#' @include executeSP.R
#' @include abbToStrategy.R
#' @include make_paramString.R
get_privateCommitments = function(id=NA, strategy=NA, vintage=NA, active = NA, freq = 'd', multiplier = 1)
{
paramString = make_paramString(id, strategy, vintage, active)
procString = "usp_get_Commitments"
commits = executeSP(procString, paramString, schema = "Core")
commits$Effective_Date = as.Date.factor(commits$Effective_Date)
names(commits)[names(commits) == "Effective_Date"] = "Date"
if(nrow(commits)>0)
{
commits = tidyquant::as_xts_(commits, "Date")
names(commits) = "Commitment"
if(freq != "d"){
zoo::index(commits) = lubridate::ceiling_date(zoo::index(commits), "months") - 1
commits = xts::apply.monthly(commits, sum)
fillDates = start(commits) %m+% months(0:(lubridate::interval(start(commits), end(commits))/months(1)))
temp_commits = xts::xts(rep(0, length(fillDates)), order.by = fillDates)
temp_commits[zoo::index(commits)] = commits
if(freq == 'm'){
commits = temp_commits
}
if(freq == 'q'){
commits = xts::apply.quarterly(temp_commits, sum)
zoo::index(commits) = lubridate::ceiling_date(zoo::index(commits), "quarters") - 1
}
if(freq=='y'){
commits = xts::apply.yearly(temp_commits, sum)
zoo::index(commits) = lubridate::ceiling_date(zoo::index(commits), "years") - 1
}
}
return(as.data.frame(commits/multiplier))
} else {
return(NULL)
}
}
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