Hello,
I'm new to Quantconnect and I'm wondering if there is a built in function to convert the pandas Dataframe returned from the history(symbol) function into a series/list of slice objects? If not, what's the easiest way to do that?
Thank you in advance
Rahul Chowdhury
Hi Jf,
There is no built-in way to convert dataframes to slice objects. Slice objects are essentially containers for TradeBar, QuoteBar, OptionChain, etc data. So, instead of converting our dataframe into a slice object, we can convert it into the datatype we need.
For example, we can create a TradeBar using data from the history dataframe.
history = algorithm.History(symbol, period, Resolution.Daily) for bar in history.itertuples(): tradebar = TradeBar(bar.Index[1], symbol, bar.open, bar.high, bar.low, bar.close, bar.volume)
Learn more about the data types in Lean in the documentation.
Best
Rahul
J f
Thanks a lot, that is exactly what I was looking for! I didn't know one can create a TradeBar just by that constructor...
J f
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