qtpylib | QTPyLib , Pythonic Algorithmic Trading | Cryptocurrency library
kandi X-RAY | qtpylib Summary
kandi X-RAY | qtpylib Summary
QTPyLib, Pythonic Algorithmic Trading
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Top functions reviewed by kandi - BETA
- Resample a dataframe .
- Create order
- Prepare data .
- Function to create continuous contracts .
- get symbol id
- Send an order
- Return a dictionary of IB futures .
- Stream data from zeromq .
- Send a trade .
- Store data into a table
qtpylib Key Features
qtpylib Examples and Code Snippets
Community Discussions
Trending Discussions on qtpylib
QUESTION
I'm recreating a strategy made in python with pandas. I think my code works, even tho I haven't compared the values yet, because I'm getting an exception. Basically, the problem is that .Shift(20)
removes the first 20 elements and .Window(12 * 60 / 15)
removes 47 elements. The typical prices are 10180 by default. They become 10113 after the shifting and rolling window. I tried using .FillMissing()
, but it doesn't seem to append the first null values to the series.
ANSWER
Answered 2021-Feb-09 at 21:20If you have an ordinal series that you create with ToOrdinalSeries
, it means that the index of the series will be automatically generated numerical value from 0 to length of your series - 1. However, this is still a real index and Deedle keeps the mapping when you use operations like Shift
.
If your index was a date, say 01/01 => a, 02/01 => b, 03/01 => c
, then Shift
would shift the values and drop the keys that are no longer needed, i.e. you may get 02/01 => a, 03/01 => b
.
It works the same with ordinal indices, so if you have 0 => a, 1 => b, 2 => c
and shift the data, you will get something like 1 => a, 2 => b
.
If you then want to get 0 => , 1 => a, 2 => b
, then you can do this using Realign
which takes the new list of keys that you want to have followed by FillMissing
. For example:
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Install qtpylib
You can use qtpylib like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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