KIC

Feature request: implementation of the paper quantized portfolio theory, Kelly optimal portfolio

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this library is a nice compendium of various optimal portfolio allocations. I think it would enrich this library even further by implementing a Kelly optimal portfolio following this paper https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3853181.

I want to access the following indices: * https://www.investing.com/economic-calendar/building-permits-25 * https://www.investing.com/economic-calendar/ism-manufacturing-new-orders-index-1483 * https://www.investing.com/economic-calendar/cb-consumer-confidence-48 * https://www.investing.com/economic-calendar/durable-goods-orders-86 * https://www.investing.com/economic-calendar/manufacturing-output-1307 * https://www.investing.com/economic-calendar/cap-goods-ship-non-defense-ex-air-1751 * https://www.investing.com/economic-calendar/industrial-production-161 * https://www.investing.com/economic-calendar/average-weekly-hours-379 * https://www.investing.com/economic-calendar/nonfarm-payrolls-227 * https://www.investing.com/economic-calendar/personal-income-234 * https://www.investing.com/economic-calendar/core-cpi-56 looks...

looks like at least one query faild in the compile step. Maybe we can accept failing queries instead of failing the build ``` Compiling query plan for /usr/local/codeql-home/codeql-repo/csharp/ql/src/Security Features/CWE-502/UnsafeDeserializationUntrustedInput.ql. The...

Note due to #53 the image name is different: creating a database fails ``` docker run --rm --name codeql-container -v `pwd`/backend/App:/opt/src -v `pwd`/tmp/:/opt/results -e CODEQL_CLI_ARGS="database create /opt/results/source_db -s /opt/src --language=csharp...

Usually, the DataFrames have the "time" in the index. This means we always have to do something like: ``` df.reset_index().rename(columns={"Date": "time", "Open": 'open', "High": 'high', "Low": 'low', "Close": 'close'}), ```...

let get_df_table_writer infer primary keys from df.index

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the function `get_df_table_writer` expects a list of primary keys which are columns of the data frame. I however have a MultiIndex with names that should be used for the compound...

unknown error: row read wait bigger than connection timeout

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More complicated queries result in a timeout: ``` engine.execute("SELECT o.symbol, coalesce(max(y.eod), '1900-01-06') - INTERVAL 5 DAY FROM optionable o LEFT OUTER JOIN yahoo y on y.symbol = o.symbol GROUP BY...

When I try to render the ascii image using `fig.show()` then I get this warning: > UserWarning: Matplotlib is currently using module://drawilleplot, which is a non-GUI backend, so cannot show...

is this project still alive?

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I would also like to use python for apps and yet as Ubuntu brings flutter to the desktop even more. but the latest commit is one year ago so I...

sqlite db is just empty

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The conversion seemingly succeeds but then the generated file is just 0 bytes. ``` 14:00:51.719 [main] INFO c.g.c.pg2sqlite.LoggedIterator - Progress 97.6%, elapsed: 0m 0s 252ms / remaining: 0m 0s 5ms......