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To update pre-2016 notebooks, fix broken import and preamble #2

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rsvp opened this issue Dec 30, 2015 · 5 comments

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commented Dec 30, 2015

Major release v4.15.1230 benefits from the python3 compatibility changes
made during v3. All modules are now operational under
both Python 2 and 3. Also, code has been rewritten for
cross-platform performance (Linux, Mac, and Windows).

We MOVED the yi-modules from nb to a new directory: lib.
Python 3 uses absolute import and our python2 code
now conforms to that practice.

To update pre-2016 notebooks, please use import style
discussed in docs README: https://git.io/fecon-intro
The top-level module fecon235.py
(formerly known as nb/fecon.py) is also
explained in that introduction.
With adoption of python3 print_function,
the python2 print statement must be rewritten as a function.

We also highly recommend inclusion of PREAMBLE-p6.15.1223
which gives versioning requirements for successful
notebook replication. With those fixes, our notebooks
should run under both Python kernels in Jupyter,
without any dependency on Linux.

@rsvp rsvp added the bug label Dec 30, 2015
@rsvp rsvp added the enhancement label Jan 1, 2016
rsvp added a commit that referenced this issue Jan 6, 2016
New group functions which use dictionary comprehension
are helpful in clarifying logic and reducing notebook clutter.
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commented Jan 6, 2016

Here's another illustration of "Fix issue #2 with v4 and p6 upgrades":
https://git.io/georet which concerns comparative geometric mean returns.

Notice how the import cell precedes the preamble cell in the notebook.

rsvp added a commit that referenced this issue Jan 12, 2016
Appendix 2 illustrates forwards as predictors.
Appendix 3 distills entire notebook into one function forefunds().
rsvp added a commit that referenced this issue Jan 25, 2016
Smooth metals by ema(). Use groupfun() to normalize.

NEW Appendix 1 gives an algorithmic summary in a few lines of code.

NEW Appendix 2 visualizes the chronological joint path of the
positions indicators for bonds and equities by color heat map.
rsvp added a commit that referenced this issue Feb 10, 2016
hscore section completely revised.
Additional year of data confirms recovery in housing economy.
rsvp added a commit that referenced this issue Feb 22, 2016
Include color heat map to show regresssion results.
Include sections on real gold history, and our
conjecture that real gold is a stationary time-series
indirectly bound by real interest rates.
rsvp added a commit that referenced this issue Feb 23, 2016
Update to reveal Paulson's dramatic GLD liquidation in 2016-Q4.
@rsvp rsvp closed this in aa0bc7f Nov 15, 2016
rsvp added a commit that referenced this issue Nov 15, 2016
Switch from fecon to fecon235 for main import module.
Minor edits given additional year of data.
@rsvp rsvp reopened this Dec 4, 2016
rsvp added a commit that referenced this issue Dec 5, 2016
Switch from fecon to fecon235 for main import module.
Minor edits given more data and change in futures basis.

During 2015 we detected strong negative correlation between price change and
tango, however, in 2016 that strong correlation became positive -- thus we
conclude the relationship is spurious. The observed correlations are mere
artifacts which do not imply any significant economic relationships.
rsvp added a commit that referenced this issue Apr 12, 2017
Update data and narrative. Polished after more than two years!
@rsvp rsvp closed this in 938401d Aug 9, 2017
@rsvp rsvp reopened this Aug 11, 2017
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commented Aug 13, 2017

Git shell script to list commit dates, given path/filename(s)

The system's modification time for a committed file may not
be the actual commit date and time!
This can be verified
if you checkout an older branch and switch back.

There is no nice builtin git utility, so I wrote one: https://git.io/git-lu
and it supports wildcards and shows the short SHA hash ref.

Now we can clearly see which notebooks are actually still pre-2016:

2014-12-07 12:02:38 -0800  362d82c  fred-wage-capital.ipynb
2015-01-17 13:38:57 -0800  1530474  fred-debt-pop.ipynb
2015-01-23 22:46:21 -0800  478e51d  fred-usd-RTB-xau.ipynb
2015-02-03 13:26:13 -0800  2c9b5c2  fred-inflation.ipynb
2015-02-06 08:28:54 -0800  5586678  fred-eurozone.ipynb
2015-03-08 19:15:09 -0700  1d54341  fred-xau-spx.ipynb
2015-05-15 15:29:14 -0700  65f5b40  fred-infl-velocity.ipynb
2015-05-20 11:33:26 -0700  e1f50e1  fred-eur-fx.ipynb

P.S. -- git does not internally keep a record of modification times,
just the author date and commit date.

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commented Nov 14, 2017

TODO List

  • fred-wage-capital.ipynb
  • fred-debt-pop.ipynb
  • fred-usd-RTB-xau.ipynb
  • fred-inflation.ipynb
  • fred-eurozone.ipynb
  • fred-xau-spx.ipynb
  • fred-infl-velocity.ipynb
  • fred-eur-fx.ipynb
@rsvp rsvp closed this in f3c4fa5 Mar 7, 2018
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commented Mar 7, 2018

Fixed fred-inflation.ipynb, but there's more notebooks to revise. Reopen issue.

@rsvp rsvp reopened this Mar 7, 2018
@rsvp rsvp added this to To do in Tracker via automation Jun 20, 2018
@rsvp rsvp moved this from To do to In progress in Tracker Jun 20, 2018
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commented Jun 25, 2018

CHANGELOG 2018-06-23 (tag: v6.18.0623)

Major version change for fecon235 from v5 to v6
signaling our integration with fecon236
which was spun-off from our source code.

Henceforth, fecon235 becomes a repository solely of Jupyter notebooks.
The old Python source code at fecon235 will remain for archival purposes,
while new code development shifts over to fecon236.
Please see https://git.io/econ for details.

Revise docs/fecon235-00-README.ipynb to introduce fecon236.
Function names have been retained, but under fecon236
the call routing is expected to be more explicit than casual,
i.e. modules names are more significant.
Please see https://git.io/fecon-intro

Recommended import style

import fecon236 as fe

Function names have been retained, but under fecon236, expect infrequent function calls to be explicit rather than implicit, i.e. modules names and their aliases are significant.

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