Tue, 12 Oct 2021

GitHub Streak: Round Eight

Seven years ago I referenced the Seinfeld Streak used in an earlier post of regular updates to to the Rcpp Gallery:

This is sometimes called Jerry Seinfeld’s secret to productivity: Just keep at it. Don’t break the streak.

and then showed the first chart of GitHub streaking 366 days:

github activity october 2013 to october 2014

And six years ago a first follow-up appeared in this post about 731 days:

github activity october 2014 to october 2015

And five years ago we had a followup at 1096 days

github activity october 2015 to october 2016

And four years ago we had another one marking 1461 days

github activity october 2016 to october 2017

And three years ago another one for 1826 days

github activity october 2017 to october 2018

And two year another one bringing it to 2191 days

github activity october 2018 to october 2019

And last year another one bringing it to 2257 days

github activity october 2019 to october 2020

And as today is October 12, here is the newest one from 2020 to 2021 with a new total of 2922 days:

github activity october 2020 to october 2021

Again, special thanks go to Alessandro Pezzè for the Chrome add-on GithubOriginalStreak.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/computers/misc | permanent link

RcppQuantuccia 0.0.4 on CRAN: Updated Calendar

A new release of RcppQuantuccia arrived on CRAN earlier today. RcppQuantuccia brings the Quantuccia header-only subset / variant of QuantLib to R. At the current stage, it mostly offers date and calendaring functions.

This release is the first in two years and brings a few internal updates (such as a swift to continuous integration to the trusted r-ci setup) along with a first update of the United States calendar. Which, just like RQuantLib, now knows about two new calendars LiborUpdate and FederalReserve. So now we can for example look for holidays during June of next year under the ‘Federal Reserve’ calendar and see

> library(RcppQuantuccia)
> setCalendar("UnitedStates/FederalReserve")
> getHolidays(as.Date("2022-06-01"), as.Date("2022-06-30"))
[1] "2022-06-20"
> 

that Juneteenth 2022 will be observed on (Monday) June 20th.

We should note that Quantuccia itself was a bit of a trial balloon and is not actively maintained so we may concentrate on these calendaring functions to keep them in sync with QuantLib. Being a header-only subset is good, and the removal of the (very !!) “expensive” (in terms of compiled library size) Sobol sequence-based RNG in release 0.0.3 was the right call. So time permitting, a leaner, meaner RcppQuantuccia with a calendaring focus may emerge.

The complete list changes follows.

Changes in version 0.0.4 (2021-10-12)

  • Allow for 'Null' calendar without weekends or holidays

  • Switch CI use to r-ci

  • Updated UnitedStates calendar to current QuantLib calendar

  • Small updates to DESCRIPTION and README.md

Courtesy of CRANberries, there is also a diffstat report relative to the previous release. More information is on the RcppQuantuccia page. Issues and bugreports should go to the GitHub issue tracker.

If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rcpp | permanent link