Roast chestnuts as follows: cut a shallow X through the skin, place in a covered pan, and bake in the oven at 375 until the nuts are tender, about 30 minutes. Let cool about 5 minutes or so, then peel while still warm.
Clean and cube the squash. Boil in salted water about 10 minutes or until tender. Let cool about 5 minutes, then pull of the peels.
Heat the oil in a deep, heavy pan. Add onion, carrot, and celery, then season with salt and pepper. Cook about 3 minutes. Add the chestnuts, cover with broth and simmer gently until vegetables and chestnuts are quite soft. Add more broth, if necessary.
Blend the mixture with an immersion blender, or in batches in a regular blender or food processor, to make a puree. Return to the pot and gently reheat. Add the soy milk and parsley. Do not boil. Serve with good French bread and salad.