sgoley

[FEATURE] Support Average True Range (ATR) from Backtrader

1

Backtrader has an implemented indicator for the Average True Range: https://www.backtrader.com/docu/indautoref/#averagetruerange I'd like that indicator to be accessible within fastquant for either solo or multi-strategy backtests. I could be wrong...

Documentation around Common Problems section

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Is there any preliminary write up around the subsection of the ODBC docs, "Common Problems: To-Do" ? Link here: https://github.com/Microsoft/DataConnectors/blob/master/docs/odbc.md#common-problems I'm running into all three of these issues in a...

Feature request - allow provider variable assignment from postgres:// url (automatic parse)

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This is mostly a feature request but is there any reason that the postgres provider does not already allow the usage of a URI / URL instead of forcing the...

Respect case-sensitive json key path extractions

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**Describe the bug** sqlfmt utility automatically formats json keys which can be case sensitive. It will make all keys fully lower case and return nulls as values if the .sql...

Request: Handling for objects in json_extract_values function

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Issue: `bqutils.fn.json_extract_values` returns unusable values `[object Object]` when children are objects / sub collections. Example:  Sample query: ``` SQL -- (select body from`bigquery-public-data.geo_whos_on_first.geojson` limit 100 ) with geojson as...

## Issue this PR Addresses/Closes Closes #311 ## Summary of Changes Attempts to provide a solution for the described problem. ## Why Do We Need These Changes Adds a completely...

Description: Currently there is no easily available test to ensure that varchar columns do not contain empty strings. Motivation: This is useful to test for in order to prevent downstream...