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more work on combining all into single dataframe
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pat-alt committed Jan 14, 2024
1 parent a6a1e69 commit 4e3ead2
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223 changes: 222 additions & 1 deletion dev/Manifest.toml
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@

julia_version = "1.10.0"
manifest_format = "2.0"
project_hash = "34d2f60abaf39507ff15b849671f9aa1c9c1174f"
project_hash = "6513938bfd5cfb8417557e3be387b14d094804cf"

[[deps.ArgTools]]
uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
Expand All @@ -25,18 +25,66 @@ git-tree-sha1 = "2dc09997850d68179b69dafb58ae806167a32b1b"
uuid = "d1d4a3ce-64b1-5f1a-9ba4-7e7e69966f35"
version = "0.1.8"

[[deps.CSV]]
deps = ["CodecZlib", "Dates", "FilePathsBase", "InlineStrings", "Mmap", "Parsers", "PooledArrays", "PrecompileTools", "SentinelArrays", "Tables", "Unicode", "WeakRefStrings", "WorkerUtilities"]
git-tree-sha1 = "679e69c611fff422038e9e21e270c4197d49d918"
uuid = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
version = "0.10.12"

[[deps.CodecZlib]]
deps = ["TranscodingStreams", "Zlib_jll"]
git-tree-sha1 = "cd67fc487743b2f0fd4380d4cbd3a24660d0eec8"
uuid = "944b1d66-785c-5afd-91f1-9de20f533193"
version = "0.7.3"

[[deps.Compat]]
deps = ["TOML", "UUIDs"]
git-tree-sha1 = "75bd5b6fc5089df449b5d35fa501c846c9b6549b"
uuid = "34da2185-b29b-5c13-b0c7-acf172513d20"
version = "4.12.0"
weakdeps = ["Dates", "LinearAlgebra"]

[deps.Compat.extensions]
CompatLinearAlgebraExt = "LinearAlgebra"

[[deps.CompilerSupportLibraries_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "e66e0078-7015-5450-92f7-15fbd957f2ae"
version = "1.0.5+1"

[[deps.ConcurrentUtilities]]
deps = ["Serialization", "Sockets"]
git-tree-sha1 = "8cfa272e8bdedfa88b6aefbbca7c19f1befac519"
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version = "2.3.0"

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version = "4.1.1"

[[deps.DataAPI]]
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version = "1.15.0"

[[deps.DataFrames]]
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git-tree-sha1 = "04c738083f29f86e62c8afc341f0967d8717bdb8"
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version = "1.6.1"

[[deps.DataStructures]]
deps = ["Compat", "InteractiveUtils", "OrderedCollections"]
git-tree-sha1 = "ac67408d9ddf207de5cfa9a97e114352430f01ed"
uuid = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
version = "0.18.16"

[[deps.DataValueInterfaces]]
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version = "1.0.0"

[[deps.Dates]]
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uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"
Expand All @@ -58,9 +106,25 @@ git-tree-sha1 = "4558ab818dcceaab612d1bb8c19cee87eda2b83c"
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version = "1.2.0"

[[deps.FilePathsBase]]
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uuid = "48062228-2e41-5def-b9a4-89aafe57970f"
version = "0.9.21"

[[deps.FileWatching]]
uuid = "7b1f6079-737a-58dc-b8bc-7a2ca5c1b5ee"

[[deps.Future]]
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uuid = "9fa8497b-333b-5362-9e8d-4d0656e87820"

[[deps.Git]]
deps = ["Git_jll"]
git-tree-sha1 = "51764e6c2e84c37055e846c516e9015b4a291c7d"
Expand All @@ -79,16 +143,37 @@ git-tree-sha1 = "abbbb9ec3afd783a7cbd82ef01dcd088ea051398"
uuid = "cd3eb016-35fb-5094-929b-558a96fad6f3"
version = "1.10.1"

[[deps.InlineStrings]]
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git-tree-sha1 = "9cc2baf75c6d09f9da536ddf58eb2f29dedaf461"
uuid = "842dd82b-1e85-43dc-bf29-5d0ee9dffc48"
version = "1.4.0"

[[deps.InteractiveUtils]]
deps = ["Markdown"]
uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"

[[deps.InvertedIndices]]
git-tree-sha1 = "0dc7b50b8d436461be01300fd8cd45aa0274b038"
uuid = "41ab1584-1d38-5bbf-9106-f11c6c58b48f"
version = "1.3.0"

[[deps.IteratorInterfaceExtensions]]
git-tree-sha1 = "a3f24677c21f5bbe9d2a714f95dcd58337fb2856"
uuid = "82899510-4779-5014-852e-03e436cf321d"
version = "1.0.0"

[[deps.JLLWrappers]]
deps = ["Artifacts", "Preferences"]
git-tree-sha1 = "7e5d6779a1e09a36db2a7b6cff50942a0a7d0fca"
uuid = "692b3bcd-3c85-4b1f-b108-f13ce0eb3210"
version = "1.5.0"

[[deps.LaTeXStrings]]
git-tree-sha1 = "50901ebc375ed41dbf8058da26f9de442febbbec"
uuid = "b964fa9f-0449-5b57-a5c2-d3ea65f4040f"
version = "1.3.1"

[[deps.LibCURL]]
deps = ["LibCURL_jll", "MozillaCACerts_jll"]
uuid = "b27032c2-a3e7-50c8-80cd-2d36dbcbfd21"
Expand Down Expand Up @@ -122,6 +207,10 @@ git-tree-sha1 = "f9557a255370125b405568f9767d6d195822a175"
uuid = "94ce4f54-9a6c-5748-9c1c-f9c7231a4531"
version = "1.17.0+0"

[[deps.LinearAlgebra]]
deps = ["Libdl", "OpenBLAS_jll", "libblastrampoline_jll"]
uuid = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"

[[deps.Logging]]
uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"

Expand All @@ -146,6 +235,15 @@ deps = ["Artifacts", "Libdl"]
uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
version = "2.28.2+1"

[[deps.Missings]]
deps = ["DataAPI"]
git-tree-sha1 = "f66bdc5de519e8f8ae43bdc598782d35a25b1272"
uuid = "e1d29d7a-bbdc-5cf2-9ac0-f12de2c33e28"
version = "1.1.0"

[[deps.Mmap]]
uuid = "a63ad114-7e13-5084-954f-fe012c677804"

[[deps.MozillaCACerts_jll]]
uuid = "14a3606d-f60d-562e-9121-12d972cd8159"
version = "2023.1.10"
Expand All @@ -154,6 +252,11 @@ version = "2023.1.10"
uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908"
version = "1.2.0"

[[deps.OpenBLAS_jll]]
deps = ["Artifacts", "CompilerSupportLibraries_jll", "Libdl"]
uuid = "4536629a-c528-5b80-bd46-f80d51c5b363"
version = "0.3.23+2"

[[deps.OpenSSL]]
deps = ["BitFlags", "Dates", "MozillaCACerts_jll", "OpenSSL_jll", "Sockets"]
git-tree-sha1 = "51901a49222b09e3743c65b8847687ae5fc78eb2"
Expand All @@ -166,22 +269,51 @@ git-tree-sha1 = "cc6e1927ac521b659af340e0ca45828a3ffc748f"
uuid = "458c3c95-2e84-50aa-8efc-19380b2a3a95"
version = "3.0.12+0"

[[deps.OrderedCollections]]
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uuid = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
version = "1.6.3"

[[deps.PCRE2_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "efcefdf7-47ab-520b-bdef-62a2eaa19f15"
version = "10.42.0+1"

[[deps.Parsers]]
deps = ["Dates", "PrecompileTools", "UUIDs"]
git-tree-sha1 = "8489905bcdbcfac64d1daa51ca07c0d8f0283821"
uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0"
version = "2.8.1"

[[deps.Pkg]]
deps = ["Artifacts", "Dates", "Downloads", "FileWatching", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Serialization", "TOML", "Tar", "UUIDs", "p7zip_jll"]
uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
version = "1.10.0"

[[deps.PooledArrays]]
deps = ["DataAPI", "Future"]
git-tree-sha1 = "36d8b4b899628fb92c2749eb488d884a926614d3"
uuid = "2dfb63ee-cc39-5dd5-95bd-886bf059d720"
version = "1.4.3"

[[deps.PrecompileTools]]
deps = ["Preferences"]
git-tree-sha1 = "03b4c25b43cb84cee5c90aa9b5ea0a78fd848d2f"
uuid = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
version = "1.2.0"

[[deps.Preferences]]
deps = ["TOML"]
git-tree-sha1 = "00805cd429dcb4870060ff49ef443486c262e38e"
uuid = "21216c6a-2e73-6563-6e65-726566657250"
version = "1.4.1"

[[deps.PrettyTables]]
deps = ["Crayons", "LaTeXStrings", "Markdown", "PrecompileTools", "Printf", "Reexport", "StringManipulation", "Tables"]
git-tree-sha1 = "88b895d13d53b5577fd53379d913b9ab9ac82660"
uuid = "08abe8d2-0d0c-5749-adfa-8a2ac140af0d"
version = "2.3.1"

[[deps.Printf]]
deps = ["Unicode"]
uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
Expand All @@ -200,10 +332,26 @@ uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
deps = ["SHA"]
uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"

[[deps.Reexport]]
git-tree-sha1 = "45e428421666073eab6f2da5c9d310d99bb12f9b"
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version = "1.2.2"

[[deps.RegularExpressions]]
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version = "0.1.0"

[[deps.SHA]]
uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
version = "0.7.0"

[[deps.SentinelArrays]]
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git-tree-sha1 = "0e7508ff27ba32f26cd459474ca2ede1bc10991f"
uuid = "91c51154-3ec4-41a3-a24f-3f23e20d615c"
version = "1.4.1"

[[deps.Serialization]]
uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"

Expand All @@ -215,11 +363,50 @@ version = "1.1.0"
[[deps.Sockets]]
uuid = "6462fe0b-24de-5631-8697-dd941f90decc"

[[deps.SortingAlgorithms]]
deps = ["DataStructures"]
git-tree-sha1 = "66e0a8e672a0bdfca2c3f5937efb8538b9ddc085"
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version = "1.10.0"

[[deps.Statistics]]
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[[deps.SuiteSparse_jll]]
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version = "7.2.1+1"

[[deps.TOML]]
deps = ["Dates"]
uuid = "fa267f1f-6049-4f14-aa54-33bafae1ed76"
version = "1.0.3"

[[deps.TableTraits]]
deps = ["IteratorInterfaceExtensions"]
git-tree-sha1 = "c06b2f539df1c6efa794486abfb6ed2022561a39"
uuid = "3783bdb8-4a98-5b6b-af9a-565f29a5fe9c"
version = "1.0.1"

[[deps.Tables]]
deps = ["DataAPI", "DataValueInterfaces", "IteratorInterfaceExtensions", "LinearAlgebra", "OrderedCollections", "TableTraits"]
git-tree-sha1 = "cb76cf677714c095e535e3501ac7954732aeea2d"
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uuid = "a4e569a6-e804-4fa4-b0f3-eef7a1d5b13e"
Expand Down Expand Up @@ -250,6 +437,35 @@ uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
[[deps.Unicode]]
uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"

[[deps.WeakRefStrings]]
deps = ["DataAPI", "InlineStrings", "Parsers"]
git-tree-sha1 = "b1be2855ed9ed8eac54e5caff2afcdb442d52c23"
uuid = "ea10d353-3f73-51f8-a26c-33c1cb351aa5"
version = "1.4.2"

[[deps.WorkerUtilities]]
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uuid = "76eceee3-57b5-4d4a-8e66-0e911cebbf60"
version = "1.6.1"

[[deps.XLSX]]
deps = ["Artifacts", "Dates", "EzXML", "Printf", "Tables", "ZipFile"]
git-tree-sha1 = "319b05e790046f18f12b8eae542546518ef1a88f"
uuid = "fdbf4ff8-1666-58a4-91e7-1b58723a45e0"
version = "0.10.1"

[[deps.XML2_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Libiconv_jll", "Zlib_jll"]
git-tree-sha1 = "801cbe47eae69adc50f36c3caec4758d2650741b"
uuid = "02c8fc9c-b97f-50b9-bbe4-9be30ff0a78a"
version = "2.12.2+0"

[[deps.ZipFile]]
deps = ["Libdl", "Printf", "Zlib_jll"]
git-tree-sha1 = "f492b7fe1698e623024e873244f10d89c95c340a"
uuid = "a5390f91-8eb1-5f08-bee0-b1d1ffed6cea"
version = "0.10.1"

[[deps.Zlib_jll]]
deps = ["Libdl"]
uuid = "83775a58-1f1d-513f-b197-d71354ab007a"
Expand All @@ -261,6 +477,11 @@ git-tree-sha1 = "b54ff233a6a183ad366d29fa0e3ff9bb921692db"
uuid = "5d31d589-30fb-542f-b82d-10325e863e38"
version = "2.35.0+0"

[[deps.libblastrampoline_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "8e850b90-86db-534c-a0d3-1478176c7d93"
version = "5.8.0+1"

[[deps.nghttp2_jll]]
deps = ["Artifacts", "Libdl"]
uuid = "8e850ede-7688-5339-a07c-302acd2aaf8d"
Expand Down
4 changes: 4 additions & 0 deletions dev/Project.toml
Original file line number Diff line number Diff line change
@@ -1,4 +1,8 @@
[deps]
ArtifactUtils = "8b73e784-e7d8-4ea5-973d-377fed4e3bce"
Artifacts = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"
CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
CodecZlib = "944b1d66-785c-5afd-91f1-9de20f533193"
DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
RegularExpressions = "27faeba3-bc54-5829-b163-df8cb949fe88"
XLSX = "fdbf4ff8-1666-58a4-91e7-1b58723a45e0"
8 changes: 5 additions & 3 deletions dev/get_data.jl
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,9 @@ raw_data_dir = "dev/data/fomc-hawkish-dovish-main/data"
if !isdir(raw_data_dir)
tgz = Downloads.download("https://github.com/gtfintechlab/fomc-hawkish-dovish/archive/refs/heads/main.tar.gz")
open(GzipDecompressorStream, tgz) do io
Tar.extract(x -> contains(x.path, "fomc-hawkish-dovish-main/data"), io, "dev/data")
Tar.extract(
x -> contains(x.path, "fomc-hawkish-dovish-main/data"),
io, "dev/data"
)
end
end

end
5 changes: 5 additions & 0 deletions dev/pre_process.jl
Original file line number Diff line number Diff line change
@@ -1,3 +1,8 @@
# Get data from the web and save it to a file
include("get_data.jl")

# Utils:
include("utils.jl")

# Meetin minutes data:
include("pre_process_mm.jl")
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