When implemented, there are some community forum requests to follow up on: https://community.plotly.com/t/clientside-callbacks-equivalent-for-dash-callback-context/29305

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
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  • Resources
    • Ricequant Video Tutorial
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    • OutOfTheBox Virtual Machine Image
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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

Be able to send Web notification with headers.

Actual Behavior

Not supported.

Potential Solution

Add IEnumerable<KeyValuePair<string, string>> headers to NotificationManager.Web:

public bool Web(string address, object data, 
    IEnumerable<KeyValuePair<string, string>> headers) {
}
public bool Web(string address, object data, 
    PyOb

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

The function description documentation for alphalens.performance.factor_alpha_beta says "Compute the alpha (excess returns), alpha t-stat (alpha significance), and beta (market exposure) of a factor. "

The return documentation says "A list containing the alpha, beta, a t-stat(alpha) for the given factor and forward returns."

I am assuming "a t-stat" means "and t-sta

Describe the bug
I tried to implement triple_barrier_events function. IT returned an error

KeyError: 'Passing list-likes to .loc or [] with any missing labels is no longer supported, see https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#deprecate-loc-reindex-listlike'

I can overcome the problem if I use pandas reindex function.

To Reproduce
Inside triple_b

Formulas for pricing a Barrier option under Black-Scholes model is of interest. (See, e.g., Section 26.9 of Hull(2018), Options, Futures, and Other Derivatives, 9th edition).

The module implementing this method should live under tf_quant_finance/volatility/barrier_option.py. It should support both puts (up-and-in put, down-and-out put) and calls (down-in call, up-and-out call). Tests should be

Hello,
i'm writing to signal mmex crashes when I open reports
Summary of accounts
both monthly and yearly.
Let me know if you need more information about.
Thanks

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