Merge pull request #37 from tbeason/revisions

CSV missingstring, documentation, compat updates

Project.toml

@@ -1,7 +1,7 @@
 name = "FamaFrenchData"
 uuid = "bd2a388e-9788-4ef7-9fc3-f4c919ffde82"
 authors = ["Tyler Beason <[email protected]>"]
-version = "0.4.1"
+version = "0.4.2"
 
 [deps]
 CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
@@ -13,7 +13,7 @@ ZipFile = "a5390f91-8eb1-5f08-bee0-b1d1ffed6cea"
 [compat]
 CSV = "^0.7.6, 0.8, 0.9"
 DataFrames = "0.19.4, 0.20, 0.21, 0.22, 1"
-Downloads = "1.4, 1.5"
+Downloads = "1.4, 1.5, 1.6"
 ZipFile = "0.8.4, 0.9"
 julia = "^1.3"
 

README.md

@@ -35,10 +35,19 @@ The Fama-French 3 factor model is a commonly used empirical asset pricing model.
 ```julia
 using FamaFrenchData, DataFrames
 
+# read the Fama-French 3 factors (monthly and annual)
 tables, tablenotes, filenotes = readFamaFrench("F-F_Research_Data_Factors")
 
 FF3_monthly = tables[1]
 FF3_annual = tables[2]
+
+# read the Fama-French 3 factors (daily)
+tablesd, tablenotesd, filenotesd = readFamaFrench("F-F_Research_Data_Factors_Daily")
+FF3_daily = tables[1]
+
+# read the 25 Size-B/M portfolios (monthly and annual)
+tables25, tablenotes25, filenotes25 = readFamaFrench("25_Portfolios_5x5")
+FF_ME_BM_25 = tables25[1]
 ```
 
 

src/FamaFrenchData.jl

@@ -25,9 +25,24 @@ Returns three pieces:
 
     - `tables::Vector{DataFrame}` - the extracted tables
 
-    - `tablenotes::Vector{String}` - any notes to the 
+    - `tablenotes::Vector{String}` - any notes to the tables
     
     - `filenotes::String` - notes at the top of the file
+
+Example Usage:
+
+```julia
+using DataFrames, FamaFrenchData
+
+# read the Fama-French 3 factors (monthly and annual)
+tables, tablenotes, filenotes = readFamaFrench("F-F_Research_Data_Factors")
+
+# read the Fama-French 3 factors (daily)
+tablesd, tablenotesd, filenotesd = readFamaFrench("F-F_Research_Data_Factors_Daily")
+
+# read the 25 Size-B/M portfolios (monthly and annual)
+tables25, tablenotes25, filenotes25 = readFamaFrench("25_Portfolios_5x5")
+```
 """
 function readFamaFrench(ffn;kwargs...)
     if !isfile(ffn)
@@ -125,7 +140,7 @@ Returns three pieces:
     - `filenotes::String` - notes at the top of the file
 """
 function parsefile(lines;kwargs...)
-    csvopt = (missingstrings = ["-99.99","-999"],normalizenames = false,kwargs...)
+    csvopt = (missingstring = ["-99.99","-999"],normalizenames = false,kwargs...)
 
     stringarray = readlines(lines,keep=true)
     striparray = strip.(stringarray)