IPAmomentumSmallMidCap:

# data-raw/process.R

# Data import and processing pipeline
### Mid cap
MidCapTicker <- c(
  "Bang & Olufsen Holding A/S" = "BO.CO",
  "BankNordik P/F" = "BNORDIK-CSE.CO",
  "Bavarian Nordic A/S" = "BAVA.CO",
  "Brdr.Hartmann A/S" = "HART.CO",
  "Columbus A/S" = "COLUM.CO",
  "D/S Norden" = "DNORD.CO",
  "Højgaard Holding A A/S" = "HOEJ-A.CO",
  "Højgaard Holding B A/S" = "HOEJ-B.CO",
  "IC Group A/S" = "IC.CO",
  "Jutlander Bank A/S" = "JUTBK.CO",
  "Matas A/S" = "MATAS.CO",
  "Nnit A/S" = "NNIT.CO",
  "Orphazyme" = "ORPHA.CO",
  "Per Aarsleff Holding A/S B"= "PAAL-B.CO",
  "Ringkjøbing Landbobank A/S" = "RILBA.CO",
  "SAS AB" = "SAS-DKK.CO",
  "Solar B A/S" = "SOLAR-B.CO",
  "SP Group A/S" = "SPG.CO",
  "Sparekassen Sjælland-Fyn A/S" = "SPKSJF.CO",
  "Tivoli A/S" = "TIV.CO",
  "Torm PLC A" = "TRMD-A.CO",
  "United International Enterpris" = "UIE.CO",
  "Veloxis Pharmaceuticals A/S" = "VELO.CO",
  "Vestjysk Bank A/S" = "VJBA.CO",
  "Zealand Pharma A/S" = "ZEAL.CO")

### Small Cap
SmallCapTicker <- c(
  "Admiral Capital A/S B" = "ADMCAP-B.CO",
  "AGF B" = "AGF-B.CO",
  "Andersen & Martini B A/S" = "AM-B.CO",
  "Arkil Holding B A/S" = "ARKIL-B.CO",
  # "Athena Investments" = "G3E.F", (currency in euro)
  "Atlantic Petroleum P/F" = "ATLA-DKK.CO",
  "BioPorto A/S" = "BIOPOR.CO",
  "Blue Vision A/S A" = "BLVIS-A.CO",
  "Boliga Gruppen A/S" = "EI.CO",
  "Brd Klee B A/S" = "KLEE-B.CO",
  "Brdr A & O Johansen" = "AOJ-P.CO",
  "Brøndby IF Fodbold A/S" = "BIF.CO",
  "cBrain A/S" = "CBRAIN.CO",
  "Cemat A/S" = "CEMAT.CO",
  "ChemoMetec A/S" = "CHEMM.CO",
  "Copenhagen Capital A/S Stam" = "CPHCAP-ST.CO",
  "Danske Andelskassers Bank A/S" = "DAB.CO",
  "Dantax A/S" = "DANT.CO",
  "Djurslands Bank A/S" = "DJUR.CO",
  "DLH A/S" = "DLH.CO",
  "Egetæpper B A/S" = "EGE-B.CO",
  "F.E. Bording B A/S" = "BORD-B.CO",
  "Fast Ejendom Danmark A/S" = "FED.CO",
  "FirstFarms A/S" = "FFARMS.CO",
  "Flügger B A/S" = "FLUG-B.CO",
  "Fynske Bank A/S" = "FYNBK.CO",
  "Gabriel Holding A/S" = "GABR.CO",
  # "German High Street Properties" = "GERHSP-B.CO",
  "Glunz & Jensen Holding A/S" = "GJ.CO",
  "Grønlandsbanken A/S" = "GRLA.CO",
  "Gyldendal A A/S" = "GYLD-A.CO",
  "Gyldendal B A/S" = "GYLD-B.CO",
  "H+H International A/S" = "HH.CO",
  "Harboes Bryggeri B A/S" = "HARB-B.CO",
  "Hvidbjerg Bank A/S" = "HVID.CO",
  # "InterMail B A/S" = "IMAIL-B.CO",
  "Kreditbanken A/S" = "KRE.CO",
  "Lollands Bank A/S" = "LOLB.CO",
  "Luxor B A/S" = "LUXOR-B.CO",
  "Lån og Spar Bank A/S" = "LASP.CO",
  "Migatronic B A/S" = "MIGA-B.CO",
  "Monberg & Thorsen B A/S" = "MT-B.CO",
  "Møns Bank A/S" = "MNBA.CO",
  "NeuroSearch A/S" = "NEUR.CO",
  "Newcap Holding A/S" = "NEWCAP.CO",
  "Nordfyns Bank A/S" = "NRDF.CO",
  "Nordic Shipholding A/S" = "NORDIC.CO",
  "North Media A/S" = "NORTHM.CO",
  "NTR Holding B A/S"  = "NTR-B.CO",
  "Onxeo SA" = "ONXEO.CO",
  "Park Street Nordicom A/S A" = "PSNRDC-A.CO",
  "Parken Sport & Entertainme"= "PARKEN.CO",
  "Prime Office A/S" = "PRIMOF.CO",
  "Rias B A/S" = "RIAS-B.CO",
  "Roblon B A/S" = "RBLN-B.CO",
  "Rovsing A/S" = "ROV.CO",
  "RTX A/S" = "RTX.CO",
  "Salling Bank A/S" = "SALB.CO",
  "Sanistål A/S" = "SANI.CO",
  "Santa Fe Group A/S" = "SFG.CO",
  "Scandinavian Brake Systems A/S" = "SBS.CO",
  "Scandinavian Private Equity" = "SPEAS.CO",
  "Silkeborg IF Invest A/S" = "SIF.CO",
  "Skako A/S" = "SKAKO.CO",
  "Skjern Bank A/S" = "SKJE.CO",
  "Small Cap Danmark A/S" = "SCD.CO",
  "Strategic Investments A/S" = "STRINV.CO",
  "TCM Group A/S" = "TCM.CO",
  "TK Development A/S" = "TKDV.CO",
  "Totalbanken A/S" = "TOTA.CO",
  "Victoria Properties A/S" = "VIPRO.CO",
  "Aalborg Boldspilklub A/S" = "AAB.CO")
#####

MidAssets <- lapply(MidCapTicker, quantmod::getSymbols, auto.assign = FALSE)
SmallAssets <- lapply(SmallCapTicker, quantmod::getSymbols, auto.assign = FALSE)

# Data processing code here...
BothAssets <- c(MidAssets, SmallAssets)

# This should be the last line
devtools::use_data(MidAssets, SmallAssets, BothAssets,  overwrite = T)