diff --git a/freqtrade/data/converter/orderflow.py b/freqtrade/data/converter/orderflow.py index e94502211..d2df46723 100644 --- a/freqtrade/data/converter/orderflow.py +++ b/freqtrade/data/converter/orderflow.py @@ -115,7 +115,7 @@ def populate_dataframe_with_trades( indices = dataframe.index[is_between].tolist() # Add trades to each candle - trades_series.loc[indices] = [trades_grouped_df] + trades_series.loc[indices] = [trades_grouped_df.to_dict(orient="records")] # Use caching mechanism if (candle_start, candle_next) in cached_grouped_trades: cache_entry = cached_grouped_trades[ @@ -134,14 +134,14 @@ def populate_dataframe_with_trades( orderflow = trades_to_volumeprofile_with_total_delta_bid_ask( trades_grouped_df, scale=config_orderflow["scale"] ) - orderflow_series.loc[indices] = [orderflow] + orderflow_series.loc[indices] = [orderflow.to_dict(orient="index")] # Calculate imbalances for each candle's orderflow imbalances = trades_orderflow_to_imbalances( orderflow, imbalance_ratio=config_orderflow["imbalance_ratio"], imbalance_volume=config_orderflow["imbalance_volume"], ) - imbalances_series.loc[indices] = [imbalances] + imbalances_series.loc[indices] = [imbalances.to_dict(orient="index")] stacked_imbalance_range = config_orderflow["stacked_imbalance_range"] stacked_imbalances_bid_series.loc[indices] = [ diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index a54b28e3e..3feb4860c 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -1317,10 +1317,6 @@ class RPC: # replace NaT with `None` dataframe[date_column] = dataframe[date_column].astype(object).replace({NaT: None}) - # TODO: Temporary workaround for orderflow: drop orderflow columns - dataframe = dataframe.drop( - ["orderflow", "trades", "imbalances"], axis=1, errors="ignore" - ) dataframe = dataframe.replace({inf: None, -inf: None, nan: None}) res = {