35 Commits

Author	SHA1	Message	Date
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	dd432ffbde	cleanup ruff and isort errors	2024-05-14 17:28:07 +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	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
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
Matthias	baf2cf6967	Fix import error in one test case	2024-03-01 06:55:52 +01:00
Joe Schr	d15f17a03f	chore: remove unused parameter pairs from populate_dataframe_with_trades	2024-02-26 12:00:36 +01:00
Joe Schr	bff93e31c8	Moves orderflow logic to it's own file	2024-02-12 13:45:56 +01:00