diff --git a/R/bsef.R b/R/bsef.R index a2019db..d057abc 100644 --- a/R/bsef.R +++ b/R/bsef.R @@ -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 @@ -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") } }