Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
 
import pandas as pd
import numpy as np

class AdaptableYellowGreenElephant(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 11, 12)  # Set Start Date
        self.SetEndDate(2020, 11, 12)  # Set End Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("IBM", Resolution.Daily)
        self.AddEquity("AAPL", Resolution.Daily)
        self.flag=True


    def OnData(self, data):
        if self.flag:
            self.index = pd.MultiIndex.from_tuples([('one', 'a'), ('one', 'b'),
                                   ('two', 'a'), ('two', 'b')])
            self.s = pd.Series(np.arange(1.0, 5.0), index=self.index)
            self.Log ("\n"+"Dataframe on pandas"+ "\n"+str(self.s)+"\n")
            self.u=self.s.unstack(level=0)
            self.Log ("\n"+"Whos is dataframe.unstack at level=0 on pandas"+ "\n"+str(self.u)+"\n")
        
            self.dataframe = self.History([self.Symbol("IBM"), self.Symbol("AAPL")], 2)
            self.Log ("\n"+"Dataframes on history"+ "\n"+str(self.dataframe)+"\n")
            
            self.unc=self.dataframe["close"]
            self.Log ("\n"+"Dataframes close price on history, no unstack done yet"+ "\n"+str(self.unc)+"\n")
            
            self.uncz= self.dataframe["close"].unstack(level=0)
            self.Log ("\n"+"Unstacking close price at level=0 (aka dataframe(close price).unstack at level=0 on QC\history)" + "\n" + str(self.uncz)+"\n")
        
            self.Log ("\n"+"Why isnt dataframe.unstack at level=0 on pandas looking the same as dataframe.unstack at level=0 through Quantconnect\history?" + "\n")
            self.flag=False