In recent versions (can't say from exactly when), there seems to be an off-by-one error in dcc.DatePickerRange. I set max_date_allowed = datetime.today().date(), but in the calendar, yesterday is the maximum date allowed. I see it in my apps, and it is also present in the first example on the DatePickerRange documentation page.

E

Expected Behavior

Wilder Accumulation Swing Index indicator is natively supported by Lean

Actual Behavior

Lean does not support ASI.

Potential Solution

Implement it.

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have co

** 由于每天都有新股上市，要是能有一个关于每个股票的行业、地域、概念分类相关的接口就好了，类比于tushare中的那些分类接口,参考此处可惜tushare已经不维护了
**

Hello,

I want to get intraday data without split/dividend adjustment. How can I get raw intraday data?

From API docs:

Optional: adjusted

By default, adjusted=true and the output time series is adjusted by historical split and dividend events. Set adjusted=false to query raw (as-traded) intraday values.

get_intraday and `g

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 .

Hi there,
while playing with the alpha mode (alpha=0.1) I noticed that the marker have a border. Is that a feature, or is there any way to disable it?

`

    if df.signal_bull_week.notna().sum() > 0:
        signal_bull_week = mpf.make_addplot( df.signal_bull_week - 

Hi. I couldn't find a mailing list to ask this directly.

According to the book "The New Technical Trader" by Chande & Kroll (1st ed, Wiley, ISBN 9780471597803), on page 95, the CK long stop is calculated by computing a 10 day simple moving average of the ATR, which they name ATR_10, to which we subtract 3*ATR_10 from highest high of the last 10 days. This quantity will be the preliminar