R/cleanTicker.R

In rengelke/quantTraiding_trato: Trading Strategies Development Tool Kit

#' Removes or Updates Outdated Stock Ticker Symbols
#'
#' @param x vector containing stock ticker symbols
#'
#' @return vector with stock ticker symbols
#' @import magrittr
#' @export cleanStockTicker
#'
#' @examples cleanStockTicker(stock_ticker)
cleanStockTicker <- function (x) {

  ticker_notwork <- c("GLS1.DE", "FNC.MI", "SPMR.MI", "AIR.DE",
                      "P1Z.DE", "ZC.PA", "ETE.AT", "ALPHA.AT", "HTO.AT",
                      "ELPE.AT", "PPC.AT", "CLS1.DE",
                      "BKIA.MC", "APGN.IR", "TELIA1.HE", "KD8A.SG", "DHER.DE",
                      "JST.DE", "CCAP.DE", "SNH.DE", "SXQP.Z", "SXTP.Z",
                      "SXMR.Z", "SXDP.Z", "XWMD.MI", "BOL.PA", "RCF.PA",
                      "FDR.PA", "ELE.PA", "NDA-FI.HE", "NDA1V.HE")

  x %<>%
    dplyr::filter(complete.cases(company_name)  & complete.cases(index_symbol)) %>%
    dplyr::filter(!(symbol_home %in% ticker_notwork))

  x$symbol_home[x$symbol_home == "JUN3.DE"] <- "JUN3.F"
  x$symbol_home[x$symbol_home == "B4B.DE"] <- "B4B.F"
  x$symbol_home[x$symbol_home == "AIR.DE"] <- "AIR.PA"
  x$symbol_home[x$symbol_home == "CEC.DE"] <- "CEC.F"
  x$symbol_home[x$symbol_home == "SAN.PA"] <- "SNW.F"
  x$symbol_home[x$symbol_home == "EBRO.MC"] <- "AZU.F"
  x$symbol_home[x$symbol_home == "ITX.MC"] <- "IXD1.DE"
  x$symbol_home[x$symbol_home == "GL9.IR"] <- "GLB.L"
  x$symbol_home[x$symbol_home == "KRZ.IR"] <- "KYGA.L"
  x$symbol_home[x$symbol_home == "T7O.IR"] <- "TOT.L"
  x$symbol_home[x$symbol_home == "DHG.IR"] <- "DHG.F"
  x$symbol_home[x$symbol_home == "G24.DE"] <- "G24.F"
  x$symbol_home[x$symbol_home == "SNH.DE"] <- "SNH.F"
  x$symbol_home[x$symbol_home == "DBAN.DE"] <- "DBAN.F"
  x$symbol_home[x$symbol_home == "MF.PA"] <- "WIS.F"
  x$symbol_home[x$symbol_home == "UBI.MI"] <- "BPD.F"
  x$symbol_home[x$symbol_home == "EURN.BR"] <- "OCW.F"
  x$symbol_home[x$symbol_home == "VIO.BR"] <- "VHC.F"
  x$symbol_home[x$symbol_home == "CA.PA"] <- "CAR.F"
  x$symbol_home[x$symbol_home == "EI.PA"] <- "ESL.BE"
  x$symbol_home[x$symbol_home == "BNP.PA"] <- "BNP.MI"
  x$symbol_home[x$symbol_home == "NEX.PA"] <- "NXS.F"
  x$symbol_home[x$symbol_home == "UBI.PA"] <- "UEN.F"
  x$symbol_home[x$symbol_home == "RF.PA"] <- "EUQ.F"
  x$symbol_home[x$symbol_home == "EO.PA"] <- "FAU.F"
  x$symbol_home[x$symbol_home == "FGR.PA"] <- "EF3.F"
  x$symbol_home[x$symbol_home == "FFP.PA"] <- "FFP.F"


  return(x)
}



#' Removes or Updates Outdated ETF Ticker Symbols
#'
#' @param x vector containing ETF ticker symbols
#'
#' @return vector with ETF ticker symbols
#' @import magrittr
#' @export cleanETFTicker
#'
#' @examples cleanETFTicker(ETF_ticker)
cleanETFTicker <- function (x) {

  ticker_notwork <- c("^CDAXX", "^ITMC.MI", "^ITSC.MI", "^FCHI",
                      "000300.SS", "^OMXC20", "^CM100", "^AXJO",
                      "FTSEMIB.MI", "GD.AT", "^N225", "DBXC.DE",
                      "SXQP.Z", "SXTP.Z", "SXDP.Z", "SXMR.Z")
  # "^N225" gives double index when RSI function is applied
  # "^AXJO" index doesn't match
  x %<>%
    dplyr::filter(complete.cases(Name)  & complete.cases(Symbol)) %>%
    dplyr::filter(!(Symbol %in% ticker_notwork))

  #x$symbol_home[x$symbol_home == "EURN.BR"] <- "OCW.F"

  return(x)
}