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AlexCatarino 3c23759efd 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

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QuantConnect Python Algorithm Project:

Set config:

"algorithm-type-name": "BasicTemplateAlgorithm",
"algorithm-language": "Python",
"algorithm-location": "../../../Algorithm.Python/BasicTemplateAlgorithm.py",

Linux

To use Lean-Python on linux you'll need to install Python:

sudo apt-get install -y python-pip

Please checkout the command to install the whitelisted packages here.

Windows

Install Python 2.7
Add an entry to the system path variable (C:\Python27)
Rename Lean\packages\QuantConnect.pythonnet._version_\build\Python.Runtime.win to Lean\packages\QuantConnect.pythonnet._version_\lib\Python.Runtime.dll

macOS

By default, macOS has python installed.

Rename Lean\packages\QuantConnect.pythonnet._version_\build\Python.Runtime.mac to Lean\packages\QuantConnect.pythonnet._version_\lib\Python.Runtime.dll

pandas

Install pandas and its dependencies.

1.2 KiB Raw Blame History