aboutsummaryrefslogtreecommitdiffstats
path: root/transactions.R
diff options
context:
space:
mode:
Diffstat (limited to 'transactions.R')
-rw-r--r--transactions.R26
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])
-}