Skip to content
This repository was archived by the owner on May 31, 2023. It is now read-only.

Made Risk Free Rate no longer hardcoded#47

Open
northern-64bit wants to merge 10 commits intoTyruiop:mainfrom
northern-64bit:main
Open

Made Risk Free Rate no longer hardcoded#47
northern-64bit wants to merge 10 commits intoTyruiop:mainfrom
northern-64bit:main

Conversation

@northern-64bit
Copy link
Contributor

Replaced hardcoded rfr with a function, which returns historical rfr from the API endpoint of St. Louis Fed Data Source FRED. Fixing: Issue #46

@Tyruiop
Copy link
Owner

Tyruiop commented Aug 31, 2021

This is a good start, however it is not enough.

The function you created allows to get the RFR (great), however we want to automatically get it every morning. Esssentially, you want to write a full new crawler just for this value :).

@Tyruiop
Copy link
Owner

Tyruiop commented Aug 31, 2021

To simplify your task, I merged #48, you should rebase on top of main (if you are not sure how to do it, I can walk you through it), and then you can follow the same structure as fundamentals.clj, except that you want it to crawl once a day :).

Replaced hardcoded rfr with a function, which returns historical rfr from the API endpoint of St. Louis Fed Data Source FRED.
- Added RFR Crawler in crawler.shared.clj
- Updated README.md from mentioning  dataops-crawler to syncretism-crawler
Copy link
Owner

@Tyruiop Tyruiop left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Good progress!

@Tyruiop
Copy link
Owner

Tyruiop commented Sep 8, 2021

Last thing to do!

https://github.com/Tyruiop/syncretism/blob/main/syncretism/src/syncretism/greeks.clj#L85

This function should take :rfr as parameter in the input map when it's called (check where in options.clj), and propagate this input to the needed functions (you'll see the (def rfr ...) on top, just find where it is.

Then to test you can just do lein install in the syncretism/ folder and lein run in syncretism-crawler

I think that I fixed it.
@northern-64bit
Copy link
Contributor Author

Last thing to do!

https://github.com/Tyruiop/syncretism/blob/main/syncretism/src/syncretism/greeks.clj#L85

This function should take :rfr as parameter in the input map when it's called (check where in options.clj), and propagate this input to the needed functions (you'll see the (def rfr ...) on top, just find where it is.

Then to test you can just do lein install in the syncretism/ folder and lein run in syncretism-crawler

I tried to do what you described in my´most recent commit and replaced rfr with the new crawler variable risk-free-rate, but it cannot find it. Should do that risk-free-rate is a global variable or what am I missing?

Sign up for free to subscribe to this conversation on GitHub. Already have an account? Sign in.

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

2 participants