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work through open TODOs

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This commit is contained in:
Joe Schr 2024-03-11 11:33:41 +01:00
parent 6c1d70df89
commit 1f6046df97
1 changed files with 0 additions and 3 deletions
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freqtrade/data/converter/orderflow.py
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@ -73,12 +73,10 @@ def populate_dataframe_with_trades(config: Config,
try:
start_time = time.time()
# calculate ohlcv candle start and end
# TODO: check if call is necessary for df.
_calculate_ohlcv_candle_start_and_end(df, timeframe)
_calculate_ohlcv_candle_start_and_end(trades, timeframe)
# slice of trades that are before current ohlcv candles to make groupby faster
# TODO: maybe use df.date instead of df.candle_start at comparision below
trades = trades.loc[trades.candle_start >= df.candle_start[0]]
trades.reset_index(inplace=True, drop=True)
@ -124,7 +122,6 @@ def populate_dataframe_with_trades(config: Config,
is_between, 'imbalances'].apply(
lambda x: stacked_imbalance_ask(x, stacked_imbalance_range=_stacked_imb))
# TODO: maybe use simple np.where instead
buy = df.loc[is_between, 'bid'].apply(lambda _: np.where(
trades_grouped_df['side'].str.contains('buy'), 0, trades_grouped_df['amount']))
sell = df.loc[is_between, 'ask'].apply(lambda _: np.where(