/// <summary>
/// Converts a pandas.Series into a <see cref="SortedDictionary{DateTime, Double}"/>
/// </summary>
/// <param name="series">pandas.Series to be converted</param>
/// <returns><see cref="SortedDictionary{DateTime, Double}"/> with pandas.Series information</returns>
private SortedDictionary<DateTime, double> GetDictionaryFromSeries(PyObject series)
{
var dictionary = new SortedDictionary<DateTime, double>();
var pyDict = new PyDict(((dynamic)series).to_dict());
foreach (PyObject item in pyDict.Items())
{
var key = (DateTime)item[0].AsManagedObject(typeof(DateTime));
var value = (double)item[1].AsManagedObject(typeof(double));
dictionary.Add(key, value);
}
return dictionary;
}
/// <summary>
/// Converts a dictionary with a list of <see cref="IndicatorDataPoint"/> in a pandas.DataFrame
/// </summary>
/// <param name="data"><see cref="PyObject"/> that should be a dictionary (convertible to PyDict) of string to list of <see cref="IndicatorDataPoint"/></param>
/// <returns><see cref="PyObject"/> containing a pandas.DataFrame</returns>
public PyObject GetIndicatorDataFrame(PyObject data)
{
using (Py.GIL())
{
using var inputPythonType = data.GetPythonType();
var inputTypeStr = inputPythonType.ToString();
var targetTypeStr = nameof(PyDict);
PyObject currentKvp = null;
try
{
using var pyDictData = new PyDict(data);
using var seriesPyDict = new PyDict();
targetTypeStr = $"{nameof(String)}: {nameof(List<IndicatorDataPoint>)}";
foreach (var kvp in pyDictData.Items())
{
currentKvp = kvp;
AddSeriesToPyDict(kvp[0].As <string>(), kvp[1].As <List <IndicatorDataPoint> >(), seriesPyDict);
}
return(MakeIndicatorDataFrame(seriesPyDict));
}
catch (Exception e)
{
if (currentKvp != null)
{
inputTypeStr = $"{currentKvp[0].GetPythonType()}: {currentKvp[1].GetPythonType()}";
}
throw new ArgumentException(
$"ConvertToDictionary cannot be used to convert a {inputTypeStr} into {targetTypeStr}. Reason: {e.Message}",
e
);
}
}
}