Commit Graph

109 Commits

Author SHA1 Message Date
Matthias
ed7eb01d1b chore: update data to modern typing syntax 2024-10-04 06:42:04 +02:00
Matthias
a1681cdd63 chore: improve typing 2024-09-08 08:28:40 +02:00
Matthias
f5ebfcca5a chore: accept that trades dataframes may be empty for some reason
part of #10515
2024-08-10 20:13:30 +02:00
Joe Schr
9eb5993833 chore: drop candle_start and candle_end from trades and add test asserting trades columns 2024-07-18 20:04:34 +02:00
Matthias
8922f0cdf3 feat: use dicts instead of nested dataframes 2024-07-15 20:08:55 +02:00
Matthias
d3ffdbf300 chore: Add small todo 2024-07-13 09:49:21 +02:00
Joe Schr
3486327e78 Extract global cached_grouped_trades_per_pair into IStrategy 2024-07-04 17:23:59 +02:00
Joe Schr
7de102320c orderflow: use cache per pair 2024-06-27 15:06:16 +02:00
Joe Schr
dad2cad525 orderflow: fixing typing 2024-06-26 19:54:13 +02:00
Joe Schr
323274ecee orderflow: clean code 2024-06-24 18:07:17 +02:00
Joe Schr
5379400ab3 Merge branch 'feature/fetch-public-trades-cached' into feature/fetch-public-trades 2024-06-24 18:07:01 +02:00
Joe Schr
54df6f5b9c orderflow: adds cache_size to config 2024-06-24 17:40:24 +02:00
Joe Schr
390373cb9b orderflow: ruff format 2024-06-24 17:15:39 +02:00
Joe Schr
ecd2118941 fix: copying orderflow dataframe from cache doesn't work 2024-06-24 17:14:22 +02:00
Joe Schr
08a27abbdc orderflow: clean up populate_dataframe_with_trades code 2024-06-21 16:10:27 +02:00
Joe Schr
d23c33a47f feat: add caching to populate_dataframe_with_trades 2024-06-21 15:28:11 +02:00
Joe Schr
2d6408a363 feat: adds max_candles to orderflow config 2024-06-19 19:23:26 +02:00
Matthias
84e8a19bd3 Remove duplicate log message 2024-06-06 18:05:58 +02:00
Matthias
d5361d84fa use np.where instead of apply 2024-06-02 17:09:23 +02:00
Joe Schr
bfb29d3c14 orderflow: fix ask/bid & buy/sell mixup 2024-05-31 21:25:36 +02:00
Joe Schr
41def8b28b orderflow: removes unnecessary code 2024-05-29 20:09:34 +02:00
Joe Schr
82e8901db4 orderflow: remove unused function orderflow_to_volume_profile 2024-05-29 19:49:33 +02:00
Joe Schr
07034ed7a6 orderflow: add comment with insight about imbalances 2024-05-29 19:49:33 +02:00
Joe Schr
24707ab7b9 orderflow: raise DependencyException instead of raising generic exception 2024-05-29 19:49:33 +02:00
Matthias
0673f3ec6c Remove unused function 2024-05-18 16:46:17 +02:00
Joe Schr
ab7f8b3a0f imbalance_ratio: use ratio instead of percentage 2024-05-17 15:49:53 +02:00
Joe Schr
a56faf503b ruff format: orderflow / public trades 2024-05-15 17:09:32 +02:00
Joe Schr
b9035da981 Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-05-15 14:43:00 +02:00
Joe Schr
dd432ffbde cleanup ruff and isort errors 2024-05-14 17:28:07 +02:00
Matthias
a9732c6195 Fix odd formatting by ruff format 2024-05-13 07:10:25 +02:00
Matthias
fea1653e31 ruff format: freqtrade.data 2024-05-13 07:10:25 +02:00
Matthias
a8eabd0b2e Update remaining files with new import sorting 2024-05-13 07:10:24 +02:00
Joe Schr
10cbc76482 use timeframe_to_next_date and date to calculate candle_start/candle_end 2024-05-08 15:12:52 +02:00
Matthias
9020c3290c Fix imports after dev merge 2024-03-16 16:45:48 +01:00
Matthias
88e25df78c Merge branch 'develop' into feature/fetch-public-trades 2024-03-16 16:34:57 +01:00
Matthias
0f3d538f6c Avoid duplicate pandas imports 2024-03-16 16:26:17 +01:00
Matthias
bce5dc4a49 Simplify formatting 2024-03-16 16:23:20 +01:00
Matthias
4aff24f6df Fix imports that import directly from file
instead from the exporting package
2024-03-15 06:40:42 +01:00
Joe Schr
6827e17d17 raise error if populate_dataframe_with_trades fails 2024-03-11 11:34:59 +01:00
Joe Schr
174c830b2a formatting changes 2024-03-11 11:34:45 +01:00
Joe Schr
1f6046df97 work through open TODOs 2024-03-11 11:34:03 +01:00
Joe Schr
6c1d70df89 Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades 2024-03-05 17:29:24 +01:00
Matthias
fcb16098d8 Reduce Error level when converting trades 2024-03-02 15:40:43 +01:00
Matthias
7ed7ed4081 Accept trading-mode for trades-to-ohlcv command 2024-03-02 15:38:36 +01:00
Matthias
43103f51e5 Update functions that use datahandler trade methods 2024-03-02 13:10:57 +01:00
Matthias
46e616f997 Remove defaults for converter - they're always provided and necessary. 2024-03-01 19:32:35 +01:00
Matthias
baf2cf6967 Fix import error in one test case 2024-03-01 06:55:52 +01:00
Matthias
27556f934e Don't load empty dataframes - skip these
closes #9811
2024-02-26 13:53:10 +01:00
Matthias
9a8ae99fc7 Add debug output showing the pair to be converted
part of #9811
2024-02-26 13:53:10 +01:00
Matthias
82771cf85c Slightly improve memory-usage of kraken-convert 2024-02-26 13:51:39 +01:00