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Improve performance of OptionChains DF #8359

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Martin-Molinero
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Description

  • Improve performance of OptionChain by creating a single pandas df
  • Remove unrequired multiindex

Related Issue

See #8334

Motivation and Context

Speed

Requires Documentation Change

N/A

How Has This Been Tested?

Unit test reproducing issue

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

- Improve performance of OptionChain by creating a single pandas df
@Martin-Molinero Martin-Molinero merged commit 0a2c05a into QuantConnect:master Oct 4, 2024
6 of 7 checks passed
@Martin-Molinero Martin-Molinero deleted the bug-performance-df-option branch October 4, 2024 23:47
wtindall1 pushed a commit to wtindall1/Lean that referenced this pull request Nov 10, 2024
- Improve performance of OptionChain by creating a single pandas df
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