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JuliaQuant / FinancialBlotter.jl

Trade and Portfolio Accounting in Julia
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Make all reader functions use the original file's header name #1

Closed milktrader closed 11 years ago

milktrader commented 11 years ago

As a get-it-working-for-now hack, the reader functions have assigned reasonable column names to the DataFrame object being created. This becomes impractical when dealing with a data series other than Yahoo.

milktrader commented 11 years ago

read_asset does this, but yahoo needs to get this behavior.

Also, fred provides a generic VALUE column name so as of now the fred function parses the name of the econ data series into the name of the column

milktrader commented 11 years ago

UPDATE on fred ... it now allows you to name the column name but defaults to "VALUE" if none is provided

milktrader commented 11 years ago

This has been solved in the Quandl package. I'm closing this since fred and yahoo will be deprecated soon in favor of Quandl.