joshuaulrich

With the introduction of GitHub's Squash and Merge feature, this has become less prevelant, however it's still useful in scenarios where GitHub's interface is unavailable.

Let's talk through two ways to do a squash and merge on the command line.

Take 1: Interactive Rebase

When to use it

• When you have not merged master into your feature branch
• There are no merge conflicts

joshuaulrich

#!/usr/bin/perl
# Usage: read -s PASSWORD && ./bcrypt-password.pl
use Crypt::Eksblowfish::Bcrypt;

# Read password and salt from environment variables
$password = $ENV{PASSWORD};
$salt = "lfVQ/T2N3dhFVvvPro2Hfu"
$encrypted = encrypt_password($password, $salt);

# Extract bcrypt version, cost, salt, and hashed password

joshuaulrich

getOptionOld <- function(x, default = NULL) {
    if(missing(default) || x %in% names(options()))
      .Internal(getOption(x))
    else
      default
}

getOptionNew <- function(x, default = NULL) {
  ans <- .Internal(getOption(x))
  if(is.null(ans)) default else ans

joshuaulrich

recplot <- function(var, rec.ind, maintitle = "", ylab = "", ylim = NULL)
{
  # Give each recession a separate number, so we can split data by recession
  # and calculate the necessary values to pass to addPolygon() for shading
  r <- rle(as.integer(rec.ind))
  r$values[r$values > 0] <- seq_len(sum(r$values))
  rec <- xts(inverse.rle(r), index(rec.ind))

  # Merge variable and recession data, as a left-join so we do not have
  # observations that only exist in the recession indicator data

joshuaulrich

> f <- function(...) {
+     promises(environment())
+ }

> g <- function(x = 3, ...) {
+     z <- 4
+     f(z = z, ..., x = x)
+ }

> h <- function(..., a = 2) {

joshuaulrich

library(quantmod)

# we're pulling the Google VIX index (VXGOG) but this also works for VXAPL, VXGS etc.
# see http://www.cboe.com/micro/equityvix/introduction.aspx
url <- "http://www.cboe.com/publish/ScheduledTask/mktdata/datahouse/VXGOGDailyPrices.csv"

# use read.zoo to read the data directly into a zoo object
z <- read.zoo(url, header=TRUE, sep=",", skip=1, FUN=as.Date, format="%m/%d/%Y")

# convert to xts

joshuaulrich

require(quantmod)

#get index tickers without the ^ which we will add in the getSymbols
tckrs=c("GSPC","TNX","DJUBS","W3DOW","W5DOW")
#name the indexes
names(tckrs) <- c("S&P 500","US 10y Yld","DJ Commodity","Developed","Developing")

#use paste to add the ^ to the index tickers
getSymbols(paste("^",tckrs,sep=""), from="1986-01-01", to=Sys.Date())