In bczekanski/project7:

knitr::opts_chunk$set(echo = TRUE)

library(knitr)
library(ws.data)
library(dplyr)
library(lubridate)
library(zoo)
library(RcppRoll)
library(ggplot2)
library(reshape)
#Dont want to use reshape long term
library(tidyr)
library(project7)
library(htmlTable)

x <- get_data()
#x -> x
#z -> z 
y <- x 


#library(devtools)
#use_data(x, overwrite = TRUE)

#head(z)
# one <- comp_ret1(y)
# two <- comp_ret2(y)
# three <- comp_ret3(one, two)



z <- compute_ret(y)
#use_data(z, overwrite = TRUE)
w <- do_rank(z, 10, 3, 10) 
#use_data(w, overwrite  = TRUE)

v <- tbl_one(w)

## Table One
htmlTable(round(v, 3),
          header = c("J", "Portfolio&dagger;", "Returns", "Volume", "SzRank", "Price", "3", "6", "9", "12", "24", "36"),
          rnames = FALSE,
          rgroup = c(3, 6, 9, 12),
          n.rgroup = c(4, 4, 4,4),
          cgroup = c("", "Returns per Month"),
          n.cgroup = c(6, 6),
          tfoot = "&dagger; Portfolio 0 represents the difference between Portfolio 10 and Portfolio 1"
          )

t <- tbl_two(w)

  htmlTable(round(t, 3),
          header = c("Returns", "1", "2", "3", "0", "1", "2", "3", "0", "1", "2", "3", "0",  "1", "2", "3", "0"),
          rnames = FALSE,
          rgroup = c(3, 6, 9, 12),
          n.rgroup = c(4, 4, 4,4),
          cgroup = c("", "k = 3", "k = 6", "k = 9", "k = 12"),
          n.cgroup = c(1, 4, 4, 4, 4),
          tfoot = "&dagger; Portfolio 0 represents the difference between Portfolio 10 and Portfolio 1"
          )

w2 <- do_rank(z, 3, 10, 10)  

t2 <- tbl_three(w2)

htmlTable(round(t2, 3),
          header = c("Returns", "1", "2", "3", "0", "1", "2", "3", "0", "1", "2", "3", "0",  "1", "2", "3", "0"),
          rnames = FALSE,
          rgroup = c(3, 6, 9, 12),
          n.rgroup = c(4, 4, 4,4),
          cgroup = c("", "k = 3", "k = 6", "k = 9", "k = 12"),
          n.cgroup = c(1, 4, 4, 4, 4),
          tfoot = "&dagger; Portfolio 0 represents the difference between Portfolio 10 and Portfolio 1"
          )

r <- left_join(w, secref, by = "symbol") %>%
  select(- id)
unique.tickers <- unique(r$symbol)
unique.sectors <- unique(r$m.sec)
unique.industries <- unique(r$m.ind)

bczekanski/project7 documentation built on Dec. 15, 2019, 10:44 p.m.