FinanceRoutines.jl

Financial data routines for Julia
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DateCommit messageAuthorFiles+-
2026-03-22 21:56Fix flaky EventStudy test, restrict CI to tag pushes only [skip ci]Erik Loualiche2+9-18
2026-03-22 20:57Add event_study() for CARs and BHARs (experimental)Erik Loualiche7+333-0
2026-03-22 18:57Add date range validation, dynamic Compustat schema, update docsErik Loualiche6+118-35
2026-03-22 17:17Bump version to v0.5.0Erik Loualiche1+1-1
2026-03-22 17:15Add diagnose() for data quality diagnosticsErik Loualiche4+118-0
2026-03-22 17:08Add calculate_portfolio_returns for equal/value-weighted portfoliosErik Loualiche5+123-2
2026-03-22 16:50Add import_FF5 and import_FF_momentumErik Loualiche4+128-13
2026-03-22 16:18Add NEWS.md for v0.5.0 [skip ci]Erik Loualiche1+21-0
2026-03-22 16:06Clarify env parsing idiom in test runner [skip ci]Erik Loualiche1+1-1
2026-03-22 16:01Revert macOS CI runner — multiple Duo 2FA prompts per matrix entryErik Loualiche1+0-1
2026-03-22 16:00Add CI path filters and macOS runnerErik Loualiche1+12-1
2026-03-22 15:59Split ImportYields.jl into GSW.jl and BondPricing.jlErik Loualiche4+1694-1715
2026-03-22 15:30Generalize FF parsing with shared helpers for FF5 reuseErik Loualiche1+62-55
2026-03-22 15:25Expand missing-value flags to cover -999, -9999, -99.99Erik Loualiche2+15-3
2026-03-22 15:15Add Duo 2FA warning and better error message for WRDS connectionsErik Loualiche1+15-3
2026-03-22 15:13Remove broken @log_msg macro, clean up Logging dep and stale exportErik Loualiche4+4-43
2026-03-22 15:07Add v0.5.0 implementation plan: hardening + extensionsErik Loualiche1+877-0
2026-02-16 01:41Add skip-ci guidance to CLAUDE.md [skip ci]Erik Loualiche1+5-0
2026-02-16 01:32Fix documentation: broken examples, outdated content, copy-paste errorsErik Loualiche10+53-21
2026-02-16 00:52Bump version to v0.4.5Erik Loualiche1+1-1
2026-02-16 00:49Fix SQL injection, connection leaks, bond pricing, and cleanup (#26)Erik Loualiche10+276-202
2026-01-21 21:05problems with connectionErik Loualiche1+8-9
2026-01-21 03:06Merge pull request #24 from LouLouLibs/dependabot/github_actions/actions/checkout-6Erik Loualiche2+2-2
2026-01-21 03:05Merge pull request #20 from yicheng-wang-fina/bugfix/bond_yield-solverErik Loualiche2+17-8
2026-01-21 03:03Fix WRDS password handling crash and missing siccd columnErik Loualiche9+78-54
2025-06-19 23:58stabilized repo!Erik Loualiche1+1-1
2025-06-19 22:18remove $ in docstringErik Loualiche1+7-7
2025-06-19 22:12full test suite. fix some stuff in docErik Loualiche2+3-5
2025-06-19 22:00touch readmeErik Loualiche1+1-1
2025-06-19 21:58readmeErik Loualiche1+1-1
2025-06-19 21:56adding workflows again!Erik Loualiche5+161-0
2025-06-19 21:55remove workflows totallyErik Loualiche5+0-161
2025-06-19 21:40lintingErik Loualiche1+9-8
2025-06-19 21:28gf workflow ?Erik Loualiche4+39-10
2025-06-19 21:19Merge pull request #6 from LouLouLibs/feature/yield_excelErik Loualiche17+318-751
2025-06-06 15:39remove dependenciesErik Loualiche6+13-14
2025-05-27 19:54readme adds clarification on registryErik Loualiche1+10-4
2025-05-25 03:11fix a bug where selection of variable in import_msf was of type stringErik Loualiche1+5-5
2025-05-25 02:50full CIErik Loualiche1+37-0
2025-05-25 02:49Merge remote-tracking branch 'origin/main'Erik Loualiche1+1-0
2025-05-25 02:48trying to reset CIErik Loualiche1+0-37
2025-05-25 02:37fix docs linksErik Loualiche4+6-6
2025-05-25 02:27ci ltsErik Loualiche1+1-0
2025-05-25 02:20still negotiating transition to new orgErik Loualiche2+5-6
2025-05-24 17:18bump and readme adjustment to new orgErik Loualiche2+2-2
2025-05-24 16:24Merge pull request #5 from LouLouLibs/mainErik Loualiche12+2268-271
2025-05-24 16:23Merge pull request #4 from LouLouLibs/compathelper/new_version/2022-10-15-01-17-24-576-03965321968Erik Loualiche0+0-0
2025-05-24 16:22Merge pull request #3 from LouLouLibs/compathelper/new_version/2022-10-15-01-17-33-799-03773360142Erik Loualiche0+0-0
2025-05-24 16:21Merge pull request #2 from LouLouLibs/feature/link_filesErik Loualiche34+2666-15568
2025-05-24 16:19Merge pull request #1 from LouLouLibs/compathelper/new_version/2022-10-15-01-17-30-316-00531866699Erik Loualiche4+9-1
2022-10-14 01:24CompatHelper: add new compat entry for CSV at version 0.10, (keep existing compat)CompatHelper Julia1+1-0
2022-10-13 23:43First function(s)Erik Loualiche5+139-4
2022-10-13 23:42Documentation setup.Erik Loualiche12+16203-0
2022-10-12 15:43Files generated by PkgTemplatesErik Loualiche9+116-0
2022-10-12 15:43Initial commitErik Loualiche0+0-0