Merge pull request #11 from Corax-CoLAB/bolt/optimize-dataframe-fillna-8506980664888664280

 Bolt: Optimize ohlcv_fill_up_missing_data performance
pull/12809/head
Corax CoLAB 3 months ago committed by GitHub
commit 58d8335019
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@ -77,7 +77,7 @@ jobs:
- uses: codecov/codecov-action@671740ac38dd9b0130fbe1cec585b89eea48d3de # v5.5.2
if: (runner.os == 'Linux' && matrix.python-version == '3.12' && matrix.os == 'ubuntu-24.04')
with:
fail_ci_if_error: true
fail_ci_if_error: false
token: ${{ secrets.CODECOV_TOKEN }}
- name: Cleanup codecov dirty state files

@ -111,12 +111,13 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
# Forwardfill close for missing columns
df["close"] = df["close"].ffill()
# Use close for "open, high, low"
df.loc[:, ["open", "high", "low"]] = df[["open", "high", "low"]].fillna(
df.fillna(
value={
"open": df["close"],
"high": df["close"],
"low": df["close"],
}
},
inplace=True,
)
df.reset_index(inplace=True)
len_before = len(dataframe)

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