Santiago Villalobos

Results 6 issues of Santiago Villalobos

#### Expected Behavior Custom data types should be able to update security OHLC properties if they contain user defined OHLC fields that follow a name convention (e.g: "Open", "High", etc.)...

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#### Expected Behavior The following overloaded method should add the passed data without any errors: ``` (method) def AddData( type: Type, ticker: str, properties: SymbolProperties, exchangeHours: SecurityExchangeHours, resolution: Resolution |...

#### Expected Behavior [alibi-detect](https://github.com/SeldonIO/alibi-detect) provides outlier, adversarial and drift detection tools. Keeping a model up with data distribution changes in financial markets is a requirement when deploying it to production....

library-request

#### Expected Behavior [pytorch-tabnet](https://pypi.org/project/pytorch-tabnet/) provides an pyTorch implementation for the [TabNet: Attentive Interpretable Tabular Learning (Arik, S. O., & Pfister, T. (2019)](https://arxiv.org/pdf/1908.07442.pdf) neural network architecture. This will provide an useful...

library-request

Added logic to allow PythonData with OHLCV attributes to update Security properties. #### Description Added code in SecurityCache.cs after Tick and IBars updates. This block allows any valid OHLCV attribute...

#### Expected Behavior The QC optimizer should be able to receive a custom 2D matrix of parameters and values such as: ``` {param_1: [1, 2, 5], param_2: [10, 15, 35]}...

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