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JuliaQuant / FinancialBlotter.jl

Trade and Portfolio Accounting in Julia
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yahoo function is not working #11

Closed sglyon closed 10 years ago

sglyon commented 11 years ago

The yahoo function is not working properly. This is the error I get (it comes from line 24 of src/reader.jl):

julia> goog = yahoo("goog")
ERROR: no method parse(ASCIIString,UTF16String)
 in anonymous at /Users/sglyon/.julia/TradingInstrument/src/reader.jl:24
 in map at abstractarray.jl:1651
 in yahoo at /Users/sglyon/.julia/TradingInstrument/src/reader.jl:24
 in yahoo at /Users/sglyon/.julia/TradingInstrument/src/reader.jl:127

I'm sure the parse method has been changed since the yahoo one was originally written.

milktrader commented 11 years ago

Yes, I'm sure that's the issue here. The Quandl package will allow you to get that data in the mean time. I was thinking of deprecating yahoo and fred and focus on creating an accounting structure with this package. But it might be nice to have these methods.

milktrader commented 10 years ago

I'm going to close this and rewrite the code to Datetime in the above mentioned issue.

sglyon commented 10 years ago

Sounds great. I actually visited this issue within the past few days, hoping that it had been resolved.

I'll keep my eye on #13

milktrader commented 10 years ago

The latest tag v0.1.0 has a working read_asset function. Once I get yahoo and fred to use Datetime I'll tag it as a major revision. The code for these needs a major rewrite.

I have a real hack in mind and I'm tempted to throw it out there while a proper url reader can be put into DataFrames.

sglyon commented 10 years ago

I can't promise I will have be able to work on it, but feel free to update either issue with a todo list. I'll try to hack on it if I have the time.

I wrote a good portion of the pandas financial/economic data import code (yahoo finance for equities and options) so I may be able to contribute.

milktrader commented 10 years ago

Cool, if you find time feel free to contribute. Also, this package is conceptual and needs to be better formed so feel free to file issues on ideas.

I'm pushing my hack to the readerhack branch soon. It won't work with Windows probably since it writes a file to directory, reads it and then removes it.

sglyon commented 10 years ago

Ok great will do. I'm on OSX or linux so no windows worries here!