diff options
Diffstat (limited to 'R/load_cf.R')
| -rw-r--r-- | R/load_cf.R | 20 |
1 files changed, 12 insertions, 8 deletions
diff --git a/R/load_cf.R b/R/load_cf.R index d1b1a7c3..6d9878f3 100644 --- a/R/load_cf.R +++ b/R/load_cf.R @@ -175,21 +175,25 @@ getdealcf <- function(dealnames, zipfiles, tradedate=Sys.Date()){ return( cfdata )
}
-getcusip_indicdata <- function(cusip, dealname, date){
+getcusip_indicdata <- function(Cusip, dealname, date){
sqlstr <- "SELECT DISTINCT isin FROM cusip_universe WHERE cusip=$1"
- r <- dbGetQuery(etdb, sqlstr, params=list(cusip))
+ r <- dbGetQuery(etdb, sqlstr, params=list(Cusip))
if(length(r$isin)>1){
stop("We have a problem")
}
isinval <- r$isin[1]
sqlstr <- "SELECT * FROM historical_dealname_universe($1, $2)"
r <- dbGetQuery(etdb, sqlstr, params = list(dealname, date))
- r <- r %>% group_by(isin) %>% slice(1) %>%
- summarize(cusip, curr_balance, orig_balance, spread, curr_attach) %>%
- arrange(desc(curr_attach)) %>%
- mutate(cum_bal = cumsum(curr_balance)) %>%
- filter(isin==isinval)
- return( r )
+ if(!is.na(isinval)){
+ return(r %>% group_by(isin) %>% slice(1) %>%
+ summarize(cusip, curr_balance, orig_balance, spread, curr_attach) %>%
+ arrange(desc(curr_attach)) %>%
+ mutate(cum_bal = cumsum(curr_balance)) %>% filter(isin==isinval) )
+ }else{
+ return(r %>% select(cusip, curr_balance, orig_balance, spread, curr_attach) %>%
+ arrange(desc(curr_attach)) %>%
+ mutate(cum_bal = cumsum(curr_balance)) %>% filter(cusip==Cusip) )
+ }
}
getcusipcf <- function(params, cfdata, dist, tradedate=Sys.Date()){
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