2017年10月4日水曜日

managing portfolio - building portfolio table.

x <- as.data.frame(tapply(read.csv("~/f3.csv")$quantity,read.csv("~/f3.csv")$ticker,sum))
colnames(x)[1] <- "shares"
z <- as.data.frame(tapply(read.csv("~/f3.csv")$quantity,read.csv("~/f3.csv")$ticker,sum))
colnames(z)[1] <- "shares"
z2 <- transform(z,ticker=rownames(z))
my_pf <- transform(z2,currency=mapply(function(x) read.csv("~/f3.csv")[grep(x,read.csv("~/f3.csv")$ticker),5][1],my_pf$ticker))
mapply(my_getsymbols,my_pf$currency,my_pf$ticker)
my_pf <- transform(my_pf,total=mapply(function(x,y) x*last(get(as.character(y))[,4]),z2$shares,z2$ticker))
tapply(my_pf$total,my_pf$currency,sum)
beep(1)
tapply(my_pf$total,my_pf$currency,sum)["JPY"] + tapply(my_pf$total,my_pf$currency,sum)["USD"] * last(USDJPY)

Convert CSV to data.frame for a portfolio vol1

> x <- as.data.frame(tapply(read.csv("~/f3.csv")$quantity,read.csv("~/f3.csv")$ticker,sum))
> x
       tapply(read.csv("~/f3.csv")$quantity, read.csv("~/f3.csv")$ticker,
FAS                                                                  13138
SPXL                                                                 21000
YJ2040                                                                2647
YJ7974                                                                 100
> colnames(x)[1] <- "shares"
> z <- as.data.frame(tapply(read.csv("~/f3.csv")$quantity,read.csv("~/f3.csv")$ticker,sum))
> colnames(z)[1] <- "shares"
> z2 <- transform(z,ticker=rownames(z))
> z2
       shares ticker
FAS     13138    FAS
SPXL    21000   SPXL
YJ2040   2647 YJ2040
YJ7974    100 YJ7974
> my_pf <- transform(z2,total=mapply(function(x,y) x*last(get(as.character(y))[,4]),z2$shares,z2$ticker))
       shares ticker      total
FAS     13138    FAS   721670.3
SPXL    21000   SPXL   792540.0
YJ2040   2647 YJ2040 49869480.0
YJ7974    100 YJ7974  4202000.0
> my_pf
       shares      total ticker
FAS     13138   721670.3    FAS
SPXL    21000   792540.0   SPXL
YJ2040   2647 49869480.0 YJ2040
YJ7974    100  4202000.0 YJ7974
> my_pf <- transform(z2,total=mapply(function(x,y) x*last(get(as.character(y))[,4]),z2$shares,z2$ticker))
> my_pf <- transform(my_pf,currency=mapply(function(x) read.csv("~/f3.csv")[grep(x,read.csv("~/f3.csv")$ticker),5][1],my_pf$ticker))
>my_pf
       shares ticker      total currency
FAS     13138    FAS   721670.3      USD
SPXL    21000   SPXL   792540.0      USD
YJ2040   2647 YJ2040 49869480.0      JPY
YJ7974    100 YJ7974  4202000.0      JPY

> tapply(my_pf$total,my_pf$currency,sum)
     JPY      USD
54071480  1514210