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quantconnect--lean/Algorithm.Python/QuantConnect.Algorithm.Python.csproj
T
Jhonathan Abreu a28d1f2ffe Universe data frames improvements (#8433) 
* 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
2024-12-03 16:19:17 -04:00

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