diff options
| -rw-r--r-- | R/serenitasdb.R | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/R/serenitasdb.R b/R/serenitasdb.R index 89cc7733..400f0a2c 100644 --- a/R/serenitasdb.R +++ b/R/serenitasdb.R @@ -37,14 +37,14 @@ set.index.desc <- function(index, date=Sys.Date()){ cdslist <- function(indexname, date=Sys.Date()){ basketid <- nameToBasketID(indexname, date) - sqlstr <- "select * from CDS_Issuers where index_list @> '{%s}'" - return( dbGetQuery(serenitasdb, sprintf(sqlstr, basketid))) + sqlstr <- "select * from bbg_issuers where Array[$1::int] && index_list" + return( dbGetQuery(serenitasdb, sqlstr, params=list(basketid))) } -arr.convert <- function(arr){ +arr.convert <- function(arr, ncol=8){ arr <- unlist(lapply(arr, function(x)strsplit(substr(x,2,nchar(x)-1),",",fixed=TRUE))) arr[arr=="NULL"] <- NA - arr <- matrix(as.numeric(arr), nrow=length(arr)/8, ncol=8, byrow=T) + arr <- matrix(as.numeric(arr), nrow=length(arr)/ncol, ncol=ncol, byrow=T) colnames(arr) <- c("6m", "1y", "2y", "3y", "4y", "5y", "7y", "10y") return(arr) } |