Repository Issue Activity (beta)

#1657 Static optimisation

#1655 Dynamic Optimisation - minor issues part 2

#1654 Dynamic Optimisation – minor issues part 1

#1656 Dynamic Optimisation - moderate issues

#1644 Net returns are systematically higher than gross returns

#1649 Production cost report reuses the general vol estimate instead of sim's dedicated cost vol calc

#1646 class parquetFuturesAdjustedPricesData() - docstring is out of date

#1637 Method incorrectly tries to overwrite the DATE index with 3 labels

#1390 Correlation instead of Covariance is used in Calculating Portfolio Variance?

#1639 reqContractDetails called on BAG contracts after ib_async migration — combo/roll orders dropped from broker order view, console spammed with IB warnings

#1638 Rename def calculation_of_raw_estimated_monthly_forecast_weights for accuracy

#1616 An incorrect function is invoked in def get_estimate_for_fitperiod_with_data()

#1635 Instruments with incorrect roll config?

#439 Historical Data

#1622 12: View trading hours for all instruments - error?

#1369 plan succession of ib_insync

#1609 Fix inefficiencies in parquet access

#1252 add correlations to duplicate markets

#1501 risk_overlay config with hourly strategy

#1603 Improve path resolution code

#1529 Spike fixing weirdness

#1573 Document trading hours config

#1578 Dynamic optimization uses stale non-zero weights for instruments removed from system

#1543 Question on using “spotfx_from_csvAndInvestingDotCom_to_db.py“ with investing.com

#1546 Crash with run_reports