The key script in this repo is R/scrape_cash_rate.R. This file parses
market expectations for the cash rate based on the latest ASX cash rate
implied yield
curve.
The data is saved as a CSV in daily_data. The file
combined_data/all_data.Rds contains a dataframe that is the
combination of all the daily data CSVs.
Note that there was a gap in the data collection between 1 July and 20 July, as the ASX changed its website.
I offer no assurance that this will continue to work, or that the data extracted using this script will be free of errors.
The .github/workflows/refresh_data.yaml file contains the instructions
to GitHub Actions to tell it to run scrape_cash_rate.R each day and
commit the results in this repo.
Please fork/copy/modify as you see fit.
The file R/viz_cash_rate.R produces visualisations of this data, which
are shown below:
#> Warning: Removed 126 rows containing missing values or values outside the scale range
#> (`geom_point()`).
#> Warning: Removed 126 rows containing missing values or values outside the scale range
#> (`geom_line()`).
