R/Audit_Trail.R

In andyyao95/USstocks: contains daily US Stock data from 1998-2007

#Wrote this as a function, so the package actually builds properly
audit_trail <- function() {
    library(ws.data)
    library(dplyr)
    library(lubridate)
  
  #1. Making a daily data set that includes all of 1998-2007
  
  #import the data
  data(daily.1998)
  data(daily.1999)
  data(daily.2000)
  data(daily.2001)
  data(daily.2002)
  data(daily.2003)
  data(daily.2004)
  data(daily.2005)
  data(daily.2006)
  data(daily.2007)
  
  #merge all the years into one frame
  stocks <- rbind(
    daily.1998, daily.1999, daily.2000, daily.2001, daily.2002, daily.2003, daily.2004, daily.2005, daily.2006, daily.2007)
  
  
  #2. Including the information from secref
  data(secref)
  temp_secref <- select(secref, id, m.sec, m.ind, name)
  stocks <- left_join(stocks, temp_secref, by = "id")
  
  #3. Using lubridate to create a year variable in stocks (from the previous v-date variable)
  stocks <- mutate(stocks, year = year(ymd(v.date)))
  
  #4. Now, we simply merge the information from yearly onto the final frame
  data(yearly)
  temp_yearly <- select(yearly, id, cap.usd, top.1500, year)
  stocks <- left_join(stocks, temp_yearly, by = c("id", "year"))
  
  #5. And voila, stocks is the final data frame which we want
  
  #Use the following command to save the data as Rdata
  #devtools::use_data(stocks)
}