machine-learning-for-trading

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Does anyone has an issue on chapter 20 "20_autoencoders_for_conditional_risk_factors/04_build_us_stock_dataset.ipynb" with the variable "yf-symbols = yf.Tickers(all_symbols) ? I have got this error : AttributeError: 'float' object has no attribute 'upper' 

Jano32

Working with Order Book Data: NASDAQ ITCH, Invalid URL and variable

1

**Describe the bug** When running ```file_name = may_be_download(urljoin(FTP_URL, SOURCE_FILE))``` First, there isnt a variable called FTP_URL, and when changed to HTTPS_URL, you get an invalid URL error. This doesnt work:...

marctheshark3

This PR fixes minor things regarding connection to Nasdaq ITCH sample data storage.

tomas-rampas

I cannot find the data.py script mentioned in the section "Vectorized versus event driven backtesting". Can someone provide it ?

gmolinaro-git

Cannot create stooq data

7

**Describe the bug** In create_stooq_data.ipynb Cannot Add symbols. This line `df = pd.read_csv(f'https://stooq.com/db/l/?g={code}', sep=' ').apply(lambda x: x.str.strip()) ` raises an error EmptyDataError: No columns to parse from file Basically, it...

doruirimescu

04_q_learning_for_trading -> Error during Observation Space creation

1

**Describe the bug** The creation of a Box in trading_env.py:242 is failung. The Datatype of the parameters is not correct. It has to be an nd_array. Steps to reproduce the...

hacky1610

04_q_learning_for_trading -> experience_replay(self) --> predict q values gives shape mismatch error

1

### Error: This line of code: q_values[[self.idx, actions]] = targets Gives an error: Exception has occurred: ValueError shape mismatch: value array of shape (4096,) could not be broadcast to indexing...

yeonmo317

**Describe the bug** The installation of the python packages by means of the ml4t.yml file is failing. I am getting the error: Encountered problems while solving: - package numpy-1.19.1-py36hbc911f0_0 requires...

hacky1610

best_alpha = ridge_scores.groupby('alpha').ic.mean().idxmax() fig, axes = plt.subplots(ncols=2, figsize=(15, 5)) plot_ic_distribution(ridge_scores[ridge_scores.alpha == best_alpha], ax=axes[0]) axes[0].set_title('Daily Information Coefficients') top_coeffs = ridge_coeffs.loc[best_alpha].abs().sort_values().head(10).index #I think there may be some error top_coeffs.tolist() ridge_coeffs.loc[best_alpha, top_coeffs].sort_values().plot.barh(ax=axes[1], title='Top...

Fdu-lijiachen

01_pandas_datareader_demo.ipynb from chapter 2

1

**Describe the bug** A brief description of the bug and in which notebook/script it lives. In the notebook located at this issue's title, pandas.datareader for yahoo finance is broken. Changing...

sgjohnson1981