.enums import CandleType, TradingMode + logger = logging.getLogger(__name__) @@ -295,7 +292,8 @@ def trades_orderflow_to_imbalances(df: DataFrame, imbalance_ratio: int, imbalanc ask_imbalance_filtered = np.where( df.total_volume < imbalance_volume, False, ask_imbalance) dataframe = DataFrame( - {"bid_imbalance": bid_imbalance_filtered, "ask_imbalance": ask_imbalance_filtered}, + {"bid_imbalance": bid_imbalance_filtered, + "ask_imbalance": ask_imbalance_filtered}, index=df.index, )