R/db_opt_hist.R

In pritamdalal/backtestr: Wrangling Code For Backtesting

#' Retrieve all results from a query
#' 
#' Retrieves database entries for a specific query
#' @export



db_opt_hist<- function(chr_query){
    
    # getting the database connection
    db_conn <- db_connection()
    
    # code to retreive data from database
    rs <- RMariaDB::dbSendQuery(db_conn, chr_query)
    data <- RMariaDB::dbFetch(rs, -1)
    RMariaDB::dbHasCompleted(rs)
    df_data <- tibble::as_tibble(data) # converting to tibble
    RMariaDB::dbClearResult(rs)
    RMariaDB::dbDisconnect(db_conn)
    
    # # selecting only the columns that we want
    # df_data <-
    #     df_data %>% 
    #     dplyr::select(
    #         underlying_symbol = UnderlyingSymbol
    #         , underlying_price = UnderlyingPrice
    #         #, flags = Flags
    #         #, option_symbol = OptionSymbol
    #         , type = Type
    #         , expiration = Expiration
    #         , data_date = DataDate
    #         , strike = Strike
    #         #, last = Last
    #         , bid = Bid
    #         , ask = Ask
    #         , volume = Volume
    #         , open_interest = OpenInterest
    #         , t1_open_interest = T1OpenInterest
    #         , iv_mean = IVMean
    #         #, iv_bid = IVBid
    #         #, iv_ask = IVAsk
    #         #, delta = Delta
    #         #, gamma = Gamma
    #         #, theta = Theta
    #         #, vega = Vega
    #         #, aka = AKA
    #     ) %>% 
    #     dplyr::mutate(
    #         mid = (bid + ask) / 2
    #         #, delta = abs(delta)
    #     )
    # 
    # if (exclude_zero_bid){
    #     df_data <- 
    #         df_data %>% dplyr::filter(bid > 0)
    # }
    # 
    # df_data <- 
    #     df_data %>% dplyr::select(underlying_symbol:ask, mid, volume:iv_mean)
    # 
    df_data
    
}