Closed milktrader closed 11 years ago
A couple things. First there are missing values in the DGS10
data ...
julia> foo[34:38,:]
5x3 DataFrame:
DATE VALUE Date
[1,] "2012-12-27" "1.74" 2012-12-27
[2,] "2012-12-26" "1.77" 2012-12-26
[3,] "2012-12-25" "." 2012-12-25
[4,] "2012-12-24" "1.79" 2012-12-24
[5,] "2012-12-21" "1.77" 2012-12-21
This is corrected in the read_fred
function through a tortured hack but not accounted for in this general function.
Second, since the first column isn't named "Date" but instead "DATE", there isn't a replacement with the time conversion code.
Probably snip the first row header like in the read_yahoo
and read_fred
functions and then replace good names
fixed with e528f1e7e9a4e37ccba0442c0ad693ddcd0cdb74
julia> head(read_asset(Pkg.dir("TradingInstrument", "test", "data", "spx.csv")))
6x7 DataFrame:
Date Open High Low Close Volume Adj Close
[1,] 1970-01-02 92.06 93.54 91.79 93.0 8050000 93.0
[2,] 1970-01-05 93.0 94.25 92.53 93.46 11490000 93.46
[3,] 1970-01-06 93.46 93.81 92.13 92.82 11460000 92.82
[4,] 1970-01-07 92.82 93.38 91.93 92.63 10010000 92.63
[5,] 1970-01-08 92.63 93.47 91.99 92.68 10670000 92.68
[6,] 1970-01-09 92.68 93.25 91.82 92.4 9380000 92.4
julia> head(read_asset(Pkg.dir("TradingInstrument", "test", "data", "DGS10.csv")))
6x2 DataFrame:
Date VALUE
[1,] 1962-01-02 4.06
[2,] 1962-01-03 4.03
[3,] 1962-01-04 3.99
[4,] 1962-01-05 4.02
[5,] 1962-01-08 4.03
[6,] 1962-01-09 4.05