PandasConverter

QuantConnect.Python.PandasConverter

Bases: Object

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

get_indicator_data_frame

get_indicator_data_frame(data: Any) -> DataFrame

get_indicator_data_frame(
    data: List[KeyValuePair[str, List[IndicatorDataPoint]]],
    extra_data: List[
        KeyValuePair[
            str, List[ValueTuple[datetime, Object]]
        ]
    ] = None,
) -> DataFrame

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

Parameters:

Name	Type	Description	Default
data	Any | List[KeyValuePair[str, List[IndicatorDataPoint]]]	PyObject that should be a dictionary (convertible to PyDict) of string to list of IndicatorDataPoint	required
extra_data	Optional[List[KeyValuePair[str, List[ValueTuple[datetime, Object]]]]]	Optional dynamic properties to include in the DataFrame.	None

Returns:

Type	Description
DataFrame	PyObject containing a pandas.DataFrame.

concat_data_frames

concat_data_frames(
    data_frames: List[Any],
    sort: bool = True,
    dropna: bool = True,
) -> Any

get_data_frame

get_data_frame(
    data: List[Slice],
    flatten: bool = False,
    data_type: Type = None,
) -> DataFrame

Converts an enumerable of Slice in a pandas.DataFrame

Parameters:

Name	Type	Description	Default
data	List[Slice]	Enumerable of Slice	required
flatten	bool	Whether to flatten collections into rows and columns	False
data_type	Type	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	None

Returns:

Type	Description
DataFrame	PyObject containing a pandas.DataFrame.

to_string

to_string() -> str

Returns a string that represent the current object