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

Hi, please update the online doc of QuantLib.

For instance, LineSearchBasedMethod inherits from OptimizationMethod, but the inheritance diagram for OptimizationMethod online is:

I recently tried using the Intra-Bar MicroStructural Features using the MicrostructuralFeaturesGenerator class. I found that it takes a very long time to process even on 2-3 month of tick data. Finally, after some exploration of the code behind I came to understand that the entropy feature function excluding Shannon's Entropy function takes the most amount of time.
The entropy features contain on

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.

Tried following the quickstart guide to run the application quickly but running into many software dependency issues. Have you considered dockerizing this application?

I have a background in this area, would be interested in contributing to the project to add that capability if you are open to incorporating this as a feature.

Let me know.

According last Travis build
https://travis-ci.org/ranaroussi/qtpylib/jobs/214950579
there's currently no unit tests maybe you should add some unit tests
to ensure that coding new feature doesn't break existing code

Skill Set Challenge!

Hudson & Thames has provided the following skillset challenge to allow potential researchers to gauge if they have the required skil

RatesFiniteDifferenceSensitivityCalculator computes sensitivities by finite difference. The current mechanism bumps all curves in the RatesProvider.
A method to bump only a given set of curves (described by their currency or index) should be created.
When this is the case, the method ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer#presentValueCurveParameterSensitivity can be simplify to a

line 33
portfolio.risks <- rbind(portfolio.parity$risk_contribution/sum(portfolio.parity$risk_contribution), getCovRiskBudgets(portfolio.tangency))

2 issues:

1. parity portfolio is "parity" - why take weights?
2. the column name is relative_risk_contribution

so the line should really be just
portfolio.risks <- rbind(portfolio.parity$relative_risk_contribution, getCovRiskBudgets(portfolio