finance

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

Expected Behavior

TrailingStopRiskManagementModel handles risk for both long and short positions.

Actual Behavior

TrailingStopRiskManagementModel only handles risk for long positions.

Potential Solution

Implement logic to handle risk for short positions.

Checklist

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I've been experimenting with the crypto aspects of the library, and I do see that there are the endpoints for daily, weekly, and monthly, however the endpoint for intraday is not available using the "function=CRYPTO_INTRADAY" from the Cryptocurrencies section of the API.

I would assume the format would be:
`(data, meta) = cc.get_crypto_intraday(symbol = "", interval = "", market = "", outputs

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.

According to @rspadim, functions in entropy.py could use numpy array instead of strings, as it's better to numba.

Guide on how to implement this is available in the comments in PR #311 .

Hi @twopirllc ,
Could you please add the Connors RSI (CRSI) indicator?

About CRSI
Code for reference

Also doc for [Aroon](https://github.com/twopirllc/pandas-ta/blob/1deb7559f626d2a5cf664b6c0af7a8016a53bfca/pan

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?

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    if df.signal_bull_week.notna().sum() > 0:
        signal_bull_week = mpf.make_addplot( df.signal_bull_week -