Skip to content

Dataframe of WindoIndicators Should Ignore Period #9113

@AlexCatarino

Description

@AlexCatarino

Expected Behavior

Dataframe of indicators don't include contants (especially if they are an input)

Actual Behavior

VaueAtRisk, for example, includes the period:

Image

Potential Solution

Add [PandasIgnore] to Period property in WindowIndicator class.

Reproducing the Problem

qb = QuantBook()
symbol = qb.add_equity('SPY').symbol
qb.indicator(ValueAtRisk(252, 0.95), symbol, 365 , Resolution.DAILY)

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions