Merge pull request #16 from tbeason/for-df21

Update runtests.jl

.travis.yml

@@ -6,10 +6,8 @@ os:
   - osx
 julia:
   - 1.0
-  - 1.1
-  - 1.2
-  - 1.3
   - 1.4
+  - 1.5
   - nightly
 notifications:
   email: false

Project.toml

@@ -1,7 +1,7 @@
 name = "DailyTreasuryYieldCurve"
 uuid = "9f24bdcd-220e-43b5-8e6d-85812fd68fcf"
 authors = ["Tyler Beason <[email protected]>"]
-version = "0.2.0"
+version = "0.2.1"
 
 [deps]
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
@@ -13,7 +13,7 @@ Missings = "e1d29d7a-bbdc-5cf2-9ac0-f12de2c33e28"
 Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
 
 [compat]
-DataFrames = "^0.20"
+DataFrames = "0.20,0.21"
 EzXML = "^1"
 HTTP = "^0.8"
 Interpolations = "^0.12"

src/DailyTreasuryYieldCurve.jl

@@ -32,7 +32,7 @@ const COLNAMESREAL = [:id,:date,:y5,:y7,:y10,:y20,:y30]
 
 
 """
-`getyieldcurves(;real::Bool=false,begdt::Date=Date(1990,1,2),enddt::Date=today())`
+    getyieldcurves(;real::Bool=false,begdt::Date=Date(1990,1,2),enddt::Date=today())
 
 Download the whole published history of daily US Treasury yield curves from the official data feed.
 
@@ -68,7 +68,7 @@ end
 
 
 """
-`_parseyieldcurves(thexml,realrates)`
+    _parseyieldcurves(thexml,realrates)
 
 Parser function for Treasury yield curve data. (unexported)
 """

src/interp.jl

@@ -13,7 +13,7 @@ const TTMREAL = (;Iterators.zip(DailyTreasuryYieldCurve.COLNAMESREAL[3:end],DAYS
 
 
 """
-`RateInterpolator`
+    RateInterpolator
 
 A container for the series of daily yield curve interpolators.
 
@@ -42,7 +42,7 @@ end
 
 
 """
-`createRateInterpolator(df;realrates::Bool=false)`
+    createRateInterpolator(df;realrates::Bool=false)
 
 Preferred method to construct a [`RateInterpolator`](@ref), just pass the `df` that you get from [`getyieldcurves`](@ref).
 """
@@ -51,7 +51,7 @@ function createRateInterpolator(df0;realrates::Bool=false)
     df = df0[loc,:]
     dates = unique(df.date)
 
-    dfs = DataFrames.stack(df,Not(:date))
+    dfs = DataFrames.stack(df,Not(:date); variable_eltype=Symbol)
     if realrates
         dfs.DTM = [TTMREAL[k] for k in dfs.variable]
     else
@@ -68,7 +68,7 @@ end
 
 
 """
-`buildsingleinterpolator(df::AbstractDataFrame)`
+    buildsingleinterpolator(df::AbstractDataFrame)
 
 Builds a single (one day) interpolation of the yield curve. Used in `createRateInterpolator`.
 """

test/runtests.jl

@@ -5,7 +5,7 @@ testdf = getyieldcurves()
 
 @testset "Nominal" begin
 
-    @test names(testdf) == DailyTreasuryYieldCurve.COLNAMES[2:end-1]
+    @test Symbol.(names(testdf)) == DailyTreasuryYieldCurve.COLNAMES[2:end-1]
 
     @test testdf[1,:date] == Date(1990,1,2)
 
@@ -16,7 +16,7 @@ end
 @testset "Real" begin
     testdfr = getyieldcurves(;realrates=true)
 
-    @test names(testdfr) == DailyTreasuryYieldCurve.COLNAMESREAL[2:end]
+    @test Symbol.(names(testdfr)) == DailyTreasuryYieldCurve.COLNAMESREAL[2:end]
 
     @test testdfr[1,:date] == Date(2003,1,2)
 
@@ -40,4 +40,4 @@ end
     filter!(row->Date(2019,1,1) <= row.date <= Date(2019,12,31),testdf)
 
     @test testdf == smalltestdf
-end
+end