data-raw/catalog.R

In fognyc/factorr: Tools for Retrieving Factor Time-Series Hosted on Remote Servers

## code to prepare `catalog` dataset goes here

catalog_sz <- 13

url_prefix_FF <- 'http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp'
url_prefix_FF_doc <- 'http://mba.tuck.dartmouth.edu' %>%
  stringr::str_glue('/pages/faculty/ken.french/Data_Library/')
url_prefix_FRED <-  "https://api.stlouisfed.org/fred/"

catalog <- tibble::tibble(
  alias_name = c(rep('', 4),
            'T10Y', 'T1Y', 'Baa_Corp', 'Aaa_Corp',
            'T10Y', 'T1Y', 'Baa_Corp', 'Aaa_Corp',
            'CPI'),
  desc = c('French-Fama 3-Factor US (Monthly)',
           'French-Fama 3-Factor Developed (Monthly)',
           'French-Fama Operating Profitability US (Monthly)',
           'French-Fama Operating Profitability ex. Div. US (Monthly)',
           '10-Year Treasury Constant Maturity Rate (Daily)',
           '1-Year Treasury Constant Maturity Rate (Daily)',
           "Moody's Seasonned Baa Corporate Bond Yield (Daily)",
           "Moody's Seasonned Aaa Corporate Bond Yield (Daily)",
           '10-Year Treasury Constant Maturity Rate (Monthly)',
           '1-Year Treasury Constant Maturity Rate (Monthly)',
           "Moody's Seasonned Baa Corporate Bond Yield (Monthly)",
           "Moody's Seasonned Aaa Corporate Bond Yield (Monthly)",
           'Consumer Price Index for All Urban Consumers'),
  doc_src = c( stringr::str_glue(url_prefix_FF_doc, 'f-f_factors.html'),
               stringr::str_glue(url_prefix_FF_doc, 'f-f_3developed.html'),
               stringr::str_glue(url_prefix_FF_doc, 'det_port_form_op.html'),
               stringr::str_glue(url_prefix_FF_doc, 'det_port_form_op.html'),
               rep(stringr::str_glue(url_prefix_FRED, 'series'), 9)),
  hdl = c('FF_3F_US_M', 'FF_3F_DEV_M', 'FF_OP_US_M', 'FF_OP_exDiv_US_M',
          'FRED_T10Y_US_D', 'FRED_T1Y_US_D', 'FRED_Baa_US_D', 'FRED_Aaa_US_D',
          'FRED_T10Y_US_M', 'FRED_T1Y_US_M', 'FRED_Baa_US_M', 'FRED_Aaa_US_M',
          'FRED_CPI_US_M'),
  hdl_names = list(
    FF_3F_US_M =
      tibble::tibble(names_ = c('year', 'month',	'mkt', 'smb',	'hml', 'rf')),
    FF_3F_DEV_M =
      tibble::tibble(names_ = c('year', 'month',	'mkt', 'smb',	'hml', 'rf')),
    FF_OP_US_M =
      tibble::tibble(names_ = c('year', 'month',
                                'Lo.30', 'Med.40', 'Hi.30',
                                'Lo.20', 'Qnt.2',	'Qnt.3', 'Qnt.4', 'Hi.20',
                                'Lo.10', 'Dec.2', 'Dec.3', 'Dec.4', 'Dec.5',
                                'Dec.6', 'Dec.7', 'Dec.8', 'Dec.9', 'Hi.10')),
    FF_OP_exDiv_US_M =
      tibble::tibble(names_ = c('year', 'month',
                                'Lo.30', 'Med.40', 'Hi.30',
                                'Lo.20', 'Qnt.2',	'Qnt.3', 'Qnt.4', 'Hi.20',
                                'Lo.10', 'Dec.2', 'Dec.3', 'Dec.4', 'Dec.5',
                                'Dec.6', 'Dec.7', 'Dec.8', 'Dec.9', 'Hi.10')),
    FRED_T10Y_US_D =
      tibble::tibble(names_ = c('date', 'T10Y')),
    FRED_T1Y_US_D =
      tibble::tibble(names_ = c('date', 'T11Y')),
    FRED_Baa_US_D =
      tibble::tibble(names_ = c('date', 'Baa_Corp')),
    FRED_Aaa_US_D =
      tibble::tibble(names_ = c('date', 'Aaa_Corp')),
    FRED_T10Y_US_M =
      tibble::tibble(names_ = c('date', 'T10Y')),
    FRED_T1Y_US_M =
      tibble::tibble(names_ = c('date', 'T1Y')),
    FRED_Baa_US_M =
      tibble::tibble(names_ = c('date', 'Baa_Corp')),
    FRED_Aaa_US_M =
      tibble::tibble(names_ = c('date', 'Aaa_Corp')),
    FRED_CPI_US =
      tibble::tibble(names_ = c('date', 'CPI'))),
  internal_id = c( rep('', 4),
                   'DGS10', 'DGS1', 'DBAA', 'DAAA',
                   'GS10', 'GS1', 'BAA', 'AAA',
                   'CPIAUCSL'),
  source = c(rep('Kenneth French Library', 4),
             rep('FRED, Federal Reserve Bank of St. Louis', 9)),
  url_src = c(paste(url_prefix_FF,
                    '/F-F_Research_Data_Factors_TXT.zip',
                    sep = ""),
              paste(url_prefix_FF,
                    '/Developed_3_Factors_TXT.zip',
                    sep = ""),
              paste(url_prefix_FF,
                    '/Portfolios_Formed_on_OP_TXT.zip',
                    sep = ""),
              paste(url_prefix_FF,
                    '/Portfolios_Formed_on_OP_Wout_Div_TXT.zip',
                    sep = ""),
              rep(url_prefix_FRED, 9)
              )
)
stopifnot(length(unique(catalog$desc)) == catalog_sz)
stopifnot(length(unique(catalog$hdl)) == catalog_sz)

usethis::use_data(catalog, internal = T, overwrite = T)

remove(catalog)
remove(catalog_sz)
remove(url_prefix_FF)
remove(url_prefix_FF_doc)
remove(url_prefix_FRED)

# ------------------------------------------------------------------------------
# Managing API keys
file.edit("~/.Renviron")
Sys.setenv(VAR1 = 'value1')
Sys.getenv('VAR1')
Sys.getenv()
Sys.unsetenv('VAR1')

usethis::edit_r_environ()
fs::file_info("~/.Renviron")
fs::file_show("~/.Renviron")
# ------------------------------------------------------------------------------