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dysonance / Strategems.jl

Quantitative systematic trading strategy development and backtesting in Julia
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update readme example to create CHRIS/ under data/ if it doesn't exist. #23

Closed tkyn closed 4 years ago

tkyn commented 4 years ago

Running the original example code as is, for the first time, Temporal.tswrite(X, savedata_path) fails to create the downloaded csv file, because it tries to write to data/CHRIS/CME_CL1.csv when CHRIS/ subdirectoy does not (yet) exist. (Quandl id "CHRIS/CMECL1 having "/" being the cause here.) This hack, sort of, fixes the above error. Alternatively, escaping '/'(slash) to something like '"(underscore) maybe a better solution... Thanks Takehiro

codecov[bot] commented 4 years ago

Codecov Report

Merging #23 into master will increase coverage by 0.96%. The diff coverage is n/a.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #23      +/-   ##
==========================================
+ Coverage    63.5%   64.46%   +0.96%     
==========================================
  Files          12       12              
  Lines         200      197       -3     
==========================================
  Hits          127      127              
+ Misses         73       70       -3
Impacted Files Coverage Δ
src/compute/optimize.jl 90% <0%> (+4.28%) :arrow_up:
src/compute/backtest.jl 100% <0%> (+4.76%) :arrow_up:

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coveralls commented 4 years ago

Coverage Status

Coverage remained the same at 61.957% when pulling fd48c9dea1101e75c9f7bf4f60ae4777ad45de09 on tkyn:master into 1579c29dd8bd91f0ff6f20df570705a76b44e0c4 on dysonance:master.