finance

Describe your context
Please provide us your environment, so we can easily reproduce the issue.

• replace the result of pip list | grep dash below

dash                      2.0.0
dash-bootstrap-components 1.0.0

• if frontend related, tell us your Browser, Version and OS

  • OS: [e.g. iOS] Windows
  • Browser [e.g. chrome, safari]: Chrome 96.0x, Edge 96.0x, Firefox

🐛 Bug Description

The current usage of lightGBM API is deprecated.

  /home/xiaoyang/miniconda3/envs/kaggle/lib/python3.7/site-packages/lightgbm/engine.py:177: UserWarning: Found `n_estimators` in params. Will use it

Expected Behavior

backtesting binance cypto

Actual Behavior

Can't place an order

Potential Solution

• Add all crypto exchanges missing stable coins to be added at https://github.com/QuantConnect/Lean/blob/master/Common/Currencies.cs#L116

Reproducing the Problem

def Initialize(self):
self.SetStartDate(2018, 5, 2)
self.SetEndDate(2021, 5, 4)

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.

Hi,
I am currently using your FinRL_PortfolioAllocation_NeurIPS_2020 code and I have some strange behavior at the beginning of training. Sometimes the first episode reward mean value is super high and then drops during the training as shown on the tensorboard plot. This high value is never reached again. Any idea why this is happening ?

Edit: I'm training PPO agent from stablebaselines3 wit

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 we display an asset name in https://pyportfolioopt.readthedocs.io/en/latest/_images/ef_plot.png ?

Say I have two points on the Dataframe (price and UNIX timestamp) and I want to draw a Ray (endless) that goes through these two points. Does Pandas TA or Pandas has a function for this? Is there an easy way to draw a Linear Regression ray, I just have the two points and I want to draw a Ray through them and get all the Datapoints (price and timestamp of each) say 1 week into the future to be pred