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- linux | ||
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julia: | ||
- 0.6 | ||
- 0.7 | ||
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notifications: | ||
email: false | ||
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julia 0.6.3 | ||
julia 0.7 | ||
TimeSeries 0.9.0 | ||
HTTP 0.6.12 | ||
Reexport |
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__precompile__() | ||
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module MarketData | ||
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using TimeSeries | ||
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const DATADIR = joinpath(dirname(pathof(@__MODULE__)), "..", "data") | ||
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# US Equities from A to E (so far) | ||
const AAPL = readtimearray(Pkg.dir("MarketData/data/AAPL.csv"), meta = "AAPL") | ||
const BA = readtimearray(Pkg.dir("MarketData/data/BA.csv"), meta = "BA") | ||
const CAT = readtimearray(Pkg.dir("MarketData/data/CAT.csv"), meta = "CAT") | ||
const DELL = readtimearray(Pkg.dir("MarketData/data/DELL.csv"), meta = "DELL") | ||
const EBAY = readtimearray(Pkg.dir("MarketData/data/EBAY.csv"), meta = "EBAY") | ||
const F = readtimearray(Pkg.dir("MarketData/data/F.csv"), meta = "F") | ||
const GE = readtimearray(Pkg.dir("MarketData/data/GE.csv"), meta = "GE") | ||
const TX = readtimearray(Pkg.dir("MarketData/data/TX.csv"), meta = "TX") | ||
const AAPL = readtimearray(joinpath(DATADIR, "AAPL.csv"), meta = "AAPL") | ||
const BA = readtimearray(joinpath(DATADIR, "BA.csv"), meta = "BA") | ||
const CAT = readtimearray(joinpath(DATADIR, "CAT.csv"), meta = "CAT") | ||
const DELL = readtimearray(joinpath(DATADIR, "DELL.csv"), meta = "DELL") | ||
const EBAY = readtimearray(joinpath(DATADIR, "EBAY.csv"), meta = "EBAY") | ||
const F = readtimearray(joinpath(DATADIR, "F.csv"), meta = "F") | ||
const GE = readtimearray(joinpath(DATADIR, "GE.csv"), meta = "GE") | ||
const TX = readtimearray(joinpath(DATADIR, "TX.csv"), meta = "TX") | ||
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# smaller datasets used for testing time-related packages | ||
const cl = AAPL["Close"][Date(2000,1,1):Date(2001,12,31)] | ||
const op = AAPL["Open"][Date(2000,1,1):Date(2001,12,31)] | ||
const ohlc = AAPL["Open", "High", "Low", "Close"][Date(2000,1,1):Date(2001,12,31)] | ||
const ohlcv = AAPL["Open", "High", "Low", "Close", "Volume"][Date(2000,1,1):Date(2001,12,31)] | ||
const datetime1 = readtimearray(Pkg.dir("MarketData/data/datetime1.csv")) | ||
const datetime2 = readtimearray(Pkg.dir("MarketData/data/datetime2.csv"), format="yyyy-mm-dd HH:MM:SS") | ||
const dates = Date(2000,1,1):Day(1):Date(2001,12,31) | ||
const cl = AAPL["Close"][dates] | ||
const op = AAPL["Open"][dates] | ||
const ohlc = AAPL["Open", "High", "Low", "Close"][dates] | ||
const ohlcv = AAPL["Open", "High", "Low", "Close", "Volume"][dates] | ||
const datetime1 = readtimearray(joinpath(DATADIR, "datetime1.csv")) | ||
const datetime2 = readtimearray(joinpath(DATADIR, "datetime2.csv"), | ||
format="yyyy-mm-dd HH:MM:SS") | ||
const mdata = TimeArray(cl.timestamp, cl.values, cl.colnames, "Apple") # data with meta field occupied |
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using MarketData | ||
using Base.Test | ||
using Test | ||
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@testset "TimeSeries readwrite parses csv file correctly" begin | ||
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using MarketData | ||
using Base.Test | ||
using Test | ||
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@testset "remote" begin | ||
@testset "FRED" begin | ||
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using Base.Test | ||
using Test | ||
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include("const.jl") | ||
include("helpers.jl") | ||
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