I don't remember the last time I experienced so many obstacles while learning something new. Just trying to do something basic (again) and not understanding why it's not doing what I'm expecting.

Basically, my goal is to evaluate the daily indicators against the weekly trends. (I want to avoid trading against the higher-level trend or at least be more conservative about where I set the profit takers.) I'm maintaining a rolling window (because I understand this to be more efficient than requesting history each time). I'm also using a consolidator to populate a weekly rolling window.

Now what I'm trying to do is convert the weekly rolling window into a dataframe so that I can use talib functions on it. I'd prefer to use the PandasConverter.GetDataFrame method but that seems to generate an error. Not totally sure why.

And when I use the pd.DataFrame approach, I can't interact with the dataframe like I'd normally. I've tried setting the index to Symbol and Time but that wasn't working like I was expecting.

Anyone have any suggestions?