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orderflow: remove unused function orderflow_to_volume_profile

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Joe Schr 2024-05-29 19:43:29 +02:00
parent 07034ed7a6
commit 82e8901db4
1 changed files with 0 additions and 13 deletions
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freqtrade/data/converter/orderflow.py
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@ -255,16 +255,3 @@ def stacked_imbalance_bid(df: pd.DataFrame, stacked_imbalance_range: int):
def stacked_imbalance_ask(df: pd.DataFrame, stacked_imbalance_range: int):
return stacked_imbalance(df, "ask", stacked_imbalance_range, should_reverse=True)
def orderflow_to_volume_profile(df: pd.DataFrame):
"""
:param orderflow: dataframe
:return: volume profile dataframe
"""
bid = df.groupby("level").bid.sum()
ask = df.groupby("level").ask.sum()
df.groupby("level")["level"].sum()
delta = df.groupby("level").ask.sum() - df.groupby("level").bid.sum()
df = pd.DataFrame({"bid": bid, "ask": ask, "delta": delta})
return df