Implements History Requests returning pandas.DataFrame

Algorithms written in python can access to new overloads for the QCAlgorithm.History method that returns a dictionary with pandas.DataFrame
2017-07-06 15:09:59 +01:00
parent 93941deac0
commit 3c23759efd
4 changed files with 146 additions and 1 deletions
@@ -81,6 +81,9 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
                            // QCAlgorithm reference for LEAN internal C# calls (without going from C# to Python and back)
                            _baseAlgorithm = (QCAlgorithm)_algorithm;

+                            // Set pandas
+                            _baseAlgorithm.SetPandas();
+
                            return; 
                        }
                    }