QuantConnect.Python.PandasConverter Class Reference

Collection of methods that converts lists of objects in pandas.DataFrame More...

Public Member Functions
PyObject	GetDataFrame (IEnumerable< Slice > data, bool flatten=false, Type dataType=null)
	Converts an enumerable of Slice in a pandas.DataFrame More...
PyObject	GetDataFrame< T > (IEnumerable< T > data, bool symbolOnlyIndex=false, bool forceMultiValueSymbol=false, bool flatten=false)
	Converts an enumerable of IBaseData in a pandas.DataFrame More...
PyObject	GetIndicatorDataFrame (IEnumerable< KeyValuePair< string, List< IndicatorDataPoint >>> data)
	Converts a dictionary with a list of IndicatorDataPoint in a pandas.DataFrame More...
PyObject	GetIndicatorDataFrame (PyObject data)
	Converts a dictionary with a list of IndicatorDataPoint in a pandas.DataFrame More...
override string	ToString ()
	Returns a string that represent the current object More...

Static Public Member Functions
static PyObject	ConcatDataFrames< T > (IEnumerable< PyObject > dataFrames, IEnumerable< T > keys, IEnumerable< string > names, bool sort=true, bool dropna=true)
	Concatenates multiple data frames More...
static PyObject	ConcatDataFrames (IEnumerable< PyObject > dataFrames, bool sort=true, bool dropna=true)

Detailed Description

Collection of methods that converts lists of objects in pandas.DataFrame

Definition at line 30 of file PandasConverter.cs.

Member Function Documentation

GetDataFrame()

PyObject QuantConnect.Python.PandasConverter.GetDataFrame	(	IEnumerable< Slice >	data,
		bool	flatten = false,
		Type	dataType = null
	)

Converts an enumerable of Slice in a pandas.DataFrame

Parameters

data	Enumerable of Slice
flatten	Whether to flatten collections into rows and columns
dataType	Optional type of bars to add to the data frame If true, the base data items time will be ignored and only the base data collection time will be used in the index

Returns

PyObject containing a pandas.DataFrame

Definition at line 57 of file PandasConverter.cs.

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GetDataFrame< T >()

PyObject QuantConnect.Python.PandasConverter.GetDataFrame< T >	(	IEnumerable< T >	data,
		bool	symbolOnlyIndex = false,
		bool	forceMultiValueSymbol = false,
		bool	flatten = false
	)

Converts an enumerable of IBaseData in a pandas.DataFrame

Parameters

data	Enumerable of Slice
symbolOnlyIndex	Whether to make the index only the symbol, without time or any other index levels
forceMultiValueSymbol	Useful when the data contains points for multiple symbols. If false and symbolOnlyIndex is true, it will assume there is a single point for each symbol, and will apply performance improvements for the data frame generation.
flatten	Whether to flatten collections into rows and columns

Returns

PyObject containing a pandas.DataFrame

Helper method for testing

Type Constraints

T

:

ISymbolProvider

Definition at line 74 of file PandasConverter.cs.

GetIndicatorDataFrame() [1/2]

PyObject QuantConnect.Python.PandasConverter.GetIndicatorDataFrame

(

IEnumerable< KeyValuePair< string, List< IndicatorDataPoint >>>

data

)

Converts a dictionary with a list of IndicatorDataPoint in a pandas.DataFrame

Parameters

data	Dictionary with a list of IndicatorDataPoint

Returns

PyObject containing a pandas.DataFrame

Definition at line 91 of file PandasConverter.cs.

GetIndicatorDataFrame() [2/2]

PyObject QuantConnect.Python.PandasConverter.GetIndicatorDataFrame

(

PyObject

data

)

Converts a dictionary with a list of IndicatorDataPoint in a pandas.DataFrame

Parameters

data	PyObject that should be a dictionary (convertible to PyDict) of string to list of IndicatorDataPoint

Returns

PyObject containing a pandas.DataFrame

Definition at line 111 of file PandasConverter.cs.

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ToString()

override string QuantConnect.Python.PandasConverter.ToString

(

)

Returns a string that represent the current object

Returns

Definition at line 151 of file PandasConverter.cs.

ConcatDataFrames< T >()

static PyObject QuantConnect.Python.PandasConverter.ConcatDataFrames< T > ( IEnumerable< PyObject >  dataFrames, IEnumerable< T >  keys, IEnumerable< string >  names, bool  sort = true, bool  dropna = true  )

static

Concatenates multiple data frames

Parameters

dataFrames	The data frames to concatenate
keys	Optional new keys for a new multi-index level that would be added to index each individual data frame in the resulting one
names	The optional names of the new index level (and the existing ones if they need to be changed)
sort	Whether to sort the resulting data frame
dropna	Whether to drop columns containing NA values only (Nan, None, etc)

Returns

A new data frame result from concatenating the input

Definition at line 176 of file PandasConverter.cs.

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The documentation for this class was generated from the following file:

• Common/Python/PandasConverter.cs