R/downloadRfData.R

In nickto/PensionFundsLv: Analysis of Latvian Pension FundsVersion: 0.0.0.9000

#' Download risk-free rate data.
#'
#' \code{downloadRfData} downloads the most recent risk-free rate data into the
#' specified directory and file.
#'
#' @export
#'
#' @param file String, file name. Default is generated based on today's date.
#' @param dir String, directory of the file. Default is generated temporary
#'   directory.
#' @param maturity Numerical, maturity of yield in years.
#' @param start Date (or an object that can be parsed using \code{as.Date}),
#'   start of the period.
#' @param end Date (or an object that can be parsed using \code{as.Date}),
#'   end of the period.
#'
#' @return String, file path where the downloaded data is stored.
#'
#' @source Data comes from
#'   \href{https://www.ecb.europa.eu/stats/money/yc/html/index.en.html}{ECB}.
#'
#' @seealso \code{\link{getRfData}}, \code{\link{downloadFundData}}.
downloadRfData <- function(maturity,
                           file = paste0("rf-data-", Sys.Date(), ".RData"),
                           dir = tempdir(),
                           start = "2004-09-06",
                           end = Sys.Date()) {
  # Error handling
  if (!all(is.character(file),
           is.character(dir),
           length(file) == 1,
           length(dir) == 1)) {
    stop("file and dir should be strings")
  }

  filePathCsv <- paste0(tempfile(), ".csv")
  filePathRdata <- paste0(dir, "/", file)

  # Create folders if does not exist
  if (!dir.exists(dir)) {
    dir.create(dir)
  }

  # Download data to file
  fileUrl <- generateRfUrl(maturity = maturity, start = start, end = end)
  download.file(fileUrl, filePathCsv, mode="wb")

  # Read data from downloaded file
  rfData <- read.csv(filePathCsv, skip=5, header=F)
  names(rfData) <- c("date", "rf")

  # convert date to date format
  rfData$date <-  as.Date(rfData$date)

  save(rfData, file = filePathRdata)

  return(filePathRdata)
}