Merge Prices and Indicators in One Single Dataframe in Research Environment

Hi All,

I love QC and I'm getting more and more into it, but I really hope the learning curve flattens out at some point because the most basic stuff takes ages to figure out! I guess the effort will pay off!

I'm just trying to join historical OHLC with some indicators in a single dataframe. I gave up after a long time trying.

The below code runs but the result is wrong as the index is not being kept properly.

Any help please?

df = qb.History(spy.Symbol, startDate, endDate, resolution)

mom = Momentum(11)
momdf = qb.Indicator(mom, "SPY", startDate, endDate, resolution)

results = pd.concat([df, momdf])

Update Backtest

Thanks for submitting the code used. The indexing issue comes primarily due to the fact that the historical data is multi-indexed. Since only one asset is being analyzed, it made sense to remove the symbol index from the OHLC DataFrame. This can be done via .unstack() or .reset_index(). The notebook below has the code above running and another indicator added was to show how multiple indicators can be created and implemented into DataFrames together.


Thank you!! I understand now :)



Update Backtest


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