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]) }