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Universe.R
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Universe.Historical <-
function(Ref.Date)
{
if(!class(Ref.Date) == "Date")
stop("Ref.Date must be a Date Object", call. = FALSE)
Ref.Date <- format(Ref.Date,"%Y%m%d")
filepath <- paste("Universe/", Ref.Date, ".csv", sep = "")
if(!file.exists(filepath))
stop("universe as of reference date doesn't exist", call. = FALSE)
ret <- read.csv(filepath)
ret <- ret[, -1, drop = FALSE]
ret$Ticker <- as.character(ret$Ticker)
return(ret)
}
Universe.New <-
function()
{
New.Date <- format(Sys.Date(),"%Y%m%d")
filepath <- paste("Universe/", New.Date, ".csv", sep = "")
if(file.exists(filepath)){
ret <- read.csv(filepath)
ret <- ret[, -1, drop = FALSE]
}else{
SZASHR <- bds("SZASHR Index","INDX_MEMBERS")
#SZASHR$Exchange <- "SZ"
SHASHR <- bds("SHASHR Index","INDX_MEMBERS")
#SHASHR$Exchange <- "SH"
ret <- rbind(SZASHR,SHASHR)
names(ret)[1] <- "Ticker"
ret$Ticker <- as.character(paste(ret$Ticker,"Equity"))
write.csv(ret,file = filepath)
}
return(ret)
}