Dataframe from list of data with multiple symbols #8334
+171
−51
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Description
Fix for list of base data convertion into Pandas DataFrame:
PandasConverter.GetDataFrame<T>(IEnumerable<T> data)
doesn't assume the data is for a single symbol. For instance, if an option chain (IEnumerable<OptionUniverse>
) is to be converted to a data frame, each item will correspond to a single symbol, that is, each contract.Related Issue
Closes #8331
Motivation and Context
Requires Documentation Change
How Has This Been Tested?
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>