# Buggy code
def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
    """
    Gets order book list, returns dataframe with below format per suggested by creslin
    -------------------------------------------------------------------
     b_sum       b_size       bids       asks       a_size       a_sum
    -------------------------------------------------------------------
    """
    cols = ["bids", "b_size"]

    bids_frame = DataFrame(bids, columns=cols)
    # add cumulative sum column
    bids_frame["b_sum"] = bids_frame["b_size"].cumsum()
    cols2 = ["asks", "a_size"]
    asks_frame = DataFrame(asks, columns=cols2)
    # add cumulative sum column
    asks_frame["a_sum"] = asks_frame["a_size"].cumsum()

    frame = pd.concat(
        [
            bids_frame["b_sum"],
            bids_frame["b_size"],
            bids_frame["bids"],
            asks_frame["asks"],
            asks_frame["a_size"],
            asks_frame["a_sum"],
        ],
        axis=1,
        keys=["b_sum", "b_size", "bids", "asks", "a_size", "a_sum"],
    )
    # logger.info('order book %s', frame )
    return frame


# Traceback (Exception)
2020-02-20 22:47:28,025 - freqtrade - ERROR - Fatal exception!
Traceback (most recent call last):
File "/opt/tradebot/freqtrade/.env/lib/python3.7/site-packages/talib/__init__.py", line 20, in wrapper
for arg in chain(args, kwargs.values())
StopIteration

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "/freqtrade/freqtrade/main.py", line 36, in main
return_code = args['func'](args)
File "/freqtrade/freqtrade/commands/optimize_commands.py", line 76, in start_hyperopt
hyperopt.start()
File "/freqtrade/freqtrade/optimize/hyperopt.py", line 488, in start
preprocessed = self.backtesting.strategy.tickerdata_to_dataframe(data)
File "/freqtrade/freqtrade/strategy/interface.py", line 448, in tickerdata_to_dataframe
for pair, pair_data in tickerdata.items()}
File "/freqtrade/freqtrade/strategy/interface.py", line 448, in <dictcomp>
for pair, pair_data in tickerdata.items()}
File "/freqtrade/freqtrade/strategy/interface.py", line 464, in advise_indicators
return self.populate_indicators(dataframe, metadata)
File "/freqtrade/user_data/strategies/MyDev.py", line 205, in populate_indicators
dataframe['mfi'] = ta.MFI(dataframe)
File "talib/_abstract.pxi", line 352, in talib._ta_lib.Function.__call__
File "talib/_abstract.pxi", line 383, in talib._ta_lib.Function.__call_function
File "/opt/tradebot/freqtrade/.env/lib/python3.7/site-packages/talib/__init__.py", line 24, in wrapper
return func(*args, **kwargs)
File "talib/_func.pxi", line 8454, in talib._ta_lib.MFI
Exception: volume is not double

# Fixed code
def order_book_to_dataframe(bids: list, asks: list) -> DataFrame:
    """
    TODO: This should get a dedicated test
    Gets order book list, returns dataframe with below format per suggested by creslin
    -------------------------------------------------------------------
     b_sum       b_size       bids       asks       a_size       a_sum
    -------------------------------------------------------------------
    """
    cols = ["bids", "b_size"]

    bids_frame = DataFrame(bids, columns=cols)
    # add cumulative sum column
    bids_frame["b_sum"] = bids_frame["b_size"].cumsum()
    cols2 = ["asks", "a_size"]
    asks_frame = DataFrame(asks, columns=cols2)
    # add cumulative sum column
    asks_frame["a_sum"] = asks_frame["a_size"].cumsum()

    frame = pd.concat(
        [
            bids_frame["b_sum"],
            bids_frame["b_size"],
            bids_frame["bids"],
            asks_frame["asks"],
            asks_frame["a_size"],
            asks_frame["a_sum"],
        ],
        axis=1,
        keys=["b_sum", "b_size", "bids", "asks", "a_size", "a_sum"],
    )
    # logger.info('order book %s', frame )
    return frame