Jhonathan Abreu
bc5d51806d
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* 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
41 lines
1.5 KiB
C#
41 lines
1.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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namespace QuantConnect.Python
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{
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/// <summary>
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/// Attribute to rename a property or field when converting an instance to a pandas DataFrame row.
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/// </summary>
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[AttributeUsage(AttributeTargets.Property | AttributeTargets.Field)]
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public sealed class PandasColumnAttribute : Attribute
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{
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/// <summary>
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/// The name of the column in the pandas DataFrame.
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/// </summary>
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public string Name { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="PandasColumnAttribute"/> class.
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/// </summary>
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/// <param name="name">The name of the column in the pandas DataFrame</param>
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public PandasColumnAttribute(string name)
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{
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Name = name;
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}
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}
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}
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