[Feature] to_df where results is a model of arrays. (#6510)

* enable to_df to convert a model where all fields are arrays

* use dt for check

* static assets

* pylint

---------

Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com>
Co-authored-by: Igor Radovanovic <74266147+IgorWounds@users.noreply.github.com>
This commit is contained in:
Danglewood
2024-06-24 02:47:00 -07:00
committed by GitHub
parent 041e2247bf
commit faa1e896fa
5 changed files with 142 additions and 134 deletions

View File

@@ -253,59 +253,59 @@ class ROUTER_derivatives_options(Container):
OptionsSnapshots
----------------
underlying_symbol : str
underlying_symbol : List[str]
Ticker symbol of the underlying asset.
contract_symbol : str
contract_symbol : List[str]
Symbol of the options contract.
expiration : date
expiration : List[date]
Expiration date of the options contract.
dte : Optional[int]
dte : List[Optional[int]]
Number of days to expiration of the options contract.
strike : float
strike : List[float]
Strike price of the options contract.
option_type : str
option_type : List[str]
The type of option.
volume : Optional[int]
volume : List[Optional[int]]
The trading volume.
open_interest : Optional[int]
open_interest : List[Optional[int]]
Open interest at the time.
last_price : Optional[float]
last_price : List[Optional[float]]
Last trade price at the time.
last_size : Optional[int]
last_size : List[Optional[int]]
Lot size of the last trade.
last_timestamp : Optional[datetime]
last_timestamp : List[Optional[datetime]]
Timestamp of the last price.
open : Optional[float]
open : List[Optional[float]]
The open price.
high : Optional[float]
high : List[Optional[float]]
The high price.
low : Optional[float]
low : List[Optional[float]]
The low price.
close : Optional[float]
close : List[Optional[float]]
The close price.
bid : Optional[float]
bid : List[Optional[float]]
The last bid price at the time. (provider: intrinio)
bid_size : Optional[int]
bid_size : List[Optional[int]]
The size of the last bid price. (provider: intrinio)
bid_timestamp : Optional[datetime]
bid_timestamp : List[Optional[datetime]]
The timestamp of the last bid price. (provider: intrinio)
ask : Optional[float]
ask : List[Optional[float]]
The last ask price at the time. (provider: intrinio)
ask_size : Optional[int]
ask_size : List[Optional[int]]
The size of the last ask price. (provider: intrinio)
ask_timestamp : Optional[datetime]
ask_timestamp : List[Optional[datetime]]
The timestamp of the last ask price. (provider: intrinio)
total_bid_volume : Optional[int]
total_bid_volume : List[Optional[int]]
Total volume of bids. (provider: intrinio)
bid_high : Optional[float]
bid_high : List[Optional[float]]
The highest bid price. (provider: intrinio)
bid_low : Optional[float]
bid_low : List[Optional[float]]
The lowest bid price. (provider: intrinio)
total_ask_volume : Optional[int]
total_ask_volume : List[Optional[int]]
Total volume of asks. (provider: intrinio)
ask_high : Optional[float]
ask_high : List[Optional[float]]
The highest ask price. (provider: intrinio)
ask_low : Optional[float]
ask_low : List[Optional[float]]
The lowest ask price. (provider: intrinio)
Examples