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### Check for existing issues
- [X] Completed
### Describe the bug / provide steps to reproduce it
Not sure if this is a "bug". From [here](https://github.com/zed-industries/zed/issues/4611#issueco…
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**Describe the bug**
RiskMeasure.from_dict(IRFwdRate.as_dict()) == IRFwdRate
Returns False. Arguably this should return True.
What is the correct way to check for RiskMeasure equality?
For ex…
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PricingContext._handle_results incorrectly removes unfetched Futures
PricingContext in markets.core
The following code (with dummy details) should return the ir delta of the swap and the PV of t…
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**Describe the problem.**
Formatting code by hand is tedious for developers and adds cost to review cycles.
**Describe the solution you'd like**
gs-quant code should be autoformatted via a tool …
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mn5hk updated
2 months ago
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**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 too large, and a tim…
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**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 …
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Hi there,
I'm unsure if there is something I'm missing here or the `directory()` functionality is just not usable for the new plugins.
It looks like there is an issue with the `mtime` being regi…
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**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 to the front window variab…
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**Describe the problem.**
Provide an implementation for sharpe ratio and information ratio calculations in gs_quant.
**Describe the solution you'd like**
Information ratio should calculate the r…