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

🐛 Bug Description

The current usage of lightGBM API is deprecated.

  /home/xiaoyang/miniconda3/envs/kaggle/lib/python3.7/site-packages/lightgbm/engine.py:177: UserWarning: Found `n_estimators` in params. Will use it

Expected Behavior

The EmaCrossAlphaModel is not warming up its indicators.

Actual Behavior

All indicators are warmed up as soon as possible.

Potential Solution

Add

algorithm.WarmUpIndicator(added.Symbol, fast, _resolution);
algorithm.WarmUpIndicator(added.Symbol, slow, _resolution);

at lines 107 and 108 of EmaCrossAlphaModel.cs and change to `EmaCross

Reading currencies, alphavantage returns a greeting note ("welcome") and this note raises an error in alphavantage.py line 363.

            elif "Note" in json_response and self.treat_info_as_error:
                raise ValueError(json_response["Note"])

For this reason, alphavantage does not work in home assistant.

Hi,

It was really nice to see a framework for DRL in trading, I was wondering if it is possible to provide more interpretability for the model output? For example, if we have some technical indicators and some company balance sheet data as input to our model, and each day the model produce some trading decisions based on these features and current portfolio positions, is there a way to generate

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 .

Which version are you running? The lastest version is on Github. Pip is for major releases.
0.3.14b0

Describe the solution you'd like
I would like have following indicators on pandas_ta repository:

• Jurik's DMX
• Jurikäs CFB

DMX indicator is made for MT4 and the code for it can be found here (https://forex-station.com/viewtopic.php?p=1295447361#p1295447361)

CFB indicator