{ "info": { "author": "Mathematical Sciences Group", "author_email": "MathSci-github@googlegroups.com", "bugtrack_url": null, "classifiers": [ "Development Status :: 5 - Production/Stable", "Intended Audience :: Financial and Insurance Industry", "Intended Audience :: Science/Research", "License :: OSI Approved :: BSD License", "Natural Language :: English", "Programming Language :: Python", "Programming Language :: Python :: 2", "Programming Language :: Python :: 2.7", "Programming Language :: Python :: 3", "Programming Language :: Python :: 3.4", "Programming Language :: Python :: Implementation :: CPython", "Topic :: Office/Business :: Financial :: Investment", "Topic :: Scientific/Engineering" ], "description": "## fecon236 :: Tools for financial economics\n\n***Curated wrapper over Python ecosystem.\nSource code for fecon235 Jupyter notebooks.***\n\nGitHub repository is at [fecon236], see [CHANGELOG][236log] for revision history.\nThe protected **master** branch gets released via `pip`, see our [PyPI].\nThe **develop** branch is where pull requests are currently directed.\n\n[![Gitter](https://badges.gitter.im/MathSci/fecon236.svg)](https://gitter.im/MathSci/fecon236?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge) / master [![Build Status](https://travis-ci.org/MathSci/fecon236.svg?branch=master)](https://travis-ci.org/MathSci/fecon236) / develop [![Build Status](https://travis-ci.org/MathSci/fecon236.svg?branch=develop)](https://travis-ci.org/MathSci/fecon236)\n\n\n[![fecon236 logo](https://git.io/fecon236-px200.png)](https://github.com/MathSci/fecon236)\n\n### What is this repository for?\n\n**fecon236** provides an interface for ***financial economics*** to the Python\necosystem, especially packages for mathematics, statistics, science,\nengineering, and data analysis.\nComplex packages such as *numpy, pandas, statsmodels, scipy, and matplotlib*\nare seamlessly integrated at a high-level with APIs of various data hosts for:\n\n- Essential commands which correctly handle annoying low-level pitfalls.\n\n- Retrieval of economic and financial data, both historical and the most current. \n\n- Data munging, for example, resampling and alignment of time-series data\n from hosts using mutually incompatible formats.\n\n- Analysis using techniques from econometrics, time-series analysis,\n and statistical machine learning.\n\n- Abstraction and software optimization of mathematical operators,\n for example, linear algebra used in portfolio analysis.\n\n- Visualization of data using graphical packages. \n\n- *Reproducible research which is collaborative and openly accessible\n at zero cost.*\n\nTo practically test theoretical ideas interactively,\n[fecon236] can employed with any Python IDE interactive development\nenvironment, IPython console, or with a Jupyter notebook.\nThe code has been tested against both python27 and python3 since 2014,\nand works across major platforms: Linux, Mac, and Windows.\n\n***The best way to see the convenience of [fecon236] in action is to\nrun the notebooks in the fecon235 `nb` [directory][235nb].***\n\n\n### How does one get started?\n\nFor installation details and FAQ, please first visit our [wiki].\nFor the casual user in an [Anaconda] environment, we recommend:\n`conda update pip`, then `pip install --pre fecon236`\n\nDocumentation is currently being served from [236docs].\nPlease start your orientation with this [README notebook][readnb]\nwhich shows how most of this project is self-documenting.\n\n\n### Development status: stable\n\nFor the developer, we recommend forking the [fecon236] repository, then\n`pip install --editable .`\n\n- fecon235 becomes a repository *solely* of Jupyter notebooks.\n The old Python source code at [fecon235] will remain for archival purposes,\n while *new* code development shifts over to [fecon236].\n\nVersion 10 of fecon236 represents refactoring of the fecon235 v5.18.0312\nPython code, not the Jupyter notebooks, with a *new* architecture\ndepicted in Appendix 1. Function names have been retained, but under fecon236\nexpect infrequent function calls to be explicit rather than implicit,\ni.e. modules names and their aliases are significant.\n\n- After 2019-01-01, our official support for python27 will discontinue\n (like numpy and pandas), however, straddling code may still\n continue to work.\n\nVersion 11 of fecon236 will signal when our [Travis] builds under Python 2.7\nfail, and at that point we expect to require at least Python 3.6.\n\n\n### Community\n\nJoin the chat at [Gitter][236gtt] and ping the lead developer @rsvp.\nPlease consider becoming a member of the [Mathematical Sciences Group][MathSci].\n\n[![MathSci logo](https://git.io/MathSci-px200.png)](https://github.com/MathSci)\n\n\n\n### Appendix 1: fecon236 package map\n\n```\n>>> print(fe.map)\nAnnotated tree map of package directory [with module aliases]\n fecon236\n \u251c\u2500\u2500 __init__.py (Router, sole non-empty __init__.py file herein)\n \u251c\u2500\u2500 tool.py (Tools, low-level essentials)\n \u251c\u2500\u2500 top.py (Top priority, experimental)\n \u251c\u2500\u2500 boots (Bootstrap)\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 bootstrap.py [bs]\n \u251c\u2500\u2500 dst (Distributions)\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 gaussmix.py [gmix]\n \u251c\u2500\u2500 econ\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 infl.py\n \u251c\u2500\u2500 futures\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 cftc.py\n \u251c\u2500\u2500 host\n \u2502\u00a0\u00a0 \u251c\u2500\u2500 fred.py\n \u2502\u00a0\u00a0 \u251c\u2500\u2500 hostess.py\n \u2502\u00a0\u00a0 \u251c\u2500\u2500 qdl.py\n \u2502\u00a0\u00a0 \u251c\u2500\u2500 _ex_Quandl.py\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 stock.py\n \u251c\u2500\u2500 math\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 matrix.py [mat]\n \u251c\u2500\u2500 ml (Machine Learning)\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 learn.py\n \u251c\u2500\u2500 oc (Optimization Control)\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 optimize.py [op]\n \u251c\u2500\u2500 parse\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 sec.py\n \u251c\u2500\u2500 prob (Probability)\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 sim.py (Simulation)\n \u251c\u2500\u2500 prtf (Porfolio theory)\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 boltzmann.py [boltz]\n \u251c\u2500\u2500 rates (Fixed Income)\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 fedfunds.py\n \u251c\u2500\u2500 tsa (Time Series Analysis)\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 holtwinters.py [hw]\n \u251c\u2500\u2500 util (Utilities)\n \u2502\u00a0\u00a0 \u251c\u2500\u2500 group.py\n \u2502\u00a0\u00a0 \u2514\u2500\u2500 system.py\n \u2514\u2500\u2500 visual\n \u2514\u2500\u2500 plots.py\n```\n\n---\n\n[BSD License and TOS][236li] / This page, last update : 2018-07-25\n\n[wiki]: https://git.io/econ \"fecon235 wiki Home\"\n[readnb]: https://git.io/fecon-intro \"fecon235 README notebook\"\n[235gtt]: https://gitter.im/rsvp/fecon235 \"@rsvp at Gitter\"\n[rsvp]: https://rsvp.github.com \"Adriano, lead developer\"\n[236gtt]: https://gitter.im/MathSci/fecon236 \"@MathSci at Gitter\"\n[MathSci]: https://github.com/MathSci \"Mathematical Sciences Group\"\n[BIDS]: https://bids.berkeley.edu \"Berkeley Institute for Data Science\"\n[235is7]: https://github.com/rsvp/fecon235/issues/7 \"Disruption equities data\"\n[235is9]: https://github.com/rsvp/fecon235/issues/9 \"Moving to Python 3\"\n[235nb]: https://git.io/fecon235nb \"fecon235 nb directory\"\n[fecon235]: https://github.com/rsvp/fecon235 \"fecon235 repository\"\n[fecon236]: https://github.com/MathSci/fecon236 \"fecon236 repository\"\n[236log]: https://git.io/236log \"fecon236 CHANGELOG\"\n[236docs]: https://github.com/MathSci/fecon236/tree/develop/docs \"fecon236 Documentation\"\n[236li]: https://git.io/236li \"fecon236 BSD License and TOS\"\n[236inst]: https://git.io/236inst \"fecon236 docs Installation\"\n[236req]: https://git.io/236req \"fecon236 require.txt\"\n[236is]: https://git.io/236is \"fecon236 Issues\"\n[FRED]: 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