JuliaQuant / MarketData.jl

Time series market data
https://juliaquant.github.io/MarketData.jl/stable/
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updated missingstring for fred - DGS fixed #81

Closed dwinrow closed 2 years ago

dwinrow commented 2 years ago

FRED returns data for all week days, and returns a period '.' for some dates (presumably bank holidays or non-market days for another reason). This fix treats the missing data as a missing so allowing the CSV package to identify a numeric type.

Fixes #79

codecov[bot] commented 2 years ago

Codecov Report

Merging #81 (bd8c935) into master (ddd93a6) will not change coverage. The diff coverage is 100.00%.

@@           Coverage Diff           @@
##           master      #81   +/-   ##
=======================================
  Coverage   88.23%   88.23%           
=======================================
  Files           4        4           
  Lines          34       34           
=======================================
  Hits           30       30           
  Misses          4        4           
Impacted Files Coverage Δ
src/downloads.jl 85.71% <100.00%> (ø)

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Arkoniak commented 2 years ago

Can we add fred("DGS10") in tests? To verify that this fix is really working?

dwinrow commented 2 years ago

Added a test to show that the values in the TimeArray are not AbstractStrings (they are before this fix)

dwinrow commented 2 years ago

You might want to go further than this and not return missing values, idk.