reformat, bump version to v0.2.1

SaguaroCapital · Jun 5, 2023 · 8ef5625 · 8ef5625
1 parent 3a2c978
commit 8ef5625
Show file tree

Hide file tree

Showing 2 changed files with 7 additions and 3 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "SaguaroTrader"
 uuid = "26277856-a3f7-4646-aaac-f090473ab108"
 authors = ["Tyler Thomas <[email protected]>"]
-version = "0.2.0"
+version = "0.2.1"
 
 [deps]
 CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"

diff --git a/src/data/daily_bar_csv.jl b/src/data/daily_bar_csv.jl
@@ -141,7 +141,11 @@ function _convert_bar_frame_into_df_bid_ask(
     df_bid = vcat(df_open, df_close; cols=:union)
     sort!(df_bid, time_col)
     if any(ismissing.(df_bid.Ask))
-        df_bid = transform(df_bid, "Ask" .=> x -> impute(x, LOCF(;limit=limit); dims=:cols); renamecols=false)
+        df_bid = transform(
+            df_bid,
+            "Ask" .=> x -> impute(x, LOCF(; limit=limit); dims=:cols);
+            renamecols=false,
+        )
     end
     df_bid.Bid = df_bid.Ask
 
@@ -189,7 +193,7 @@ struct CSVDailyBarSource <: DataSource
         csv_symbols::Union{Nothing,Vector{Symbol}}=nothing,
         market_open::Dates.CompoundPeriod=Hour(14) + Minute(30),
         market_close::Dates.CompoundPeriod=Hour(20) + Minute(59),
-        start_dt::DateTime=DateTime(1900), 
+        start_dt::DateTime=DateTime(1900),
         end_dt::DateTime=DateTime(2100),
         time_col::Symbol=:timestamp,
         open_col::Symbol=:Open,