fecon236 10.6.7b70

fecon236 :: Tools for financial economics

Refactor straddling fecon235 source code (not notebooks) to Python 3.

GitHub repository is at fecon236, see CHANGELOG for revision history. The protected master branch gets released via pip, see our PyPI. The develop branch is where pull requests are currently directed.

/ master / develop

What is this repository for?

fecon236 provides an interface for financial economics to the Python ecosystem, especially packages for mathematics, statistics, science, engineering, and data analysis. Complex packages such as numpy, pandas, statsmodels, scipy, and matplotlib are seamlessly integrated at a high-level with APIs of various data hosts for:

• Essential commands which correctly handle annoying low-level pitfalls.

• Retrieval of economic and financial data, both historical and the most current.

• Data munging, for example, resampling and alignment of time-series data from hosts using mutually incompatible formats.

• Analysis using techniques from econometrics, time-series analysis, and statistical machine learning.

• Abstraction and software optimization of mathematical operators, for example, linear algebra used in portfolio analysis.

• Visualization of data using graphical packages.

• Reproducible research which is collaborative and openly accessible at zero cost.

To practically test theoretical ideas interactively, fecon236 can employed with any Python IDE interactive development environment, IPython console, or with a Jupyter notebook. The code has been tested against both python27 and python3 since 2014, and works across major platforms: Linux, Mac, and Windows.

The best way to see the convenience of fecon236 in action is to run the notebooks in the nb directory at fecon235.

Documentation is currently being served from 236docs.

Currently at ALPHA development status

Home for our Jupyter notebooks shall remain at fecon235 due to their bulky size. Migration to the python3 kernel should present no problems since fecon235 is compatible with both python27 and python3. For full details, see 235is9. End users will be able to simply import fecon236 as fe as a drop-in replacement.

Version 10 of fecon236 represents the refactoring of only the fecon235 v5.18.0312 library code (not the Jupyter notebooks). It shall maintain compatibility with both python27 and python34.

After 2019-01-01, our official support for python27 will discontinue (like numpy and pandas), however, straddling code may still continue to work.

Version 11 will signal when our Travis builds under python27 fail, and at that point we expect to require at least Python 3.6.

Contact

Please kindly open issues at 236is.

To discuss, or to help out with development and documentation... please ping @rsvp at Gitter or see rsvp at the MathSci Group.

BSD License and TOS / This page, last update : 2018-05-29