FinanceRoutines.jl

Financial data routines for Julia
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CLAUDE.md (1320B)


      1 # CLAUDE.md
      2 
      3 ## Project
      4 
      5 FinanceRoutines.jl — Julia package for financial data (WRDS/CRSP, Compustat, Fama-French, GSW yield curves, bond pricing).
      6 
      7 - **Registry**: https://github.com/LouLouLibs/loulouJL (manual updates, no registrator bot)
      8 - **Julia compat**: 1.10+
      9 
     10 ## Release workflow
     11 
     12 1. Bump `version` in `Project.toml`
     13 2. Commit, push, and tag: `git tag vX.Y.Z && git push origin vX.Y.Z`
     14 3. Update the LouLouLibs registry (`F/FinanceRoutines/` in `LouLouLibs/loulouJL`):
     15    - **Versions.toml**: Add entry with `git-tree-sha1` (get via `git rev-parse vX.Y.Z^{tree}`)
     16    - **Deps.toml**: Update if deps changed (use version ranges to scope additions/removals)
     17    - **Compat.toml**: Update if compat bounds changed
     18    - Can update via GitHub API (`gh api ... -X PUT`) without cloning
     19 
     20 ## Commits
     21 
     22 - CI runs WRDS tests which are slow and costly. Add `[skip ci]` to commit messages when changes don't affect code (docs, README, CLAUDE.md, comments, etc.)
     23 - Only let CI run when changes touch `src/`, `test/`, or `Project.toml`
     24 
     25 ## Testing
     26 
     27 ```bash
     28 julia --project=. -e 'using Pkg; Pkg.test()'
     29 ```
     30 
     31 - WRDS tests require `WRDS_USERNAME` and `WRDS_PWD` environment variables
     32 - Local env loaded from `/Users/loulou/Documents/data/.env/.env.gpg` via gpg in `test/runtests.jl`
     33 - Test suites: KenFrench, WRDS, betas, Yields