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Dataframe of WindoIndicators Should Ignore Period

Open AlexCatarino opened this issue 1 month ago • 0 comments

Expected Behavior

Dataframe of indicators don't include contants (especially if they are an input)

Actual Behavior

VaueAtRisk, for example, includes the period:

Image

Potential Solution

Add [PandasIgnore] to Period property in WindowIndicator class.

Reproducing the Problem

qb = QuantBook()
symbol = qb.add_equity('SPY').symbol
qb.indicator(ValueAtRisk(252, 0.95), symbol, 365 , Resolution.DAILY)

Checklist

  • [x] I have completely filled out this template
  • [x] I have confirmed that this issue exists on the current master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues
  • [x] I have provided detailed steps to reproduce the issue

AlexCatarino avatar Dec 05 '25 18:12 AlexCatarino