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To update pre-2016 notebooks, fix broken import and preamble #2
Major release v4.15.1230 benefits from the python3 compatibility changes
We MOVED the yi-modules from nb to a new directory: lib.
To update pre-2016 notebooks, please use import style
We also highly recommend inclusion of PREAMBLE-p6.15.1223
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.
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.
Git shell script to list commit dates, given path/filename(s)
The system's modification time for a committed file may not
There is no nice builtin git utility, so I wrote one: https://git.io/git-lu
Now we can clearly see which notebooks are actually still pre-2016:
P.S. -- git does not internally keep a record of modification times,
CHANGELOG 2018-06-23 (tag: v6.18.0623)
Major version change for fecon235 from v5 to v6
Henceforth, fecon235 becomes a repository solely of Jupyter notebooks.
Revise docs/fecon235-00-README.ipynb to introduce fecon236.
Recommended import style
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.