quant5

Dimensionality error with LSTM input when per_element is False

1

If you set `per_element = False` (line 19) the NN will fail because the `batch_size=num_train` assumption will lead to a dimensionality error with self.lstm call on line 77. One way...

Daily holdings and returns time series (backtest and live)

5

## Describe your environment (if applicable) * Operating system: Windows * Python Version: 3.9.12 (`python -V`) * CCXT version: 1.92.84 (`pip freeze | grep ccxt`) * Freqtrade Version: 2022.9.dev (`freqtrade...

`poetry shell` and `poetry run` are not activating the virtual environment

2

- **Poetry version**: 1.7.1 - **Python version**: 3.11.5 (Anaconda distribution) - **OS version and name**: Windows 11 - **pyproject.toml**: N/A - [x] I am on the [latest](https://github.com/python-poetry/poetry/releases/latest) stable Poetry version,...

questions / thoughts on examples folder

2

I made a PR with a small refactor to two of the examples. https://github.com/cvxgrp/cvxportfolio/pull/87 I have some questions / thoughts: * for `multiperiod_tcost.py` * why is there a hard-coded zero-out...

Model evaluation documentation asserts that datasetsforecast is required, but it isn't

1

### Description In many of the "Model Evaluation" sections within the `statsforecast` docs, it's mentioned that `datasetsforecast` is a required installation in order to get access to error metrics. However,...

Should `forecast_fitted_values` also work for fitted models in addition to when forecast(fitted=True) is called?

1

### Description Please correct my understanding if it's incorrect. Relatively new to the library! * The point of `sf.forecast` is to optimize memory burden & be parallel / optimization friendly....

Deprecate references to custom `evaluate_performace` function in favor of `utilsforecast.evaluation.evaluate`?

2

### Description Many instances throughout the `statsforecast` docs have the user create a custom `evaluate_performace` function, but there is a perfectly fine one within `utilsforecast`, which is installed with `statsforecast`....

Dead links for several pages in docs

1

### Description Several pages fail to load and instead we get an "Oops, there's an error" message. Interestingly, searching for the topic (e.g., holt-winters) in the search bar causes the...

add optional n_processes kw to backtest_many

3

Solution to https://github.com/cvxgrp/cvxportfolio/issues/177 Tested on my machine running Windows and Python 3.11.5. Original behavior (which errors for me, hence #177) is retained if parameter is not supplied. @enzbus It's up...