Universe data frames normalization (#8385)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Normalize universe data frames Universe and (generically BaseDataCollection) data frames are not normalize and unpacked into a data frame, instead of just creating data frames with the universe lists within it * Fix unit tests and algorithms to expecte new universe dataframe format * Fixes * Add PandasConverter.DataFrameGenerator class * Pandas data frame generator class fixes * Add comments * Housekeeping * Add attributes to mark classes and properties for pandas processing * Improve pandas properties expanding Allow and handle duplicate names * Use PandasData generalization for Lean common data types * Add points time as column when converting base data collections to data frames * Cleanup and minor changes * Minor change * Pandas data to get type members on demand * Move Pandas helper classes to their own files * Minor changes * Add flatten argument to python history api This allows users to decide whether they want fully expanded dataframes for universe and other collection data types. Else, master behavior is kept * Adding missing changes to last commit * Update Pythonnet version to 2.0.40 * Add flattent argument to algorithm's OptionChain api * Minor changes * Housekeeping * Minor changes * Bug fix skipping data collection data points * Add comment * Set correct exchange time to OptionUniverse instances * Address peer review and cleanup * Cleanup * Minor changes
This commit is contained in:
@@ -39,7 +39,7 @@
|
||||
<Compile Include="..\Common\Properties\SharedAssemblyInfo.cs" Link="Properties\SharedAssemblyInfo.cs" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.39" />
|
||||
<PackageReference Include="QuantConnect.pythonnet" Version="2.0.40" />
|
||||
</ItemGroup>
|
||||
<ItemGroup>
|
||||
<Content Include="OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.py" />
|
||||
|
||||
Reference in New Issue
Block a user