diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/load_bloomberg_data.R | 15 |
1 files changed, 8 insertions, 7 deletions
diff --git a/R/load_bloomberg_data.R b/R/load_bloomberg_data.R index b3dff18a..fc7f9af2 100644 --- a/R/load_bloomberg_data.R +++ b/R/load_bloomberg_data.R @@ -1,7 +1,8 @@ library(RPostgreSQL)
library(Rbbg)
-source('etdb.R')
-load("bloomberg_data.RData")
+root.dir <- "//WDSENTINEL/share/CorpCDOs"
+source(file.path(root.dir, "code", "R", "etdb.R"))
+load(file.path(root.dir, "data", "bloomberg_data.RData"))
cusips <- dbGetQuery(dbCon, "select distinct cusip from et_collateral")
bbgCon <- blpConnect(throw.ticker.errors=FALSE)
@@ -19,8 +20,8 @@ corpcusips <- substr(rownames(dataCorp[which(!is.na(dataCorp$ISSUER)),]),1,9) dataCorp <- dataCorp[which(!is.na(dataCorp$ISSUER)),]
rownames(dataCorp) <- substr(rownames(dataCorp), 1, 9)
dataCorp <- data.frame(CUSIP=rownames(dataCorp), dataCorp )
-fh = file(paste0("//WDSENTINEL/share/CorpCDOs/data/bloomberg/bloomberg_datacorp_",
-Sys.Date(),".csv"),"wb")
+fh = file(file.path(root.dir, "data", "bloomberg",
+paste0("bloomberg_datacorp_",Sys.Date(),".csv")),"wb")
write.csv(dataCorp, file=fh, row.names=F)
close(fh)
@@ -39,11 +40,11 @@ mtgecusips <- substr(rownames(dataMtge[which(!is.na(dataMtge$ISSUER)),]),1,9) dataMtge <- dataMtge[which(!is.na(dataMtge$ISSUER)),]
rownames(dataMtge) <- substr(rownames(dataMtge), 1, 9)
dataMtge <- data.frame(CUSIP=rownames(dataMtge), dataMtge )
-fh = file(paste0("//WDSENTINEL/share/CorpCDOs/data/bloomberg/bloomberg_datamtge_",
-Sys.Date(),".csv"),"wb")
+fh = file(file.path(root.dir, "data", "bloomberg",
+paste0("bloomberg_datamtge_", Sys.Date(), ".csv"), "wb"))
write.csv(dataMtge, file=fh, row.names=F)
close(fh)
## save(corpcusips, mtgecusips, dataCorp, dataMtge, file="bloomberg_data.RData")
-save(corpcusips, mtgecusips, dataCorp, dataMtge, file="bloomberg_data.RData")
+save(corpcusips, mtgecusips, dataCorp, dataMtge, file=file.path(root.dir, "data", "bloomberg_data.RData"))
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