library(DBI)
library(plutoDbR)
library(plutoR)
library(tidyverse)
options("scipen"=999)
source("../R/config.R")
iflows <- InvestmentFlowsIndia()
# get daily DII and FII flows for the last 20 days for the cash market
print("daily DII and FII flows for the last 20 days for the cash market:")
stDate <- Sys.Date() - 30
diiCash <- iflows$DiiCashMarket() %>%
group_by(TIME_STAMP, SECURITY_TYPE) %>%
summarize(BUY = sum(BUY_VALUE),
SELL = sum(SELL_VALUE),
NET = sum(BUY_VALUE - SELL_VALUE)) %>%
filter(TIME_STAMP >= stDate) %>%
select(TIME_STAMP, SECURITY_TYPE, BUY, SELL, NET)
fiiCash <- iflows$FiiCashMarket() %>%
group_by(TIME_STAMP, SECURITY_TYPE) %>%
summarize(BUY = sum(BUY_VALUE),
SELL = sum(SELL_VALUE),
NET = sum(BUY_VALUE - SELL_VALUE)) %>%
filter(TIME_STAMP >= stDate) %>%
select(TIME_STAMP, SECURITY_TYPE, BUY, SELL, NET)
diiCash %>%
full_join(fiiCash, by=c('TIME_STAMP', 'SECURITY_TYPE')) %>%
collect() %>%
mutate(BUY = replace_na(BUY.x, 0) + replace_na(BUY.y, 0),
SELL = replace_na(SELL.x, 0) + replace_na(SELL.y,0),
NET = replace_na(NET.x,0) + replace_na(NET.y,0)) %>%
select(TIME_STAMP, SECURITY_TYPE, BUY, SELL, NET) %>%
print(n=Inf)
# get instruments traced for DIIs in the derivative market
print("instruments traced for DIIs in the derivative market")
iflows$DiiDerivativesMarket() %>%
group_by(SECURITY_TYPE) %>%
summarize(ST_DT = min(TIME_STAMP), ED_DT = max(TIME_STAMP)) %>%
arrange(ST_DT) %>%
print(n = Inf)
# get instruments traced for FIIs in the derivative market
print("instruments traced for FIIs in the derivative market")
iflows$FiiDerivativesMarket() %>%
group_by(SECURITY_TYPE) %>%
summarize(ST_DT = min(TIME_STAMP), ED_DT = max(TIME_STAMP)) %>%
arrange(ST_DT) %>%
print(n = Inf)
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