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Dataframe of WindoIndicators Should Ignore Period
Expected Behavior
Dataframe of indicators don't include contants (especially if they are an input)
Actual Behavior
VaueAtRisk, for example, includes the period:
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
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