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Using std eval rather than lazy loading (#10)
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imanuelcostigan committed Aug 16, 2015
1 parent 2b68370 commit 893b8cb
Showing 1 changed file with 20 additions and 24 deletions.
44 changes: 20 additions & 24 deletions R/bsef.R
Original file line number Diff line number Diff line change
@@ -1,11 +1,3 @@
if (getRversion() >= "2.15.1") {
utils::globalVariables(c('tradeDate', 'assetclass', 'security', 'currency',
'priceOpen', 'priceHigh', 'priceLow', 'priceClose', 'settlementPrice',
'totalVolume', 'blockTradeVolume', 'totalVolumeUsd', 'blockTradeVolumeUsd',
'priceopen', 'pricehigh', 'pricelow', 'priceclose', 'pricesettlement',
'totalvolume', 'blocktradevolume', 'totalvolumeusd', 'blocktradevolumeusd'))
}

#' Get Bloomberg SEF data
#'
#' The Bloomberg Swap Execution Facility (SEF) offers customers the ability to
Expand Down Expand Up @@ -92,23 +84,27 @@ format_bsef_data <- function (df) {
return(dplyr::data_frame())
} else {
message('Formatting BSEF data...')
mutations <- list(
~lubridate::ymd_hms(tradeDate),
~as.numeric(priceOpen),
~as.numeric(priceHigh),
~as.numeric(priceLow),
~as.numeric(priceClose),
~as.numeric(settlementPrice),
~as.numeric(totalVolume),
~as.numeric(blockTradeVolume),
~as.numeric(totalVolumeUsd),
~as.numeric(blockTradeVolumeUsd)
)
mutation_names <- c("date", "priceOpen", "priceHigh", "priceLow",
"priceClose", "settlementPrice", "totalVolume", "blockTradeVolume",
"totalVolumeUsd", "blocktradevolumeusd")
df %>%
dplyr::mutate(date = lubridate::ymd_hms(tradeDate),
assetclass = factor(assetclass),
security = factor(security),
currency = factor(toupper(currency)),
priceopen = as.numeric(priceOpen),
pricehigh = as.numeric(priceHigh),
pricelow = as.numeric(priceLow),
priceclose = as.numeric(priceClose),
pricesettlement = as.numeric(settlementPrice),
totalvolume = as.numeric(totalVolume),
blocktradevolume = as.numeric(blockTradeVolume),
totalvolumeusd = as.numeric(totalVolumeUsd),
blocktradevolumeusd = as.numeric(blockTradeVolumeUsd)) %>%
dplyr::select(date, assetclass, security, currency, priceopen, pricehigh,
pricelow, priceclose, pricesettlement, totalvolume, blocktradevolume,
totalvolumeusd, blocktradevolumeusd)
dplyr::mutate_(.dots = setNames(mutations, mutation_names)) %>%
dplyr::select_("date", "assetclass", "security", "currency",
"priceopen", "pricehigh", "pricelow", "priceclose", "pricesettlement",
"totalvolume", "blocktradevolume", "totalvolumeusd",
"blocktradevolumeusd")
}
}

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