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finance

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dash
wh1100717
wh1100717 commented Apr 26, 2017

我们会在这个 Issue 中持续 refer 比较典型的 Issue,也希望您能持续通过 issue 来与我们讨论各种问题,这样都可以为其他人提供参考,也避免我们重复回答同样的问题。

  • 如果您刚开始接触 RQAlpha 请先阅读文档 http://rqalpha.io
  • 如果您在使用过程中遇到了问题,请先查看下文罗列的FAQ是否可以解决您的问题,或者您也可以利用 Issue 的搜索和过滤功能来试图找到类似问题的讨论。
  • 如果以上方式仍然没有解决您的问题的,请您 创建Issue, 按照创建时给出的规范模板来描述您的问题
  • 善用截图功能,github 上是可以在 issue 的提问和回复中直接 ctrl + v 来上传图片的,很方便。

RQAlpha 2.0.0

wildcolor
wildcolor commented Jan 27, 2020

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
Lean

Powerful modern math library for PHP: Features descriptive statistics and regressions; Continuous and discrete probability distributions; Linear algebra with matrices and vectors, Numerical analysis; special mathematical functions; Algebra

  • Updated May 23, 2020
  • PHP
addisonlynch
addisonlynch commented Apr 14, 2018

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

obeyda
obeyda commented Dec 12, 2017

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

jsmidt
jsmidt commented May 2, 2020

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

mlfinlab
MislavSag
MislavSag commented Feb 16, 2020

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

cyrilchim
cyrilchim commented Sep 11, 2019

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

simao4ever84
simao4ever84 commented Apr 24, 2020

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


Version: 1.3.4
• db 7 • (aes128cbc)


Libs:
• wxWidgets 3.1.3 (wxMac 10.14)
• wxSQLite3 4.4.8 (SQLite 3.30.1)
• RapidJSON 1.1.0
• Lua 5.3.5
• libcurl/7.54.0 LibreSSL

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

  • Updated Dec 3, 2018
  • Jupyter Notebook
IEX-API
AndreHaueisen
AndreHaueisen commented Mar 3, 2020

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

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