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

🌟 Feature Description

Motivation

Qlib has integrated pylint and flake8 to automatically detect the problem of coding style

But some errors are not fixed due to the limited bandwidth of the maintainers.
It will be very helpful if the commun

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)

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

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

When I ran Center of Gravity: cg over 3 months of Bitcoin prices ("20200801" to "20201101"), I got