Utility extension methods for Deedle series/frames More...

Static Public Member Functions
static Series< DateTime, double >	CumulativeSum (this Series< DateTime, double > input)
	Calculates the cumulative sum for the given series More...

static Series< DateTime, double >	CumulativeProduct (this Series< DateTime, double > input)
	Calculates the cumulative product of the series. This is equal to the python pandas method: `df.cumprod()` More...

static Series< DateTime, double >	CumulativeMax (this Series< DateTime, double > input)
	Calculates the cumulative max of the series. This is equal to the python pandas method: `df.cummax()`. More...

static Series< DateTime, double >	PercentChange (this Series< DateTime, double > input)
	Calculates the percentage change from the previous value to the current More...

static Series< DateTime, double >	CumulativeReturns (this Series< DateTime, double > input)
	Calculates the cumulative returns series of the given input equity curve More...

static double	TotalReturns (this Series< DateTime, double > input)
	Calculates the total returns over a period of time for the given input More...

static Frame< TRowKey, TColumnKey >	DropSparseColumnsAll< TRowKey, TColumnKey > (this Frame< TRowKey, TColumnKey > frame)
	Drops sparse columns only if every value is `missing` in the column More...

static Frame< TRowKey, TColumnKey >	DropSparseRowsAll< TRowKey, TColumnKey > (this Frame< TRowKey, TColumnKey > frame)
	Drops sparse rows if and only if every value is `missing` in the Frame More...

Detailed Description

Utility extension methods for Deedle series/frames

Definition at line 26 of file DeedleUtil.cs.

Member Function Documentation

◆ CumulativeSum()

static Series<DateTime, double> QuantConnect.Report.DeedleUtil.CumulativeSum ( this Series< DateTime, double > input )

static

Calculates the cumulative sum for the given series

Parameters

input Series to calculate cumulative sum for

Returns: Cumulative sum in series form

Definition at line 33 of file DeedleUtil.cs.

◆ CumulativeProduct()

static Series<DateTime, double> QuantConnect.Report.DeedleUtil.CumulativeProduct ( this Series< DateTime, double > input )

static

Calculates the cumulative product of the series. This is equal to the python pandas method: df.cumprod()

Parameters

input Input series

Returns: Cumulative product

Definition at line 56 of file DeedleUtil.cs.

◆ CumulativeMax()

static Series<DateTime, double> QuantConnect.Report.DeedleUtil.CumulativeMax ( this Series< DateTime, double > input )

static

Calculates the cumulative max of the series. This is equal to the python pandas method: df.cummax().

Parameters

input

Returns

Definition at line 79 of file DeedleUtil.cs.

◆ PercentChange()

static Series<DateTime, double> QuantConnect.Report.DeedleUtil.PercentChange ( this Series< DateTime, double > input )

static

Calculates the percentage change from the previous value to the current

Parameters

input Series to calculate percentage change for

Returns: Percentage change in series form

Equivalent to df.pct_change()

Definition at line 108 of file DeedleUtil.cs.

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◆ CumulativeReturns()

static Series<DateTime, double> QuantConnect.Report.DeedleUtil.CumulativeReturns ( this Series< DateTime, double > input )

static

Calculates the cumulative returns series of the given input equity curve

Parameters

input Equity curve series

Returns: Cumulative returns over time

Definition at line 125 of file DeedleUtil.cs.

◆ TotalReturns()

static double QuantConnect.Report.DeedleUtil.TotalReturns ( this Series< DateTime, double > input )

static

Calculates the total returns over a period of time for the given input

Parameters

input Equity curve series

Returns: Total returns over time

Definition at line 142 of file DeedleUtil.cs.

◆ DropSparseColumnsAll< TRowKey, TColumnKey >()

static Frame<TRowKey, TColumnKey> QuantConnect.Report.DeedleUtil.DropSparseColumnsAll< TRowKey, TColumnKey > ( this Frame< TRowKey, TColumnKey > frame )

static

Drops sparse columns only if every value is missing in the column

Template Parameters

TRowKey	Frame row key
TColumnKey	Frame column key

Parameters

frame Data Frame

Returns: new Frame with sparse columns dropped

Equivalent to ‘df.dropna(axis=1, how='all’)`

Definition at line 162 of file DeedleUtil.cs.

◆ DropSparseRowsAll< TRowKey, TColumnKey >()

static Frame<TRowKey, TColumnKey> QuantConnect.Report.DeedleUtil.DropSparseRowsAll< TRowKey, TColumnKey > ( this Frame< TRowKey, TColumnKey > frame )

static

Drops sparse rows if and only if every value is missing in the Frame

Template Parameters

TRowKey	Frame row key
TColumnKey	Frame column key

Parameters

frame Data Frame

Returns: new Frame with sparse rows dropped

Equivalent to ‘df.dropna(how='all’)`

Definition at line 185 of file DeedleUtil.cs.

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

Report/DeedleUtil.cs

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ CumulativeSum()

◆ CumulativeProduct()

◆ CumulativeMax()

◆ PercentChange()

◆ CumulativeReturns()

◆ TotalReturns()

◆ DropSparseColumnsAll< TRowKey, TColumnKey >()

◆ DropSparseRowsAll< TRowKey, TColumnKey >()