diff --git a/freqtrade/data/converter/converter.py b/freqtrade/data/converter/converter.py index d55ace896..52422868a 100644 --- a/freqtrade/data/converter/converter.py +++ b/freqtrade/data/converter/converter.py @@ -314,12 +314,11 @@ def stacked_imbalance_ask(df: DataFrame, stacked_imbalance_range: int = 3): return stacked_imbalance(df, 'ask', stacked_imbalance_range, should_reverse=True) -def orderflow_to_volume_profile(orderflow: DataFrame): +def orderflow_to_volume_profile(df: DataFrame): """ :param orderflow: dataframe :return: volume profile dataframe """ - df = orderflow bid = df.groupby('level').bid.sum() ask = df.groupby('level').ask.sum() df.groupby('level')['level'].sum()