diff --git a/.github/workflows/CI.yml b/.github/workflows/CI.yml index e63f3f5..7ef94d4 100644 --- a/.github/workflows/CI.yml +++ b/.github/workflows/CI.yml @@ -1,4 +1,5 @@ name: CI + on: push: branches: @@ -6,16 +7,19 @@ on: tags: '*' pull_request: branches: - - main + - main + concurrency: # Skip intermediate builds: always. # Cancel intermediate builds: only if it is a pull request build. group: ${{ github.workflow }}-${{ github.ref }} cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }} + jobs: test: name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }} runs-on: ${{ matrix.os }} + continue-on-error: ${{ matrix.version == 'nightly' }} strategy: fail-fast: false matrix: @@ -34,10 +38,8 @@ jobs: - os: macos-latest version: '1' arch: x64 - allow_failures: - - julia: nightly steps: - - uses: actions/checkout@v3 + - uses: actions/checkout@v4 - uses: julia-actions/setup-julia@v1 with: version: ${{ matrix.version }} @@ -48,4 +50,4 @@ jobs: - uses: julia-actions/julia-processcoverage@v1 - uses: codecov/codecov-action@v3 with: - files: lcov.info + files: lcov.info \ No newline at end of file diff --git a/format/Manifest.toml b/format/Manifest.toml index 3c842e9..d759a3b 100644 --- a/format/Manifest.toml +++ b/format/Manifest.toml @@ -1,6 +1,6 @@ # This file is machine-generated - editing it directly is not advised -julia_version = "1.9.0-rc1" +julia_version = "1.10.2" manifest_format = "2.0" project_hash = "30b405be1c677184b7703a9bfb3d2100029ccad0" @@ -16,21 +16,21 @@ uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f" [[deps.CSTParser]] deps = ["Tokenize"] -git-tree-sha1 = "3ddd48d200eb8ddf9cb3e0189fc059fd49b97c1f" +git-tree-sha1 = "b544d62417a99d091c569b95109bc9d8c223e9e3" uuid = "00ebfdb7-1f24-5e51-bd34-a7502290713f" -version = "3.3.6" +version = "3.4.2" [[deps.CommonMark]] -deps = ["Crayons", "JSON", "SnoopPrecompile", "URIs"] -git-tree-sha1 = "e2f4627b0d3f2c1876360e0b242a7c23923b469d" +deps = ["Crayons", "JSON", "PrecompileTools", "URIs"] +git-tree-sha1 = "532c4185d3c9037c0237546d817858b23cf9e071" uuid = "a80b9123-70ca-4bc0-993e-6e3bcb318db6" -version = "0.8.10" +version = "0.8.12" [[deps.Compat]] -deps = ["UUIDs"] -git-tree-sha1 = "7a60c856b9fa189eb34f5f8a6f6b5529b7942957" +deps = ["TOML", "UUIDs"] +git-tree-sha1 = "c955881e3c981181362ae4088b35995446298b80" uuid = "34da2185-b29b-5c13-b0c7-acf172513d20" -version = "4.6.1" +version = "4.14.0" [deps.Compat.extensions] CompatLinearAlgebraExt = "LinearAlgebra" @@ -46,9 +46,9 @@ version = "4.1.1" [[deps.DataStructures]] deps = ["Compat", "InteractiveUtils", "OrderedCollections"] -git-tree-sha1 = "d1fff3a548102f48987a52a2e0d114fa97d730f0" +git-tree-sha1 = "0f4b5d62a88d8f59003e43c25a8a90de9eb76317" uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8" -version = "0.18.13" +version = "0.18.18" [[deps.Dates]] deps = ["Printf"] @@ -63,9 +63,9 @@ version = "1.6.0" uuid = "7b1f6079-737a-58dc-b8bc-7a2ca5c1b5ee" [[deps.Glob]] -git-tree-sha1 = "4df9f7e06108728ebf00a0a11edee4b29a482bb2" +git-tree-sha1 = "97285bbd5230dd766e9ef6749b80fc617126d496" uuid = "c27321d9-0574-5035-807b-f59d2c89b15c" -version = "1.3.0" +version = "1.3.1" [[deps.InteractiveUtils]] deps = ["Markdown"] @@ -73,34 +73,39 @@ uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240" [[deps.JSON]] deps = ["Dates", "Mmap", "Parsers", "Unicode"] -git-tree-sha1 = "3c837543ddb02250ef42f4738347454f95079d4e" +git-tree-sha1 = "31e996f0a15c7b280ba9f76636b3ff9e2ae58c9a" uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6" -version = "0.21.3" +version = "0.21.4" [[deps.JuliaFormatter]] -deps = ["CSTParser", "CommonMark", "DataStructures", "Glob", "Pkg", "SnoopPrecompile", "Tokenize"] -git-tree-sha1 = "0f6545dd63fec03d0cfe0c1d28f851e2d804e942" +deps = ["CSTParser", "CommonMark", "DataStructures", "Glob", "Pkg", "PrecompileTools", "Tokenize"] +git-tree-sha1 = "e57262abcc8463dc8676b4bcc2ef07df40e4986a" uuid = "98e50ef6-434e-11e9-1051-2b60c6c9e899" -version = "1.0.25" +version = "1.0.55" [[deps.LibCURL]] deps = ["LibCURL_jll", "MozillaCACerts_jll"] uuid = "b27032c2-a3e7-50c8-80cd-2d36dbcbfd21" -version = "0.6.3" +version = "0.6.4" [[deps.LibCURL_jll]] deps = ["Artifacts", "LibSSH2_jll", "Libdl", "MbedTLS_jll", "Zlib_jll", "nghttp2_jll"] uuid = "deac9b47-8bc7-5906-a0fe-35ac56dc84c0" -version = "7.84.0+0" +version = "8.4.0+0" [[deps.LibGit2]] -deps = ["Base64", "NetworkOptions", "Printf", "SHA"] +deps = ["Base64", "LibGit2_jll", "NetworkOptions", "Printf", "SHA"] uuid = "76f85450-5226-5b5a-8eaa-529ad045b433" +[[deps.LibGit2_jll]] +deps = ["Artifacts", "LibSSH2_jll", "Libdl", "MbedTLS_jll"] +uuid = "e37daf67-58a4-590a-8e99-b0245dd2ffc5" +version = "1.6.4+0" + [[deps.LibSSH2_jll]] deps = ["Artifacts", "Libdl", "MbedTLS_jll"] uuid = "29816b5a-b9ab-546f-933c-edad1886dfa8" -version = "1.10.2+0" +version = "1.11.0+1" [[deps.Libdl]] uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb" @@ -115,40 +120,46 @@ uuid = "d6f4376e-aef5-505a-96c1-9c027394607a" [[deps.MbedTLS_jll]] deps = ["Artifacts", "Libdl"] uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1" -version = "2.28.2+0" +version = "2.28.2+1" [[deps.Mmap]] uuid = "a63ad114-7e13-5084-954f-fe012c677804" [[deps.MozillaCACerts_jll]] uuid = "14a3606d-f60d-562e-9121-12d972cd8159" -version = "2022.10.11" +version = "2023.1.10" [[deps.NetworkOptions]] uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908" version = "1.2.0" [[deps.OrderedCollections]] -git-tree-sha1 = "85f8e6578bf1f9ee0d11e7bb1b1456435479d47c" +git-tree-sha1 = "dfdf5519f235516220579f949664f1bf44e741c5" uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d" -version = "1.4.1" +version = "1.6.3" [[deps.Parsers]] -deps = ["Dates", "SnoopPrecompile"] -git-tree-sha1 = "478ac6c952fddd4399e71d4779797c538d0ff2bf" +deps = ["Dates", "PrecompileTools", "UUIDs"] +git-tree-sha1 = "8489905bcdbcfac64d1daa51ca07c0d8f0283821" uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0" -version = "2.5.8" +version = "2.8.1" [[deps.Pkg]] deps = ["Artifacts", "Dates", "Downloads", "FileWatching", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs", "p7zip_jll"] uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f" -version = "1.9.0" +version = "1.10.0" + +[[deps.PrecompileTools]] +deps = ["Preferences"] +git-tree-sha1 = "5aa36f7049a63a1528fe8f7c3f2113413ffd4e1f" +uuid = "aea7be01-6a6a-4083-8856-8a6e6704d82a" +version = "1.2.1" [[deps.Preferences]] deps = ["TOML"] -git-tree-sha1 = "47e5f437cc0e7ef2ce8406ce1e7e24d44915f88d" +git-tree-sha1 = "9306f6085165d270f7e3db02af26a400d580f5c6" uuid = "21216c6a-2e73-6563-6e65-726566657250" -version = "1.3.0" +version = "1.4.3" [[deps.Printf]] deps = ["Unicode"] @@ -159,7 +170,7 @@ deps = ["InteractiveUtils", "Markdown", "Sockets", "Unicode"] uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb" [[deps.Random]] -deps = ["SHA", "Serialization"] +deps = ["SHA"] uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c" [[deps.SHA]] @@ -169,12 +180,6 @@ version = "0.7.0" [[deps.Serialization]] uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b" -[[deps.SnoopPrecompile]] -deps = ["Preferences"] -git-tree-sha1 = "e760a70afdcd461cf01a575947738d359234665c" -uuid = "66db9d55-30c0-4569-8b51-7e840670fc0c" -version = "1.0.3" - [[deps.Sockets]] uuid = "6462fe0b-24de-5631-8697-dd941f90decc" @@ -189,14 +194,14 @@ uuid = "a4e569a6-e804-4fa4-b0f3-eef7a1d5b13e" version = "1.10.0" [[deps.Tokenize]] -git-tree-sha1 = "90538bf898832b6ebd900fa40f223e695970e3a5" +git-tree-sha1 = "5b5a892ba7704c0977013bd0f9c30f5d962181e0" uuid = "0796e94c-ce3b-5d07-9a54-7f471281c624" -version = "0.5.25" +version = "0.5.28" [[deps.URIs]] -git-tree-sha1 = "074f993b0ca030848b897beff716d93aca60f06a" +git-tree-sha1 = "67db6cc7b3821e19ebe75791a9dd19c9b1188f2b" uuid = "5c2747f8-b7ea-4ff2-ba2e-563bfd36b1d4" -version = "1.4.2" +version = "1.5.1" [[deps.UUIDs]] deps = ["Random", "SHA"] @@ -208,14 +213,14 @@ uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5" [[deps.Zlib_jll]] deps = ["Libdl"] uuid = "83775a58-1f1d-513f-b197-d71354ab007a" -version = "1.2.13+0" +version = "1.2.13+1" [[deps.nghttp2_jll]] deps = ["Artifacts", "Libdl"] uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d" -version = "1.48.0+0" +version = "1.52.0+1" [[deps.p7zip_jll]] deps = ["Artifacts", "Libdl"] uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0" -version = "17.4.0+0" +version = "17.4.0+2" diff --git a/src/SaguaroTrader.jl b/src/SaguaroTrader.jl index fe5e3d4..36dedc7 100644 --- a/src/SaguaroTrader.jl +++ b/src/SaguaroTrader.jl @@ -1,11 +1,13 @@ module SaguaroTrader -using CSV -using DataFrames -using Dates -using DataStructures -using Random -using UUIDs +using CSV: CSV +using DataFrames: + DataFrames, DataFrame, dropmissing!, order, outerjoin, select, select!, transform +using DataStructures: DataStructures, Queue, dequeue!, enqueue! +using Dates: Dates, Date, DateTime, Day, Hour, Minute, Month, Time, Week, Year, dayofweek +using PrecompileTools: PrecompileTools, @compile_workload, @setup_workload +using Random: Random +using UUIDs: UUIDs include("utils.jl") include("asset/asset.jl")