When running pipeline in the research environment the resulting dataframe has a multi-index (date and security). When running in an algorithm, pipeline returns a dataframe with a simple index (security).
Debugging code in the research environment I'm constantly resetting the index and setting the index in order to get it to run similar to the algorithm environment. Is there an easier way to do this?
I'd like to suggest a change. In the research environment, if a pipeline is run for a single day (as it is in an algorithm) then the pipline returns a dataframe with a simple index. Only if it's run over several days then return a multi-index.
Just an idea.