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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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