Package: fecon236
fecon236 :: Tools for financial economicsCurated wrapper over Python ecosystem.
Source code for fecon235 Jupyter notebooks.GitHub repository is atfecon236, seeCHANGELOGfor revision history.
The protectedmasterbranch gets released viapip, see ourPyPI.
Thedevelopbranch is where pull requests are currently directed./ master/ developWhat is this repository for?fecon236provides an interface forfinancial economicsto the Python
ecosystem, especially packages for mathematics, statistics, science,
engineering, and data analysis.
Complex packages such asnumpy, pandas, statsmodels, scipy, and matplotlibare 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,fecon236can 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 offecon236in action is to
run the notebooks in the fecon235nbdirectory.How does one get started?For installation details and FAQ, please first visit ourwiki.
For the casual user in anAnacondaenvironment, we recommend:conda update pip, thenpip install --pre fecon236Documentation is currently being served from236docs.
Please start your orientation with thisREADME notebookwhich shows how most of this project is self-documenting.Development status: stableFor the developer, we recommend forking thefecon236repository, thenpip install --editable .fecon235 becomes a repositorysolelyof Jupyter notebooks.
The old Python source code atfecon235will remain for archival purposes,
whilenewcode development shifts over tofecon236.Version 10 of fecon236 represents refactoring of the fecon235 v5.18.0312
Python code, not the Jupyter notebooks, with anewarchitecture
depicted in Appendix 1. Function names have been retained, but under fecon236
expect infrequent function calls to be explicit rather than implicit,
i.e. modules names and their aliases are significant.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 of fecon236 will signal when ourTravisbuilds under Python 2.7
fail, and at that point we expect to require at least Python 3.6.CommunityJoin the chat atGitterand ping the lead developer @rsvp.
Please consider becoming a member of theMathematical Sciences Group.Appendix 1: fecon236 package map>>> print(fe.map)
Annotated tree map of package directory [with module aliases]
    fecon236
    ├── __init__.py   (Router, sole non-empty __init__.py file herein)
    ├── tool.py       (Tools, low-level essentials)
    ├── top.py        (Top priority, experimental)
    ├── boots   (Bootstrap)
    │   └── bootstrap.py   [bs]
    ├── dst   (Distributions)
    │   └── gaussmix.py   [gmix]
    ├── econ
    │   └── infl.py
    ├── futures
    │   └── cftc.py
    ├── host
    │   ├── fred.py
    │   ├── hostess.py
    │   ├── qdl.py
    │   ├── _ex_Quandl.py
    │   └── stock.py
    ├── math
    │   └── matrix.py   [mat]
    ├── ml   (Machine Learning)
    │   └── learn.py
    ├── oc   (Optimization Control)
    │   └── optimize.py   [op]
    ├── parse
    │   └── sec.py
    ├── prob   (Probability)
    │   └── sim.py   (Simulation)
    ├── prtf   (Porfolio theory)
    │   └── boltzmann.py   [boltz]
    ├── rates  (Fixed Income)
    │   └── fedfunds.py
    ├── tsa    (Time Series Analysis)
    │   └── holtwinters.py   [hw]
    ├── util   (Utilities)
    │   ├── group.py
    │   └── system.py
    └── visual
        └── plots.pyBSD License and TOS/ This page, last update : 2018-07-25