1 files changed, 26 insertions, 0 deletions
diff --git a/R/transactions.R b/R/transactions.R
new file mode 100644
index 00000000..e36f9c31
--- /dev/null
+++ b/R/transactions.R
@@ -0,0 +1,26 @@
+transdir <- "U:/cmo_cdu/trans"
+transsave <- "W:/CorpCDOs/Transaction Data/"
+dealnames<-dir()
+stripext <- function(name,extlen=3){
+  substr(name,1,nchar(name)-extlen-1)
+}
+for(i in 1:length(dealnames)){
+  dealnames[i] <- stripext(dealnames[i])
+}
+
+for(i in 1:length(dealnames)){
+  temp <- read.table(paste(dealnames[i],"cdt",sep="."),skip=23,header=T,fill=T,sep="\t",quote="")
+  temp$DATE <- as.Date(strptime(temp$DATE,"%Y%m%d"))
+  assign(dealnames[i],temp)
+}
+
+purchased <- function(dealname){
+  deal <- get(dealname)
+  subset <- which(deal$ACTIVITY=="Purchase")
+  zoo(cbind(deal$AMOUNT[subset],deal$PRICE[subset]),deal$DATE[subset])
+}
+sold <- function(dealname){
+  deal <- get(dealname)
+  subset <- which(deal$ACTIVITY=="Sale")
+  zoo(cbind(deal$AMOUNT[subset],deal$PRICE[subset]),deal$DATE[subset])
+}