QuantConnect.Python.PandasData Class Reference

Organizes a list of data to create pandas.DataFrames More...

Public Member Functions
	PandasData (object data)
	Initializes an instance of PandasData More...
void	Add (object baseData)
	Adds security data object to the end of the lists More...
void	Add (TradeBar tradeBar, QuoteBar quoteBar)
	Adds Lean data objects to the end of the lists More...
void	AddTick (Tick tick)
	Adds a tick data point to this pandas collection More...
PyObject	ToPandasDataFrame (int levels=2)
	Get the pandas.DataFrame of the current PandasData state More...

Properties
bool	IsCustomData [get]
	Gets true if this is a custom data request, false for normal QC data More...
int	Levels = 2 [get]
	Implied levels of a multi index pandas.Series (depends on the security type) More...

Detailed Description

Organizes a list of data to create pandas.DataFrames

Definition at line 34 of file PandasData.cs.

Constructor & Destructor Documentation

PandasData()

QuantConnect.Python.PandasData.PandasData

(

object

data

)

Initializes an instance of PandasData

Definition at line 101 of file PandasData.cs.

Member Function Documentation

Add() [1/2]

void QuantConnect.Python.PandasData.Add

(

object

baseData

)

Adds security data object to the end of the lists

Parameters

baseData

IBaseData object that contains security data

Definition at line 195 of file PandasData.cs.

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Add() [2/2]

void QuantConnect.Python.PandasData.Add	(	TradeBar	tradeBar,
		QuoteBar	quoteBar
	)

Adds Lean data objects to the end of the lists

Parameters

tradeBar	TradeBar object that contains trade bar information of the security
quoteBar	QuoteBar object that contains quote bar information of the security

Definition at line 257 of file PandasData.cs.

AddTick()

void QuantConnect.Python.PandasData.AddTick

(

Tick

tick

)

Adds a tick data point to this pandas collection

Parameters

tick	Tick object that contains tick information of the security

Definition at line 301 of file PandasData.cs.

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ToPandasDataFrame()

PyObject QuantConnect.Python.PandasData.ToPandasDataFrame

(

int

levels = 2

)

Get the pandas.DataFrame of the current PandasData state

Parameters

levels

Number of levels of the multi index

Returns

pandas.DataFrame object

Definition at line 345 of file PandasData.cs.

Property Documentation

IsCustomData

bool QuantConnect.Python.PandasData.IsCustomData

get

Gets true if this is a custom data request, false for normal QC data

Definition at line 91 of file PandasData.cs.

Levels

int QuantConnect.Python.PandasData.Levels = 2

get

Implied levels of a multi index pandas.Series (depends on the security type)

Definition at line 96 of file PandasData.cs.

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

• Common/Python/PandasData.cs