QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect
https://www.quantconnect.com/docs/v2/
Apache License 2.0
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Adds Section About Mutil-Index in History #1495

Closed AlexCatarino closed 8 months ago

AlexCatarino commented 1 year ago

Expected Behavior

Teach how to handle history requests that return a dataframe for Futures and Options. e.g.:

history.index = history.index.droplevel(0)

Actual Behavior

Only documented in Research.

Checklist

DerekMelchin commented 9 months ago

Also teach how to swap the index levels so that the dataframe index is datetime on the left and then Symbol on the right. It could come at the bottom of the Python version of Analyze Results.

DerekMelchin commented 8 months ago

https://www.quantconnect.com/docs/v2/writing-algorithms/historical-data/history-requests#06-Analyze-Results