Execute
This is a function of the LagCorrectedQuery class.
Description
This function returns the complete, lag-corrected data query.
Parameters
| Parameter | Type | Meaning |
|---|---|---|
| start | datetime | The starting time for the query |
| end | string | The end time for the query |
| samples | int | The number of samples for the query |
Returns
A Pandas dataframe of synchronised data, with a numeric index.
Note that the sample parameter is simply a guide. The returned data-frame may have a significantly different number of rows.
Usage
The Execute function uses the Lag Query (set with RateLagQuery or AmountLagQuery) to find the correct time-lags between each of the sub-queries (set with AddQuery).
It then runs each sub-query over subtly different time-frames and merges them all into a single Pandas dataframe.
Note that the start and end times should be relative to the end asset (or all those assets with a lag of zero).