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Universe data frames normalization (#8385)
frostbyte_neo 发布于
2024-11-26 20:16:34 +00:00 | 681 次提交 在此版本后已推送到 master- 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
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Fix unit tests and algorithms to expecte new universe dataframe format
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Fixes
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Add PandasConverter.DataFrameGenerator class
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Pandas data frame generator class fixes
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Add comments
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Housekeeping
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Add attributes to mark classes and properties for pandas processing
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Improve pandas properties expanding
Allow and handle duplicate names
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Use PandasData generalization for Lean common data types
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Add points time as column when converting base data collections to data frames
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Cleanup and minor changes
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Minor change
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Pandas data to get type members on demand
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Move Pandas helper classes to their own files
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Minor changes
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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
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Adding missing changes to last commit
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Update Pythonnet version to 2.0.40
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Add flattent argument to algorithm's OptionChain api
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Minor changes
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Housekeeping
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Minor changes
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Bug fix skipping data collection data points
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Add comment
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Set correct exchange time to OptionUniverse instances
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Address peer review and cleanup
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Cleanup
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Minor changes
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