examples/EquitiesIndiaNse.R

In shyams80/plutoR: Financial Data Models for Pluto

library(DBI)
library(plutoDbR)
library(plutoR)
library(tidyverse)

options("scipen"=99999)
source("../R/config.R")

equitiesIndiaNse <- EquitiesIndiaNse()

# fetch the earliest 10 listed equity

print("earliest 10 listed equity")
equitiesIndiaNse$Tickers() %>%
  arrange(DATE_LISTING) %>%
  head(10) %>%
  print(n=Inf)

# fetch some "misc" info for State Bank of India

maxDt <- (equitiesIndiaNse$MiscInfo() %>%
  summarize(MAX_DT = max(TIME_STAMP)) %>%
  collect())$MAX_DT[[1]]

print("SBIN's latest misc info: ")
equitiesIndiaNse$MiscInfo() %>%
  filter(TIME_STAMP == maxDt & SYMBOL == 'SBIN') %>%
  print(n=Inf)

# fetch the market-cap decile of DHFL since we started capturing the data-set

print("market-cap deciles for DHFL over time:")
equitiesIndiaNse$MarketCapDecile() %>%
  filter(SYMBOL == 'DHFL') %>%
  arrange(TIME_STAMP) %>%
  print(n=Inf)

# fetch the latest end-of-day prices for State Bank of India

maxDt <- (equitiesIndiaNse$EodTimeSeries() %>%
  summarize(MAX_DT = max(TIME_STAMP)) %>%
  collect())$MAX_DT[[1]]

print("latest end-of-day prices for SBIN:")
equitiesIndiaNse$EodTimeSeries() %>%
  filter(TIME_STAMP == maxDt & SYMBOL == 'SBIN') %>%
  print()

# fetch the last 10 day EOD prices for State Bank of India equity

print("last 10 day EOD prices for SBIN equity:")
equitiesIndiaNse$EodTimeSeries() %>%
  filter(SYMBOL == 'SBIN' & (SERIES == 'EQ' | SERIES == 'BE')) %>%
  arrange(desc(TIME_STAMP)) %>%
  head(10) %>%
  print(n=Inf)

# UPL did a 1:2 bonus on 2019-07-02. see unadjusted eod vs. adjusted eod

startDt <- as.Date("2019-06-15")
endDt <- as.Date("2019-07-15")

print("unadjusted eod")

equitiesIndiaNse$EodTimeSeries() %>%
  filter(SYMBOL == "UPL" & TIME_STAMP >= startDt & TIME_STAMP <= endDt) %>%
  arrange(TIME_STAMP) %>%
  print(n=Inf)

print("adjusted eod")

equitiesIndiaNse$EodAdjustedTimeSeries() %>%
  filter(SYMBOL == "UPL" & TIME_STAMP >= startDt & TIME_STAMP <= endDt) %>%
  arrange(TIME_STAMP) %>%
  print(n=Inf)

# fetch the last 10 day returns for State Bank of India

print("the last 10 day returns for SBIN: ")
equitiesIndiaNse$DailyReturns() %>%
  filter(SYMBOL == "SBIN") %>%
  arrange(desc(TIME_STAMP)) %>%
  head(10) %>%
  print(n=Inf)

# fetch the last 10 corporate actions for State Bank of India

print("the last 10 corporate actions for SBIN: ")
equitiesIndiaNse$CorporateActions() %>%
  filter(SYMBOL == "SBIN") %>%
  arrange(desc(EX_DATE)) %>%
  head(10) %>%
  print(n=Inf)

# fetch the last 10 corporate events for State Bank of India

print("the last 10 corporate events for SBIN: ")
equitiesIndiaNse$CorporateEvents() %>%
  filter(SYMBOL == "SBIN") %>%
  arrange(desc(EVENT_DATE)) %>%
  head(10) %>%
  print(n=Inf)

# fetch the last 24 quarter EPS for State Bank of India

print("the last 24 quarter EPS for SBIN: ")
refs <- equitiesIndiaNse$CorporateResultsMeta() %>%
  filter(SYMBOL == 'SBIN' & IS_CONSOLIDATED == 0 & PERIOD %like% '%quarter') %>%
  collect() %>%
  arrange(desc(PERIOD_END)) %>%
  head(24) %>%
  select(REF_ID, PERIOD_END, PERIOD)

print(refs)

for(i in 1:nrow(refs)){
  ref <- refs[i,]
  print(ref)

  rid <- ref$REF_ID[1]

  t1 <- equitiesIndiaNse$CorporateResults() %>%
    filter(REF_ID == rid & (KEY %like% '%diluted%before%' |
                              (H1 %like% '%before%' & KEY %like% '%diluted%'))) %>%
    collect() %>%
    as.data.frame()

  if(nrow(t1) == 0){
    t2 <- equitiesIndiaNse$CorporateResults() %>%
      filter(REF_ID == rid & (KEY %like% '%diluted' | H1 %like% '%diluted%')) %>%
      as.data.frame()

    print(t2)
  } else {
    print(t1)
  }

}

# get raw ownership pattern of INFY

print("raw ownership pattern of INFY")
equitiesIndiaNse$ShareholdingPatternRaw() %>%
  filter(SYMBOL == 'INFY' & KEY %like% "%scrr%") %>%
  select(TIME_STAMP, VALUE, KEY) %>%
  arrange(TIME_STAMP) %>%
  head(10) %>%
  print(n=Inf)

# get raw ownership pattern of 3MINDIA

print("xbrl ownership pattern of 3MINDIA")
equitiesIndiaNse$ShareholdingPatternXbrl() %>%
  filter(SYMBOL == 'INFY'
         & KEY_1 == "ShareholdingOfPromoterAndPromoterGroup"
         & KEY_2 == "ShareholdingAsAPercentageOfTotalNumberOfShares") %>%
  select(TIME_STAMP, KEY_1, KEY_2, VALUE) %>%
  arrange(desc(TIME_STAMP)) %>%
  head(10) %>%
  print(n=Inf)