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Truncate part of a Frame

Open Hulkstance opened this issue 3 years ago • 1 comments

Since I'm doing calculations based on indicators, the first, let's say 50 records are not so accurate due to the fact that there wasn't enough data. I want to truncate those 50 records/results. How can I do that? The truncate should be executed in the beginning of the Frame.

public class RsiStrategy : StrategyBase
{
	public override Frame<int, string> PopulateIndicators(Frame<int, string> dataFrame)
	{
		var candles = dataFrame.Rows.Select(kvp => new Candle
		{
			Timestamp = kvp.Value.GetAs<DateTime>("Timestamp"),
			Open = kvp.Value.GetAs<decimal>("Open"),
			High = kvp.Value.GetAs<decimal>("High"),
			Low = kvp.Value.GetAs<decimal>("Low"),
			Close = kvp.Value.GetAs<decimal>("Close"),
			Volume = kvp.Value.GetAs<decimal>("Volume")
		}).Observations.Select(e => e.Value).ToList<IOhlcv>();

                // TODO: Truncate the first 50 elements of the Frame

		dataFrame.AddColumn("Rsi", candles.Rsi(2));

		return dataFrame;
	}
}

Hulkstance avatar Mar 09 '21 21:03 Hulkstance

See Frame.skip https://fslab.org/Deedle/reference/deedle-framemodule.html

nhirschey avatar Oct 04 '21 12:10 nhirschey