QuantConnect.Python.PandasData Class Reference

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

Public Member Functions
	PandasData (object data, bool timeAsColumn=false)
	Initializes an instance of PandasData More...
void	Add (object data)
	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...
PyObject	ToPandasDataFrame (int levels=2, bool filterMissingValueColumns=true)
	Get the pandas.DataFrame of the current PandasData state More...

Static Public Member Functions
static PyObject	ToPandasDataFrame (IEnumerable< PandasData > pandasDatas, bool skipTimesColumn=false)
	Helper method to create a single pandas data frame indexed by symbol 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 33 of file PandasData.cs.

Constructor & Destructor Documentation

PandasData()

QuantConnect.Python.PandasData.PandasData	(	object	data,
		bool	timeAsColumn = false
	)

Initializes an instance of PandasData

Definition at line 119 of file PandasData.cs.

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Member Function Documentation

Add() [1/2]

void QuantConnect.Python.PandasData.Add

(

object

data

)

Adds security data object to the end of the lists

Parameters

data	IBaseData object that contains security data

Definition at line 161 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 251 of file PandasData.cs.

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ToPandasDataFrame() [1/2]

PyObject QuantConnect.Python.PandasData.ToPandasDataFrame	(	int	levels = 2,
		bool	filterMissingValueColumns = true
	)

Get the pandas.DataFrame of the current PandasData state

Parameters

levels	Number of levels of the multi index
filterMissingValueColumns	If false, make sure columns with "missing" values only are still added to the dataframe

Returns

pandas.DataFrame object

Definition at line 264 of file PandasData.cs.

ToPandasDataFrame() [2/2]

static PyObject QuantConnect.Python.PandasData.ToPandasDataFrame ( IEnumerable< PandasData >  pandasDatas, bool  skipTimesColumn = false  )

static

Helper method to create a single pandas data frame indexed by symbol

Will add a single point per pandas data series (symbol)

Definition at line 387 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 82 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 87 of file PandasData.cs.

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

• Common/Python/PandasData.cs
• Common/Python/PandasData.DataTypeMember.cs