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