R/GetRatios.R

In tcspears/t1Fundamentals: Thomson One Fundamentals

#' GetRatios
#' 
#' Calculates a set of fundamental ratios for a given firm
#' @param firm.name Name of firm
#' @param sheets A list of T1 sheets
#' @param ratio.names (optional) A character vector of ratio names. If none is specified, all available ratios are returned.
#' @param dates (optional) A character vector of reporting dates. These can either be years (e.g. '2014') or specific dates (e.g. '2014-05-12).
#' @param common.dates (optional) A logical indicating whether ratios should only be calculated for dates that are common to all fundamentals, or for all possible dates. This is useful if you want the output to be a data.frame rather than a list.
#' @return A matrix of ratios (one per column)

GetRatios <- function(firm.name,sheets,ratio.names=NULL,dates=NULL,common.dates=FALSE){
  # If ratio.names is left unspecified, then return information on all ratios.
  if(is.null(ratio.names)){
    ratio.names <- names(RatioInfo())
  }
  
  # Generate a list containing a matrix of fundamentals needed to calculate each ratio specified in ratio.names
  # (using information provided by RatioInfo())
  fundamentals <- lapply(ratio.names,FUN= function(x) GetFundamentals(firm.name,RatioInfo(x)[[1]][[1]],sheets,dates))
  
  # If common.dates is set to true, then subset fundamentals using only dates that are common to all
  # fundamentals. 
  if(common.dates){
    dates <- Reduce(f=intersect,lapply(fundamentals,function(x) rownames(x)))
    fundamentals <- lapply(fundamentals,FUN=function(x) x[rownames(x) %in% dates,])
  } 
  
  # Generate a matrix of ratios using fundamentals by applying the ratio functions produced by RatioInfo()
  out <- mapply(ratio.names,fundamentals,FUN=function(x,y) RatioInfo(x)[[1]][[2]](y))
  
  # Set the firm.name attribute for the ratios.
  attributes(out)$firm <- firm.name
  
  # Return the ratios.
  return(out)
}