{"id":23383117,"url":"https://github.com/mathsci/fecon236","last_synced_at":"2025-05-06T23:45:52.741Z","repository":{"id":57428972,"uuid":"128255093","full_name":"MathSci/fecon236","owner":"MathSci","description":"Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.","archived":false,"fork":false,"pushed_at":"2019-05-22T18:25:41.000Z","size":372,"stargazers_count":134,"open_issues_count":20,"forks_count":54,"subscribers_count":8,"default_branch":"develop","last_synced_at":"2025-05-04T15:53:20.148Z","etag":null,"topics":["asset-pricing","bonds","econometrics","economics","equities","fecon235","finance","fx","gold","housing","inflation","interest-rates","pandas","python","statistics","time-series"],"latest_commit_sha":null,"homepage":"https://git.io/econ","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"other","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/MathSci.png","metadata":{"files":{"readme":"README.md","changelog":"CHANGELOG.md","contributing":".github/CONTRIBUTING.md","funding":null,"license":"LICENSE.md","code_of_conduct":".github/CODE_OF_CONDUCT.md","threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2018-04-05T19:34:51.000Z","updated_at":"2025-04-16T12:01:48.000Z","dependencies_parsed_at":"2022-09-09T00:41:37.374Z","dependency_job_id":null,"html_url":"https://github.com/MathSci/fecon236","commit_stats":null,"previous_names":[],"tags_count":13,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/MathSci%2Ffecon236","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/MathSci%2Ffecon236/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/MathSci%2Ffecon236/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/MathSci%2Ffecon236/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/MathSci","download_url":"https://codeload.github.com/MathSci/fecon236/tar.gz/refs/heads/develop","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":252788404,"owners_count":21804280,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["asset-pricing","bonds","econometrics","economics","equities","fecon235","finance","fx","gold","housing","inflation","interest-rates","pandas","python","statistics","time-series"],"created_at":"2024-12-21T22:17:16.105Z","updated_at":"2025-05-06T23:45:52.725Z","avatar_url":"https://github.com/MathSci.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"## fecon236 :: Tools for financial economics\n\n***Curated wrapper over Python ecosystem.\nSource code for fecon235 Jupyter notebooks.***\n\nGitHub repository is at [fecon236], see [CHANGELOG][236log] for revision history.\nThe protected **master** branch gets released via `pip`, see our [PyPI].\nThe **develop** branch is where pull requests are currently directed.\n\n[![Gitter](https://badges.gitter.im/MathSci/fecon236.svg)](https://gitter.im/MathSci/fecon236?utm_source=badge\u0026utm_medium=badge\u0026utm_campaign=pr-badge\u0026utm_content=badge) / master [![Build Status](https://travis-ci.org/MathSci/fecon236.svg?branch=master)](https://travis-ci.org/MathSci/fecon236) / develop [![Build Status](https://travis-ci.org/MathSci/fecon236.svg?branch=develop)](https://travis-ci.org/MathSci/fecon236)\n\n\n[![fecon236 logo](https://git.io/fecon236-px200.png)](https://github.com/MathSci/fecon236)\n\n### What is this repository for?\n\n**fecon236** provides an interface for ***financial economics*** to the Python\necosystem, especially packages for mathematics, statistics, science,\nengineering, and data analysis.\nComplex packages such as *numpy, pandas, statsmodels, scipy, and matplotlib*\nare seamlessly integrated at a high-level with APIs of various data hosts for:\n\n- Essential commands which correctly handle annoying low-level pitfalls.\n\n- Retrieval of economic and financial data, both historical and the most current. \n\n- Data munging, for example, resampling and alignment of time-series data\n  from hosts using mutually incompatible formats.\n\n- Analysis using techniques from econometrics, time-series analysis,\n  and statistical machine learning.\n\n- Abstraction and software optimization of mathematical operators,\n  for example, linear algebra used in portfolio analysis.\n\n- Visualization of data using graphical packages. \n\n- *Reproducible research which is collaborative and openly accessible\n  at zero cost.*\n\nTo practically test theoretical ideas interactively,\n[fecon236] can employed with any Python IDE interactive development\nenvironment, IPython console, or with a Jupyter notebook.\nThe code has been tested against both python27 and python3 since 2014,\nand works across major platforms: Linux, Mac, and Windows.\n\n***The best way to see the convenience of [fecon236] in action is to\nrun the notebooks in the fecon235 `nb` [directory][235nb].***\n\n\n### How does one get started?\n\nFor installation details and FAQ, please first visit our [wiki].\nFor the casual user in an [Anaconda] environment, we recommend:\n`conda update pip`, then `pip install --pre fecon236`\n\nDocumentation is currently being served from [236docs].\nPlease start your orientation with this [README notebook][readnb]\nwhich shows how most of this project is self-documenting.\n\n\n### Development status: stable\n\nFor the developer, we recommend forking the [fecon236] repository, then\n`pip install --editable .`\n\n- fecon235 becomes a repository *solely* of Jupyter notebooks.\n  The old Python source code at [fecon235] will remain for archival purposes,\n  while *new* code development shifts over to [fecon236].\n\nVersion 10 of fecon236 represents refactoring of the fecon235 v5.18.0312\nPython code, not the Jupyter notebooks, with a *new* architecture\ndepicted in Appendix 1. Function names have been retained, but under fecon236\nexpect infrequent function calls to be explicit rather than implicit,\ni.e. modules names and their aliases are significant.\n\n- After 2019-01-01, our official support for python27 will discontinue\n  (like numpy and pandas), however, straddling code may still\n  continue to work.\n \nVersion 11 of fecon236 will signal when our [Travis] builds under Python 2.7\nfail, and at that point we expect to require at least Python 3.6.\n\n\n### Community\n\nJoin the chat at [Gitter][236gtt] and ping the lead developer @rsvp.\nPlease consider becoming a member of the [Mathematical Sciences Group][MathSci].\n\n[![MathSci logo](https://git.io/MathSci-px200.png)](https://github.com/MathSci)\n\n\n\n### Appendix 1: fecon236 package map\n\n```\n\u003e\u003e\u003e print(fe.map)\nAnnotated tree map of package directory [with module aliases]\n    fecon236\n    ├── __init__.py   (Router, sole non-empty __init__.py file herein)\n    ├── tool.py       (Tools, low-level essentials)\n    ├── top.py        (Top priority, experimental)\n    ├── boots   (Bootstrap)\n    │   └── bootstrap.py   [bs]\n    ├── dst   (Distributions)\n    │   └── gaussmix.py   [gmix]\n    ├── econ\n    │   └── infl.py\n    ├── futures\n    │   └── cftc.py\n    ├── host\n    │   ├── fred.py\n    │   ├── hostess.py\n    │   ├── qdl.py\n    │   ├── _ex_Quandl.py\n    │   └── stock.py\n    ├── math\n    │   └── matrix.py   [mat]\n    ├── ml   (Machine Learning)\n    │   └── learn.py\n    ├── oc   (Optimization Control)\n    │   └── optimize.py   [op]\n    ├── parse\n    │   └── sec.py\n    ├── prob   (Probability)\n    │   └── sim.py   (Simulation)\n    ├── prtf   (Porfolio theory)\n    │   └── boltzmann.py   [boltz]\n    ├── rates  (Fixed Income)\n    │   └── fedfunds.py\n    ├── tsa    (Time Series Analysis)\n    │   └── holtwinters.py   [hw]\n    ├── util   (Utilities)\n    │   ├── group.py\n    │   └── system.py\n    └── visual\n        └── plots.py\n```\n\n---\n\n[BSD License and TOS][236li] / This page, last update : 2018-07-25\n\n[wiki]: https://git.io/econ \"fecon235 wiki Home\"\n[readnb]: https://git.io/fecon-intro \"fecon235 README notebook\"\n[235gtt]: https://gitter.im/rsvp/fecon235 \"@rsvp at Gitter\"\n[rsvp]: https://rsvp.github.com \"Adriano, lead developer\"\n[236gtt]: https://gitter.im/MathSci/fecon236 \"@MathSci at Gitter\"\n[MathSci]: https://github.com/MathSci \"Mathematical Sciences Group\"\n[BIDS]: https://bids.berkeley.edu \"Berkeley Institute for Data Science\"\n[235is7]: https://github.com/rsvp/fecon235/issues/7 \"Disruption equities data\"\n[235is9]: https://github.com/rsvp/fecon235/issues/9 \"Moving to Python 3\"\n[235nb]: https://git.io/fecon235nb \"fecon235 nb directory\"\n[fecon235]: https://github.com/rsvp/fecon235 \"fecon235 repository\"\n[fecon236]: https://github.com/MathSci/fecon236 \"fecon236 repository\"\n[236log]: https://git.io/236log \"fecon236 CHANGELOG\"\n[236docs]: https://github.com/MathSci/fecon236/tree/develop/docs \"fecon236 Documentation\"\n[236li]: https://git.io/236li \"fecon236 BSD License and TOS\"\n[236inst]: https://git.io/236inst \"fecon236 docs Installation\"\n[236req]: https://git.io/236req \"fecon236 require.txt\"\n[236is]: https://git.io/236is \"fecon236 Issues\"\n[FRED]: https://fred.stlouisfed.org \"Federal Reserve Economics Data\"\n[Quandl]: https://www.quandl.com \"Quandl data\"\n[Anaconda]: https://www.anaconda.com/download \"Anaconda Python distribution\"\n[Travis]: https://travis-ci.org/MathSci/fecon236 \"fecon236 at Travis CI\"\n[PyPI]: https://pypi.org/project/fecon236 \"fecon236 at PyPI\"\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fmathsci%2Ffecon236","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fmathsci%2Ffecon236","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fmathsci%2Ffecon236/lists"}