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Improve pandas properties expanding

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Allow and handle duplicate names
This commit is contained in:
Jhonathan Abreu
2024-10-24 18:55:03 -04:00
parent de9903075d
commit 24d45e6ded
9 changed files with 237 additions and 70 deletions
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Algorithm.Python/FundamentalRegressionAlgorithm.py
+1 -7
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@@ -82,18 +82,12 @@ class FundamentalRegressionAlgorithm(QCAlgorithm):
self.assert_fundamental_enumerator(selection_collection_for_a_day[self._universe.symbol], "C")
def assert_fundamental_history(self, df, case_name):
canonicals = df.index.get_level_values('collection_symbol').unique()
if canonicals.shape[0] != 1:
raise ValueError(f"Unexpected Fundamental universe canonical symbols count {canonicals.shape[0]}! Expected 1")
if canonicals[0] != self._universe.symbol:
raise ValueError(f"Unexpected Fundamental universe canonical symbol {canonicals[0]}! Expected {self._universe.symbol}")
dates = df.index.get_level_values('time').unique()
if dates.shape[0] != 2:
raise ValueError(f"Unexpected Fundamental universe dates count {dates.shape[0]}! Expected 2")
for date in dates:
sub_df = df.loc[(self._universe.symbol, date)]
sub_df = df.loc[date]
if sub_df.shape[0] < 7000:
raise ValueError(f"Unexpected historical Fundamentals data count {sub_df.shape[0]} case {case_name}! Expected > 7000")
Algorithm.Python/OptionUniverseHistoryRegressionAlgorithm.py
+2 -4
View File
@@ -27,12 +27,10 @@ class OptionUniverseHistoryRegressionAlgorithm(QCAlgorithm):
historical_options_data_df = self.history(option, 3, Resolution.DAILY)
# Level 1 of the multi-index is the date, we expect 3 dates, 3 option chains
if historical_options_data_df.index.levshape[1] != 3:
# Level 0 of the multi-index is the date, we expect 3 dates, 3 option chains
if historical_options_data_df.index.levshape[0] != 3:
raise RegressionTestException(f"Expected 3 option chains from history request, but got {historical_options_data_df.index.levshape[1]}")
historical_options_data_df = historical_options_data_df.droplevel('canonical')
for date in historical_options_data_df.index.levels[0]:
expected_chain = list(self.option_chain_provider.get_option_contract_list(option, date))
expected_chain_count = len(expected_chain)