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Dataframe from list of data with multiple symbols #8334

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Description

Fix for list of base data convertion into Pandas DataFrame:

  • This makes sure PandasConverter.GetDataFrame<T>(IEnumerable<T> data) doesn't assume the data is for a single symbol. For instance, if an option chain (IEnumerable<OptionUniverse>) is to be converted to a data frame, each item will correspond to a single symbol, that is, each contract.
  • This is fixed generically so that a single list can hold data for multiple symbols, regardless of the number of items for each symbol contained in the list.

Related Issue

Closes #8331

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

  • Unit tests
  • Regression algorithm

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:

  • [ x 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>

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Incorrect Option Universe DataFrame Index
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