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warren-oneill / powerline

Extension to the zipline library for the German EPEX and EEX energy markets
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Convert H and QH history #71

Closed warren-oneill closed 8 years ago

warren-oneill commented 8 years ago

Create function to convert between H and QH data in both directions. Currently I do this like so:

hist = history(window, '1m', 'price', ffill=True)
spot = hist['epex_auction'].ffill().ix[-1].values
maxkoe commented 8 years ago

A potential solution is in branch branch product_converter.

warren-oneill commented 8 years ago

would prefer this written as one function. The user shouldn't have to decide which conversion they need.

maxkoe commented 8 years ago

Should the user decide the output format via an argument to the function or should the function just automatically change the format?

I could imagine a string-argument deciding the output format.

maxkoe commented 8 years ago

Still missing unittests.

warren-oneill commented 8 years ago

hey I merged because I need the function but it might be possible to push and reopen.

maxkoe commented 8 years ago

I just finished two tests and was about to make a new pull request :)