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orderflow: removes unnecessary code

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This commit is contained in:
Joe Schr 2024-05-29 20:09:34 +02:00
parent 5dcf75f648
commit 41def8b28b
1 changed files with 1 additions and 4 deletions
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freqtrade/data/converter/orderflow.py
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@ -97,7 +97,7 @@ def populate_dataframe_with_trades(
# calculate orderflow for each candle
df.loc[is_between, "orderflow"] = df.loc[is_between, "orderflow"].apply(
lambda _: trades_to_volumeprofile_with_total_delta_bid_ask(
pd.DataFrame(trades_grouped_df), scale=config_orderflow["scale"]
trades_grouped_df, scale=config_orderflow["scale"]
)
)
# calculate imbalances for each candle's orderflow
@ -152,9 +152,6 @@ def populate_dataframe_with_trades(
trades_grouped_df["side"].str.contains("sell"), 0, trades_grouped_df["amount"]
).sum()
df.loc[is_between, "delta"] = df.loc[is_between, "ask"] - df.loc[is_between, "bid"]
min_delta = np.min(deltas_per_trade)
max_delta = np.max(deltas_per_trade)
df.loc[is_between, "total_trades"] = len(trades_grouped_df)
# copy to avoid memory leaks
dataframe.loc[is_between] = df.loc[is_between].copy()