finance

Describe your context
Please provide us your environment, so we can easily reproduce the issue.

• replace the result of pip list | grep dash below

dash                      2.0.0
dash-bootstrap-components 1.0.0

• if frontend related, tell us your Browser, Version and OS

  • OS: [e.g. iOS] Windows
  • Browser [e.g. chrome, safari]: Chrome 96.0x, Edge 96.0x, Firefox

🐛 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

Be able to ask for extended market hours during a historical data request even if the subscriptions do not for Python.

Actual Behavior

The overload is only available for C#:

Potential Solution

Add the following overload:

public PyObject History(PyObject symbols, DateTime start, DateTime end, Resolution? resolution = null, bool? fillForward = nu

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.

Following the tutorial from FinRL_HP_Tuning_Trade_Performance_with_Optuna_AI4F.ipynb, I wanted to optimize an agent against the forex environment instead of the env_stocktrading provided in the example.

So I added functions like save_asset_memory and save_action_memory and other class variables so that DRLAgent.DRL_prediction() can function properly with this new environment. Full edi

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

Do you have TA Lib also installed in your environment?

yes

Did you upgrade? Did the upgrade resolve the issue?

I try upgrade, not solve.

Describe the bug
The df.ta.to_utc is a property, but it is not idempotent. When you type df.ta. then press tab for auto