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Changelog

Source: NEWS.md

pacta.data.preparation 0.1.0.9003

  • Gained functions prepare_abcd_flags_equity() and prepare_abcd_flags_debt() to prepare (#353).

  • Gained function prepare_isin_to_fund_table() to prepare an isin-to-fund lookup table, filtering out fsyms that have more than 1 row and either no fund data or fund data for both rows (#352).

  • Gained function prepare_fund_data() to prepare fund data, filtering to funds with data according to a given threshold and adding a MISSINGWEIGHT holding for the difference (#325).

  • added numerous, minor prepare_*() functions (#348).

  • import_ar_advanced_company_indicators() output now includes all parental attributes from the “Company Ownership” tab (#344).

  • import_ar_advanced_company_indicators() gains an as_factor arg to specify whether or not character columns should be auto-converted to factor (default TRUE, maintaining previous behavior) (#345).

  • breaking change - write_manifest() now takes a pair of vectors with filepaths to input and output files, rather than a set of directories (#340).

pacta.data.preparation 0.1.0.9002

  • breaking change - prepare_entity_info() has a new mandatory argument factset_manual_pacta_sector_override because the internally accessible factset_manual_pacta_sector_override has been removed (#338).

  • breaking change - factset_manual_pacta_sector_override has been removed and is now exported by workflow.factset (#338).

  • breaking change - prepare_entity_info() has a new mandatory argument factset_industry_map_bridge because the internally accessible factset_industry_map_bridge has been removed (#336).

  • breaking change - factset_industry_map_bridge has been removed and is now exported by workflow.factset (#336).

  • factset_issue_code_bridge has been removed and is now exported by workflow.factset (#335).

  • breaking change - write_manifest() arguments have changed to allow passing an input directory specifically for FactSet data

  • FactSet database connection functions have been removed and migrated to https://github.com/RMI-PACTA/workflow.factset

  • release version of {dbplyr} 2.4.0 or greater is now required

  • import_ar_advanced_company_indicators() now also imports the is_ultimate_listed_parent column (only for individual companies, not the entire ownership tree, e.g. `Ownership Level` == 0) from the somewhat new “Company Ownership” tab. This breaks compatibility with older PAMS datasets that do not have this tab.

pacta.data.preparation 0.1.0

  • Gained functions quarter_to_factset_timestamp() and quarter_to_imf_timestamp(), that convert PACTA style quarter string references (e.g. “2021Q4”) to the equivalent FactSet and IMF references (e.g. “2021-12-31” and “2021-Q4” respectively)

  • Data scraping functions (get_currency_exchange_rates(), get_ishares_index_data(), process_ishares_index_data(), and index_regions) have been removed and extracted to a new {pacta.data.scraping} package

  • Gained functions: (get_factset_entity_financing_data(), get_factset_entity_info(), get_factset_financial_data(), get_factset_fund_data(), get_factset_isin_to_fund_table(), get_factset_iss_emissions_data(), write_manifest(), and dataprep_abcd_scen_connection())

  • prepare_masterdata gained functionality to handle Power technologies both with and without "Cap suffix (#285).

  • factset_issue_code_bridge gained updated mapping of FactSet asset_type_code to PACTA asset_type (#261).

  • Several changes to facilitate a new share ownership methodology: (#268)

    • one_adr_eq value from the own_v5_own_sec_adr_ord_ratio table is included in the get_factset_financial_data() output
    • new function calc_shares_all_classes() added
    • prepare_financial_data() now calculates and exports current_shares_outstanding_all_classes column according to the new share ownership methodology, summing the outstanding shares of all relevant equity classes for a given entity
    • now depends on dplyr (>= 1.1.0)
    • {knitr} and {rmarkdown} have been added to Suggests to support vignette rendering
    • new “Share ownership weight attribution method” vignette. see vignette("share_ownership_methodology")

  • Workflow script and Dockerfile removed/extracted into a new workflow.data.preparation repo.

  • Bond roll-up is now calculated. Holdings are roll-ed up with priority to the FactSet defined credit parent, followed by the AI defined credit parent (#243).

  • Gained functions prepare_masterdata, prepare_financial_data and prepare_entity_info (#235, #236, #237).

pacta.data.preparation 0.0.1

  • Added a NEWS.md file to track changes to the package.