README.md

In bilnash/CSE: Get Casablanca Stock Exchange (Morocco) Data Directly Into R

:warning: Warning :warning: The project has been moved to a new location, and the version at that location is no longer working due to changes in Casablanca Stock Exchange API. New version is available at https://github.com/bilnash/RCSE

CSE

The goal of CSE (Casablanca Stock Exchange) is to simplify financial programming workflow with Casablanca stock exchange data.

Currently, it implements 3 mains functions:

• listed_symbols: Returns all listed symbols (stocks, indexes, or both) in Casablanca stock exchange.

• get_symbol: Returns a symbol historical data corresponding to a specific date range.

• ipo_date: Returns a symbol IPO (Initial Public Offering) date.

Installation

You can install CSE from github with:

• Quick Installation without vignette:

# install.packages("devtools")
devtools::install_github("bilnash/CSE", build_vignettes = FALSE)

• Installation with vignette:

# install.packages("devtools")
devtools::install_github("bilnash/CSE", build_vignettes = TRUE)

Documentation

Please refer to the package vignette:

vignette("cse_vignette", package = "CSE")

Also available at: https://bilnash.github.io/CSE/vignettes/cse_vignette.html

Basic Example

This is a basic example which shows you how to use CSE:

listed_stocks <- CSE::listed_symbols(type = "stock")

available_indexes <- CSE::listed_symbols(type = "index")

sample(listed_stocks, size = 6L)

| Stock | |:--------------| | ZELLIDJA S.A | | CIH | | SAMIR | | REBAB COMPANY | | MED PAPER | | SOTHEMA |

head(available_indexes)

| INDEX_CODE | DESCRIPTION | |:------------|:----------------------------------| | AGRO | Food producers & Processors | | ASSUR | Insurance | | BANK | Banks | | B&MC | Construction & Building Materials | | BOISS | Beverages | | ESGI | Casablanca ESG 10 |

cosumar_data <- CSE::get_symbol(symbol = "COSUMAR", from = "2015-01-01", to = "2021-09-29", 
                                type = "stock", format.as.xts = FALSE)

masi_data <- CSE::get_symbol(symbol = "MASI", from = "2015-01-01", to = "2021-09-29", 
                             type = "index", format.as.xts = FALSE)

head(cosumar_data)

| Date | Open | High | Low | Close | Adjusted | Quantity | Volume | Capitalisation | |:-----------|-------:|-------:|----------:|--------:|---------:|---------:|-----------:|---------------:| | 2015-01-02 | 0.0 | NaN | 66660.20 | 1600.00 | 106.66 | 0 | 0.0 | 6705691200 | | 2015-01-06 | 1532.0 | 111.26 | 102.12 | 1669.00 | 111.26 | 36 | 56522.0 | 6994874133 | | 2015-01-07 | 0.0 | NaN | 666601.99 | 166.90 | 111.26 | 0 | 0.0 | 6994874133 | | 2015-01-08 | 161.1 | 108.12 | 107.39 | 162.20 | 108.12 | 202627 | 32696568.7 | 6797894454 | | 2015-01-09 | 168.5 | 112.32 | 112.32 | 168.50 | 112.32 | 1365 | 230002.5 | 7061931045 | | 2015-01-12 | 168.5 | 112.32 | 111.42 | 167.15 | 111.42 | 302 | 50770.8 | 7005351776 |

tail(masi_data)

| Date | Value | |:-----------|---------:| | 2021-09-22 | 12973.40 | | 2021-09-23 | 13078.03 | | 2021-09-24 | 13131.88 | | 2021-09-27 | 13122.02 | | 2021-09-28 | 13169.39 | | 2021-09-29 | 13197.28 |

bilnash/CSE documentation built on Oct. 1, 2024, 4:17 p.m.