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pandas integration #4
Hi, I was hoping that all the intermidiate data objects in pyalgotrade can be output easily, and to be timestamped.
I cant seem to see
Hi. I've only used Pandas a tiny bit but knowing a little about the codebase of PyAlgoTrade I can try to guess one place where it might fit. I think of DataFrames as spreadsheets on steroids (optimized in C, accessed in Python :). One of the primary use cases it's designed for is to hold time-series data; DataFrames could be used as the underlying data structure for DataSeries. This way you have one memory efficient table of data, all indexed by date (and position), with columns for OHLCV and TA indicator values. I imagine it would be a rather big undertaking and user-visible change to make the migration but, Pandas is definitely worth at least looking into!