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finance
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Expected Behavior
Lean should include a basic template for every security type.
Actual Behavior
Missing BasicTemplateFutureOptionsAlgorithm
Potential Solution
Add C# and Py BasicTemplateFutureOptionsAlgorithm. Since it's an Options algorithm, it should include Greeks and Implied Volatility. I think this GH issue might lead to others, because of the setting of `Volatilit
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Hello,
I want to get intraday data without split/dividend adjustment. How can I get raw intraday data?
From API docs:
Optional: adjusted
By default, adjusted=true and the output time series is adjusted by historical split and dividend events. Set adjusted=false to query raw (as-traded) intraday values.
get_intraday and `g
Heston model has accurate density approximations for European option prices, which are of interest.
The module implementing this method should live under tf_quant_finance/volatility/heston_approximation.py. It should support both European option puts and calls approximations. Tests should be in heston_approximation_test.py in the same folder.
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Hi there,
while playing with the alpha mode (alpha=0.1) I noticed that the marker have a border. Is that a feature, or is there any way to disable it?
`
if df.signal_bull_week.notna().sum() > 0:
signal_bull_week = mpf.make_addplot( df.signal_bull_week -
@twopirllc Thanks for such a beautiful library for technical indicators, it helps me a lot in many ways.
I am stuck on one point, didn't find any relevant python indicator library or calculation for getting values of ATR Trailing Stops, is there any way please help me out.
Thanks in advance.
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In recent versions (can't say from exactly when), there seems to be an off-by-one error in dcc.DatePickerRange. I set
max_date_allowed = datetime.today().date(), but in the calendar, yesterday is the maximum date allowed. I see it in my apps, and it is also present in the first example on the DatePickerRange documentation page.E