Week 3: Env Files, Secrets, Automating Queries, and the Basics of SQL#

Learning Outcomes#

  • Env Files Explore what environment files are, their role in separating configuration from code, and their importance in a data science workflow. Demonstrate how to use environment files in Python to manage configurations and parameters without hardcoding them into scripts.

  • Best Practices for Managing Secrets We’ll explore a simple method to securely manage and access secrets in a data science workflow, such as database credentials, API keys, and other confidential data in quantitative finance.

  • Query Automation We’ll then put these two concepts together to demonstrate how to automate a data query from a database.

  • Basic of SQL In our query automation discussion, we’ll discuss some of the very basics of SQL—enough to allow us to make simple joins in our queries.

Agenda#

  • Review HW 2

  • Introduction to WRDS and WRDS Web Queries

  • Discuss .env files and the “strict separation of settings from code” using decouple

    • Start this discussion by explaining how config.py works in HW 2.

  • Hiding secrets in .env files and Git History. How do I scrub Git history?

  • Example: I accidentally edited my test_XYZ.py files

  • Automated Queries on WRDS and the wrds Python package

  • CRSP value weighted index example

  • SQL

  • CRSP industry merge example

  • Discuss HW 3