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Universe data frames improvements (#8433)

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* Default Data to null for ETFConstituentUniverses.

The data collection will be assigned only if needed. This allows data column to be filtered from dataframes since it will always be null for all constituents.

* Make base data collection aggregator reader fall back to BaseDataCollection

After instatiating the collection type, fall back to the base BaseDataCollection to aggregate data if the type is not a base data collection.

* Minor change

* Minor change

* Update pythonnet to 2.0.41

* Ignore data column for every flattened universe dataframe

* Filter empty collections columns in data frames

* Allow snake case named attributes in PythonSlice

* Remove PythonSlice Data Python class

Pythonnet handles dynamic objects behavior
This commit is contained in:
Jhonathan Abreu
2024-12-03 16:19:17 -04:00
committed by GitHub
parent f4314549c3
commit a28d1f2ffe
16 changed files with 200 additions and 54 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+1 -1
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@@ -39,7 +39,7 @@
<Compile Include="..\Common\Properties\SharedAssemblyInfo.cs" Link="Properties\SharedAssemblyInfo.cs" />
</ItemGroup>
<ItemGroup>
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.40" />
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.41" />
</ItemGroup>
<ItemGroup>
<Content Include="OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.py" />