diff options
Diffstat (limited to 'R/intex_deal_functions.R')
| -rw-r--r-- | R/intex_deal_functions.R | 15 |
1 files changed, 5 insertions, 10 deletions
diff --git a/R/intex_deal_functions.R b/R/intex_deal_functions.R index 270fc07d..658cac4e 100644 --- a/R/intex_deal_functions.R +++ b/R/intex_deal_functions.R @@ -2,6 +2,7 @@ library(RQuantLib) library(data.table) library(doParallel) library(lossdistrib) +library(dplyr) hostname <- system("hostname", intern=TRUE) if(hostname=="debian"){ @@ -15,21 +16,15 @@ source("db.R") etdb <- dbConn("ET") getdealdata <- function(dealname, workdate){ - sqlstring <- paste0("select marketvalue from et_deal_model_numbers where dealname=$1 and ", - "updatedate in (select max(updatedate) from et_deal_model_numbers where ", - "dealname = $2 and updatedate<=$3)") - mv <- dbGetQuery(etdb, sqlstring, - params = list(dealname, dealname, workdate))$marketvalue + mv <- etdb %>% tbl("et_deal_model_numbers") %>% + filter(dealname == !!dealname, updatedate <= !! workdate) %>% + arrange(desc(updatedate)) %>% head(1) %>% pull(marketvalue) sqlstring <- paste0("select \"Curr Collat Bal\", reinv_end_date, ", "first_pay_date , maturity, \"Principal Bal\" , pay_day from ", "historical_clo_universe($1, $2)") dealdata <- dbGetQuery(etdb, sqlstring, params=list(dealname, workdate)) - if(!length(mv)){ - dealdata$mv <- NA - }else{ - dealdata$mv <- mv - } + dealdata$mv <- if(!length(mv)) NA else mv return(dealdata) } |