Merge pull request #78 from jacobvjk/bics_sector_bridge

Bics sector bridge

0_portfolio_input_check_functions.R

@@ -925,7 +925,7 @@ get_and_clean_fin_data <- function(fund_data){
   # Checks to ensure all finds are classified as such
   fin_data <- classify_all_funds(fin_data)
 
-  # fin_data <- add_bics_sector(fin_data)
+  fin_data <- add_bics_sector(fin_data)
 
   # Select relevant columns
   fin_data <- fin_data %>%
@@ -935,7 +935,7 @@ get_and_clean_fin_data <- function(fund_data){
       isin,
       unit_share_price, exchange_rate_usd,
       asset_type, security_type,
-      security_mapped_sector, security_icb_subsector, security_bics_subgroup, # bclass4,
+      security_mapped_sector, security_icb_subsector, security_bics_subgroup, bics_sector, # bclass4,
       maturity_date, coupon_value, amount_issued, current_shares_outstanding_all_classes, unit_share_price,
       sector_override,
       is_sb
@@ -954,14 +954,14 @@ get_and_clean_fin_data <- function(fund_data){
 
 }
 
-# add_bics_sector <- function(fin_data){
-#   
-#   bics_bridge <- read_csv("data/bics_bridge.csv")
-#   
-#   fin_data_ <- left_join(fin_data, bics_bridge, by = c("security_bics_subgroup" = "bics_subsector"))
-#   
-#   
-# }
+add_bics_sector <- function(fin_data){
+
+  bics_bridge <- read_csv("data/bics_bridge.csv")
+
+  fin_data_ <- left_join(fin_data, bics_bridge, by = c("security_bics_subgroup" = "bics_subgroup"))
+
+
+}
 
 get_and_clean_revenue_data <- function(){
 
@@ -1531,24 +1531,24 @@ add_other_to_sector_classifications <- function(audit){
   audit
 }
 
-add_bics_sector <- function(portfolio, comp_fin_data, debt_fin_data){
-  #join in bics sectors for EQ and CB
-  portfolio_eq <- portfolio %>% filter(asset_type == "Equity") %>% 
-    left_join(comp_fin_data %>% select(company_id, bics_sector), by = c("company_id"))
-  portfolio_cb <- portfolio %>% filter(asset_type == "Bonds") %>% 
-    left_join(debt_fin_data %>% select(corporate_bond_ticker, bics_sector), by = c("corporate_bond_ticker"))
-  #separate out other asset_types to handle new variable
-  portfolio_other <- portfolio %>% filter(!asset_type %in% c("Equity", "Bonds"))
-  #if other asset_types has pos. number of entries, add bics_sector with NA value, otherwise add column name
-  if (data_check(portfolio_other)){
-    portfolio_other <- portfolio_other %>% mutate(bics_sector = NA_character_)
-  }else{
-    portfolio_other <- portfolio_other %>% add_column("bics_sector")
-
-  }
-  #bind the diff asset types back together
-  portfolio <- rbind(portfolio_eq, portfolio_cb, portfolio_other)
-
-  return(portfolio)
-
-}
+# add_bics_sector <- function(portfolio, comp_fin_data, debt_fin_data){
+#   #join in bics sectors for EQ and CB
+#   portfolio_eq <- portfolio %>% filter(asset_type == "Equity") %>% 
+#     left_join(comp_fin_data %>% select(company_id, bics_sector), by = c("company_id"))
+#   portfolio_cb <- portfolio %>% filter(asset_type == "Bonds") %>% 
+#     left_join(debt_fin_data %>% select(corporate_bond_ticker, bics_sector), by = c("corporate_bond_ticker"))
+#   #separate out other asset_types to handle new variable
+#   portfolio_other <- portfolio %>% filter(!asset_type %in% c("Equity", "Bonds"))
+#   #if other asset_types has pos. number of entries, add bics_sector with NA value, otherwise add column name
+#   if (data_check(portfolio_other)){
+#     portfolio_other <- portfolio_other %>% mutate(bics_sector = NA_character_)
+#   }else{
+#     portfolio_other <- portfolio_other %>% add_column("bics_sector")
+#     
+#   }
+#   #bind the diff asset types back together
+#   portfolio <- rbind(portfolio_eq, portfolio_cb, portfolio_other)
+#   
+#   return(portfolio)
+#   
+# }

2_project_input_analysis.R

@@ -48,7 +48,7 @@ portfolio <- add_revenue_split(has_revenue, portfolio, revenue_data)
 
 portfolio <- create_ald_flag(portfolio, comp_fin_data, debt_fin_data)
 
-portfolio <- add_bics_sector(portfolio, comp_fin_data, debt_fin_data)
+# portfolio <- add_bics_sector(portfolio, comp_fin_data, debt_fin_data)
 
 eq_portfolio <- create_portfolio_subset(portfolio, 
                                         "Equity", 

data/.gitignore

@@ -1 +1,78 @@
-isins_missing_bbg_data.csv
+### MacOS specific ###
+# Folder view configuration files
+.DS_Store
+Desktop.ini
+
+# Thumbnail cache files
+._*
+Thumbs.db
+
+# Files that might appear on external disks
+.Spotlight-V100
+.Trashes
+
+# Compiled Python files
+*.pyc
+
+# Compiled C++ files
+*.out
+
+# Application specific files
+venv
+node_modules
+.sass_cache
+
+### R ###
+# History files
+.Rhistory
+.Rapp.history
+
+# Session Data files
+.RData
+
+# User-specific files
+.Ruserdata
+
+# Example code in package build process
+*-Ex.R
+
+# Output files from R CMD build
+/*.tar.gz
+
+# Output files from R CMD check
+/*.Rcheck/
+
+# RStudio files
+.Rproj.user/
+
+# produced vignettes
+vignettes/*.html
+vignettes/*.pdf
+
+# OAuth2 token, see https://github.com/hadley/httr/releases/tag/v0.3
+.httr-oauth
+
+# knitr and R markdown default cache directories
+*_cache/
+/cache/
+
+# Temporary files created by R markdown
+*.utf8.md
+*.knit.md
+
+# R Environment Variables
+.Renviron
+
+### R.Bookdown Stack ###
+# R package: bookdown caching files
+/*_files/
+
+# End of https://www.toptal.com/developers/gitignore/api/r
+
+# user data
+.Ruserdata
+
+### Project specific ###
+/outputs/
+/r2dii_data/
+web_folders

data/bics_bridge.csv

@@ -0,0 +1,80 @@
+bics_sector,bics_subgroup
+Communications,Advertising & Marketing
+Industrials,Aerospace & Defense
+Consumer Discretionary,Airlines
+Consumer Discretionary,Apparel & Textile Products
+Consumer Discretionary,Auto Parts Manufacturing
+Consumer Discretionary,Automobiles Manufacturing
+Financials,Banks
+Health Care,Biotechnology
+Communications,Cable & Satellite
+Consumer Discretionary,Casinos & Gaming
+Materials,Chemicals
+Energy,Coal Operations
+Financials,Commercial Finance
+Technology,Communications Equipment
+Materials,Construction Materials Manufacturing
+Financials,Consumer Finance
+Consumer Staples,Consumer Products
+Consumer Discretionary,Consumer Services
+Materials,Containers & Packaging
+Consumer Discretionary,Department Stores
+Technology,"Design, Manufacturing & Distribution"
+Consumer Discretionary,Distributors - Consumer Discretionary
+Financials,Diversified Banks
+Consumer Discretionary,Educational Services
+Industrials,Electrical Equipment Manufacturing
+Communications,Entertainment Content
+Consumer Discretionary,Entertainment Resources
+Energy,Exploration & Production
+Financials,Financial Services
+Consumer Staples,Food & Beverage
+Materials,Forest & Paper Products Manufacturing
+Unclassifiable,Funds & Trusts
+Unclassifiable,Government Agencies
+Unclassifiable,Government Development Banks
+Unclassifiable,Government Regional
+Technology,Hardware
+Health Care,Health Care Facilities & Services
+Consumer Discretionary,Home & Office Products Manufacturing
+Consumer Discretionary,Home Improvement
+Consumer Discretionary,Homebuilders
+Industrials,Industrial Other
+Energy,Integrated Oils
+Communications,Internet Media
+Consumer Discretionary,Leisure Products Manufacturing
+Financials,Life Insurance
+Industrials,Machinery Manufacturing
+Health Care,Managed Care
+Industrials,Manufactured Goods
+Consumer Staples,Mass Merchants
+Health Care,Medical Equipment & Devices Manufacturing
+Materials,Metals & Mining
+Unclassifiable,No Mapping Available
+Energy,Oil & Gas Services & Equipment
+Health Care,Pharmaceuticals
+Energy,Pipeline
+Utilities,Power Generation
+Financials,Property & Casualty Insurance
+Communications,Publishing & Broadcasting
+Industrials,Railroad
+Financials,Real Estate
+Energy,Refining & Marketing
+Energy,Renewable Energy
+Consumer Discretionary,Restaurants
+Consumer Discretionary,Retail - Consumer Discretionary
+Consumer Staples,Retail - Consumer Staples
+Technology,Semiconductors
+Technology,Software & Services
+Unclassifiable,Sovereigns
+Consumer Staples,Supermarkets & Pharmacies
+Unclassifiable,Supranationals
+Consumer Staples,Tobacco
+Industrials,Transportation & Logistics
+Consumer Discretionary,Travel & Lodging
+Utilities,Utilities
+Industrials,Waste & Environment Services & Equipment
+Unclassifiable,Winding Up Agencies
+Unclassifiable,Wireless Telecommunications Services
+Unclassifiable,Wireline Telecommunications Services
+Unclassifiable,NA