Week 6: Python Package Development and Social Coding with GitHub

• GitHub Issues and Pull Requests: Enhancing Collaborative Development
• Writing and Publishing Your Own Python Packages

Learning Outcomes

• Python package development with Hatch and Hatchling

• GitHub-based open source contributions (pull requests) using the finm package

• LSEG Datastream via WRDS (brief overview)

• Databento: API-first market data for futures and exchange data

• Introduction to HW 4: yield curve estimation with Nelson-Siegel-Svensson

Agenda

• Brief LSEG Datastream and Databento overview (carried over from Week 5)

  • LSEG Datastream

  • Databento

• Tutorial of Issue Tracker in conjunction with GitHub Pull Requests

  • GitHub Issues and Pull Requests

  • Introduce the finm package as the course’s collaborative open-source package; a low-stakes environment for students to practice submitting PRs.

  • Note: Last year we used stockbeta as the example. stockbeta is published on TestPyPI (but not on the real PyPI), which is useful for illustrating the TestPyPI workflow.

  • A function from the finm package will be used in HW 4.

• Introduction to Hatch and Hatchling

  • Python Packaging with Hatch

• HW 4 Discussion: Yield Curve Estimation

  • Overview of the Nelson-Siegel-Svensson model and CRSP Treasury data (deferred from Week 5)