finance

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

Know exactly why the algorithm was not able to add an option contract.

Actual Behavior

If there are no subscriptions, the data normalization mode is Raw, but, in fact, the problem is that there are no subscriptions for the underlying.

Potential Solution

In [QCAlgorithm.cs#L1812](https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.cs#L181

Reading currencies, alphavantage returns a greeting note ("welcome") and this note raises an error in alphavantage.py line 363.

            elif "Note" in json_response and self.treat_info_as_error:
                raise ValueError(json_response["Note"])

For this reason, alphavantage does not work in home assistant.

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 .

Can random walk index indicator be added to the panda-ta library ? thanks

References:
Technical Indicators
trading sim
linnsoft
fmlabs

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?

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