erikcs

>>dbGetQuery(wrds, wrap("SELECT periodEndDate, companyId, TotTermLoans,
                        periodTypeName, formType
                      FROM CIQ.WRDS_SUMMARY 
                      WHERE companyId=18527 AND YEAR(periodEndDate)=2008
                      ORDER BY periodEndDate, formType"))

  periodEndDate companyId TotTermLoans                                     periodTypeName                                                                                             formType
1     2008-03-31     18527           NA YTD                                                6-K                                                                                                 
2     2008-03-31     18527           NA YTD                                                6-K                                                                                                 
3     2008-03-31     18527           NA LTM                                                6-K                                                         

erikcs

>dbGetQuery(wrds, "SELECT * from CIQ.CIQCOMPANYINDUSTRYTREE WHERE companyId=18527")
   companyIndustryId companyId subTypeId primaryFlag charTypeId
1            4029005     18527   3000000           1          3
2            4029006     18527   3010000           1          3
3            4029007     18527   3040000           0          3
4            4029008     18527   3041000           0          3
5            4029009     18527   3041500           0          3
6            4029010     18527   3041510           0          3
7            4029011     18527   3041511           0          3
8           12816597     18527   3050000           1          3

erikcs

   Provisions of the Company's Memorandum of Association which, by Virtue
   of Section 28 of the Companies Act of 2006, are to be Treated as
   Provisions of the Company's Articles of Association 17 Approve That a
   General Meeting Other For For Management Than an Annual General Meeting
   May Be Called on Not Less Than 14 Clear Days' Notice -
   -----------------------------------------------------------------------
   --------- BALFOUR BEATTY PLC Ticker: BBY Security ID: G3224V108 Meeting
   Date: MAY 14, 2009 Meeting Type: Annual Record Date: # Proposal Mgt Rec
   Vote Cast Sponsor 1 Accept Financial Statements and For For Management
   Statutory Reports 2 Approve Remuneration Report For For Management 3

erikcs

#!/usr/bin/env python
import bs4
import requests
import re
import icalendar
import pytz
from datetime import datetime
import os

def datestr_to_dateobj(datestr):

erikcs

function score(theta::Array, y::Array)
    T = size(y, 1)
    h = zeros(T)
    eps = y .- theta[1]
    h[1] = theta[2]^2 / (1 - theta[3]^2 - theta[4]^2)
    if h[1] < 0
        return -oftype(h[1], Inf)
    end
    for  t=2:T
        h[t] = theta[2]^2 + theta[3]^2 * eps[t-1]^2 + theta[4]^2 * h[t-1]

erikcs

function ht(theta, Y, t)
    if t == 1
        return theta[2]^2 / (1 - theta[3]^2 - theta[4]^2)
    end

    theta[2]^2 + theta[3]^2 * (Y[t-1] - theta[1])^2 + theta[4]^2 * ht(theta, Y, t-1)
end
    
function score(theta, Y, t)
    var = ht(theta, Y, t)

erikcs

library(readr)
library(data.table)

# convert file encoding before reading into R AND remove all the commas
# $ for file in *.txt; do iconv -f UTF-16LE -t UTF-8 "$file" | sed 's/,//g' > "$file.utf8.txt"; done

process = function(df) {
  # remove duplicate columns
  df[, grep('.*_[0-9]$', names(df)) := NULL]
  # remove all ...yr columns

erikcs

source('R/penfmbr.R')
library(stargazer)

factors = read.csv('data/factors.csv')[, -1]
returns = read.csv('data/returns.csv')[, -1]

# Models
fmb_mkt = fmb(factors[, 1, drop = FALSE], returns)
fmb_ff = fmb(factors[, c(1, 2, 3)], returns)
fmb_ch = fmb(factors, returns)

erikcs

# Toy coordinate descent for Lasso regression

import numpy as np
import warnings

def _normalise(X, y):
    Xbar = X.mean(axis=0)
    Xstd = X.std(axis=0)
    ybar = y.mean(axis=0)
    ystd = y.std()

erikcs

# rcheck.py: check sklearn test files for class/function invocations that
# lack the optional `random_state` argument. For each file a missing invocation
# is found, prints out the class/function name followed by line number(s)
#
# Usage (from scikit-learn base directory) 
# $ find * -type f | grep "/test_.*py$" | python rcheck.py
import fileinput
import inspect
import importlib
import re