gs-quant

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DominicCYK

statsmodels upgrade

3

**Describe the problem.** statsmodels < 13 can't be installed with scipy >= 1.8.0: https://stackoverflow.com/questions/71106940/cannot-import-name-centered-from-scipy-signal-signaltools This is a valid configuration per this projects setup.py: https://github.com/goldmansachs/gs-quant/blob/1272790ae3eb43819f80a0ad5053a36b349e9a3d/setup.py#L76-L77 Repro: ``` python3 -m venv .venv...

jabbera

[BUG] broken link in README

4

**Describe the bug** Broken link for "the developer-site repo" within the gs-quant README file. **To Reproduce** Visit [gs-quant/README.md](https://github.com/goldmansachs/gs-quant/blob/master/docs/README.md). In the "Overview" section, click the link "the developer-site repo." **Expected behavior**...

johannlilly

**Describe the bug** `Dataset.get_data` fails with string `start_time`/`end_time` **To Reproduce** ```python from gs_quant.data import Dataset ds = Dataset("EDRVS_EXPIRY_INTRADAY_PREMIUM") ds.get_data( assetId=[ "MA067JXW39B5T8VS", "MA07M4WC9PY2FBFG", "MA09RV3TD3ZEAZY3", "MA0B74FZFBAMZMQP", "MA0CT27ED3K3JD04", ], start_time="2022-03-03T00:00:00+00:00", end_time="2022-03-03T23:59:59+00:00", limit=10_000, strikeReference=["spot",...

theavey

Regression in PlotToolPro

7

**Describe the problem.** Regression should be available in PlotToolPro. **Describe the solution you'd like** Add a class in gs-quant (constructor in PlotToolPro) for the model fitting which has methods to...

zoeyzhougs

This commit fixes spelling mistakes (typos) at a few places in the codebase.

AmeyShrivastava

ujjwalbhatnagar

Add support for pagination or scrolling in `Dataset.get_data`

3

**Describe the problem.** For requests that are apparently too large, the API will return a timeout error. It doesn't seem clear beforehand what exactly will be a request that is...

theavey

Corrected the minor mistakes on the notebook and added a section for GS quant connection.

zoeqwq

[BUG]

2

**Describe the bug** Sample code does not work. Window is not defined in the example. **To Reproduce** Run first sample code in github page I fixed this by adding ts...

gautambak