I write tutorials and do lots of live teaching and gravitate mostly to using Jupyter Notebooks, which allow for text and code to be integrated together in one. Using dash on a local instance of Jupyter is essentially no different than using it from a normal .py file.

But, when teaching to people that have no local jupyter instance or don't even have python installed, I've turned to [Binder](myb

I think we should keep dependencies in requirements.txt, and we should read dependencies from requirements.txt instead of keep another copy in setup.py.

• Using RQAlpha
  • Introduction
  • Installation
  • Getting Started
  • Tutorial
  • API
  • Resources
    • Ricequant Video Tutorial
    • Strategy Demos
    • OutOfTheBox Virtual Machine Image
    • Other
  • FAQ
• Finding RQAlpha Mod
  • How to find a RQAlpha Mod
  • install/uninstall/enable/disable Mod
  • System Mod Introduction
  • Third-party Mod Reference
• Creating Your

I am very new to ta-lib.

Here is a very stupid question about the documentation. Can anyone direct me where exactly is the detailed documentation? For example, the following shows BBANDS has MA_Type.T3, which means BollingerBands will use EMA instead of SMA. But I can't find the description about BBANDS and MA_Type anywhere.....

upper, middle, lower = talib.BBANDS(close, matype

Expected Behavior

Supports "Squeeze Momentum Indicator"

Actual Behavior

No implementation of "Squeeze Momentum Indicator"

Potential Solution

Implement "Squeeze Momentum Indicator"

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplica

It would be nice to have some general developer documentation for potential contributors to help in cases such as #510, etc.

What are the best steps to take towards accomplishing this? Maybe something similar (albeit not all details needed) to the Pandas developer docs?

I've begun an implementation of this on my fork, basicall

This isn't really an issue, this is just a request

I am trying to learn how to build microservices with CQRS, ES, reactive programming and messaging, I have a good understanding of the theoretical part but there isn't much hands-on examples about this subject.
Reactive Trader Cloud is the most complete app that I could find which implements all these concepts (and much more), I am

Problem Description

Please provide a minimal, self-contained, and reproducible example:

pan = web.DataReader(tickers, "google", datetime.datetime(2015, 1, 1),  datetime.datetime(2017, 1, 1))

Currently, DataReader is depreciated and instead "yahoo" needs to be used. 

pan = pan.transpose( (1, 0, 2)

Currently needs to be changed to tranposed()

Versions

@rspadim this link and its a great source of code that we still need to add to the package!

If you are looking to contribute I would recommend going through the link and check to see which implementations we still need to include.

http://www.quantresearch.org/Software.htm

Spread-options are particularly popular in commodity markets. A simple Kirk's approximation for European spread-option price under Black-Scholes model is of interest.

The module implementing this method should live under tf_quant_finance/volatility/spread_option.py. It should support both puts and calls. Tests should be in s

abs(amount) must be used to draw the pie chart but just ±amount should be presented in the tooltip text as in the table below the chart.

#1734 related

Clearly describe the data problem

The documentation says this is the result to expect

 {
        "symbol": "AAPL",
        "exDate": "2017-08-10",
        "paymentDate": "2017-08-17",
        "recordDate": "2017-08-14",
        "declaredDate": "2017-08-01",
        "amount": 0.63,
        "flag": "Dividend income",
        "currency": "USD",
        "description": "Apple decl