Merge pull request #198 from san-ath/t181_docs_update

refs #181, fixing documentation issues
xKDR · Jun 11, 2024 · 20482e8 · 20482e8
2 parents 1cb4746 + 68d5c01
commit 20482e8
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Showing 5 changed files with 14 additions and 4 deletions.
diff --git a/Artifacts.toml b/Artifacts.toml
@@ -0,0 +1,6 @@
+[ibm]
+git-tree-sha1 = "c8f3ebdaa31904fdd971537498f85bf9e61801cc"
+
+    [[ibm.download]]
+    sha256 = "31dd579169751f728b9aaf6dcc1fd9d32be4513bdb462bf5edd0df9a083d4704"
+    url = "https://gist.github.com/san-ath/9acea52b988e752b375617266f981d20/raw/c8f3ebdaa31904fdd971537498f85bf9e61801cc.tar.gz"
diff --git a/Project.toml b/Project.toml
@@ -13,6 +13,7 @@ ShiftedArrays = "1277b4bf-5013-50f5-be3d-901d8477a67a"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 Tables = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
+Artifacts = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"
 
 [compat]
 DataFrames = "1.3.2"

diff --git a/README.md b/README.md
@@ -25,9 +25,9 @@ julia> Pkg.add("TSFrames")
 TSFrames is a [Tables.jl](https://github.com/JuliaData/Tables.jl) compatible package. This helps in easy conversion between `TSFrame` objects and other [Tables.jl](https://github.com/JuliaData/Tables.jl) compatible types. For example, to load a `CSV` into a `TSFrame` object, we do the following.
 
 ```julia
-julia> using CSV, Dates, DataFrames, TSFrames
+julia> using CSV, Dates, DataFrames, TSFrames, Artifacts
 
-julia> ts = CSV.read("IBM.csv", TSFrame)
+julia> ts = CSV.read(joinpath(artifact"ibm", "IBM.csv"), TSFrame)
 252x6 TSFrame with Date Index
 
  Index       Open     High     Low      Close    Adj Close  Volume

diff --git a/docs/Project.toml b/docs/Project.toml
@@ -6,6 +6,8 @@ MarketData = "945b72a4-3b13-509d-9b46-1525bb5c06de"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
 RecipesBase = "3cdcf5f2-1ef4-517c-9805-6587b60abb01"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
+Impute = "f7bf1975-0170-51b9-8c5f-a992d46b9575"
+GLM = "38e38edf-8417-5370-95a0-9cbb8c7f171a"
 TSFrames = "9f90e835-9451-4aaa-bcb1-743a1b8d2f84"
 
 [compat]

diff --git a/docs/src/demo_finance.md b/docs/src/demo_finance.md
@@ -5,7 +5,7 @@
 To load the IBM historical data, we will use the `MarketData.yahoo` function from [MarketData.jl](https://github.com/JuliaQuant/MarketData.jl), which returns the data in the form of a `TimeArray`. We just simply pass this on to the `TSFrame` constructor.
 
 ```@repl e1
-using TSFrames, MarketData, Plots, Statistics, Impute
+using TSFrames, MarketData, Plots, Statistics, Impute, GLM
 ibm_ts = TSFrame(MarketData.yahoo(:IBM))
 ```
 
@@ -145,13 +145,14 @@ within the window.
 ```@repl e1
 sp500 = TSFrame(MarketData.yahoo("^GSPC"));
 sp500_adjclose = TSFrames.subset(sp500, date_from, date_to)[:, ["AdjClose"]]
+ibm_adjclose = ibm[:, [:Index, :AdjClose]]
 
 sp500_ibm = join(sp500_adjclose, ibm_adjclose, jointype=:JoinBoth)
 sp500_ibm_returns = diff(log.(sp500_ibm))
 TSFrames.rename!(sp500_ibm_returns, ["SP500", "IBM"]);
 
 function regress(data)
-    ll = lm(@formula(IBM ~ SP500), data)
+    ll = lm(@formula(SP500 ~ IBM), data)
     co::Real = coef(ll)[coefnames(ll) .== "IBM"][1]
     sd::Real = Statistics.std(residuals(ll))
     return (co, sd)