diff options
Diffstat (limited to 'transactions.R')
| -rw-r--r-- | transactions.R | 26 |
1 files changed, 0 insertions, 26 deletions
diff --git a/transactions.R b/transactions.R deleted file mode 100644 index e36f9c31..00000000 --- a/transactions.R +++ /dev/null @@ -1,26 +0,0 @@ -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])
-}
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