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Implements New PandasData Remapper #4422

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merged 3 commits into from May 18, 2020

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AlexCatarino
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Description

In this implementation, we dynamically create new classes that wrap key functions and properties. The wrappers will map/convert any parameters that are convertible to the string representation of Symbol.ID before they are used by the original function/property.

Related Issue

Closes #4284

Motivation and Context

Improve user experience by providing a reliable way to access variables of pandas.DataFrame that are created by Historical data requests by Symbol object or its Ticker.

Requires Documentation Change

N/A

How Has This Been Tested?

New unit tests.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

In this implementation, we dynamically create new classes that wraps key functions and properties. The wrappers will map/convert any parameter that are convertible to the string representation of Symbol.ID before they are used by the original function/property.
- Adds unit tests for parameterless methods
- Adds unit tests for operations between two DataFrames or Series

- Adds unit tests for 'add_prefix', 'add_suffix', 'agg', 'aggregate', 'align', 'apply', 'applymap', 'asfreq', 'asof', 'assign', 'astype', 'at_time', 'axes', 'between_time', 'clip_lower', 'clip_upper', 'columns', 'combine', 'combine_first', 'corrwith', 'drop', 'droplevel', 'dtypes',
'eval', 'explode', 'fillna', 'filter', 'first', 'ftypes', 'get_value_index', 'get_value_column', 'groupby', 'isin', 'items', 'iterrows' and 'T'. (Ref.: #4365, #4368, #4370, #4372, #4373, #4377, #4380)
@Martin-Molinero Martin-Molinero self-requested a review May 15, 2020 23:16
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@Martin-Molinero Martin-Molinero left a comment

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Looks good! Awesome work 👍
Leaving a couple of minor comments

Common/Python/PandasData.cs Outdated Show resolved Hide resolved
Tests/Python/PandasConverterTests.cs Outdated Show resolved Hide resolved
@Martin-Molinero Martin-Molinero merged commit 6662145 into master May 18, 2020
@AlexCatarino AlexCatarino mentioned this pull request May 21, 2020
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Missing Methods in PandasData.Remapper
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