diff options
Diffstat (limited to 'services/strategy-engine/strategies')
| -rw-r--r-- | services/strategy-engine/strategies/volume_profile_strategy.py | 3 |
1 files changed, 1 insertions, 2 deletions
diff --git a/services/strategy-engine/strategies/volume_profile_strategy.py b/services/strategy-engine/strategies/volume_profile_strategy.py index 684c33c..e9463bf 100644 --- a/services/strategy-engine/strategies/volume_profile_strategy.py +++ b/services/strategy-engine/strategies/volume_profile_strategy.py @@ -39,9 +39,8 @@ class VolumeProfileStrategy(BaseStrategy): if len(data) < self._lookback_period: return None - recent = data[-self._lookback_period:] + recent = data[-self._lookback_period :] prices = np.array([c[0] for c in recent]) - volumes = np.array([c[1] for c in recent]) min_price = prices.min() max_price = prices.max() |