Package index • pacta.data.preparation

All functions

calc_shares_all_classes(): Calculate the number of shares across all equity asset classes

dataprep_abcd_scen_connection(): Combine ABCD and scenario data into the [equity/bonds]_abcd_scenario.rds format that is used by portfolio.analysis

determine_relevant_years(): Determine relevant years

import_ar_advanced_company_indicators(): Import the data from a version of Asset Resolution's proprietary Advanced Company Indicators XLSX into a tidy data frame.

import_ar_masterdata(): Import the data from a version of Asset Resolution's bespoke masterdata_*.csv files into a tidy data frame.

prepare_abcd_flags_bonds(): Title

prepare_abcd_flags_equity(): Title

prepare_ar_company_id__country_of_domicile(): Prepare an ar_company_id__country_of_domicile lookup table from the entity_info data

prepare_ar_company_id__credit_parent_ar_company_id(): Prepare an ar_company_id__credit_parent_ar_company_id lookup table from the entity_info data

prepare_ar_company_id__sectors_with_assets__debt(): Prepare an ar_company_id__sectors_with_assets__debt lookup table from the masterdata_debt_datastore data

prepare_ar_company_id__sectors_with_assets__ownership(): Prepare an ar_company_id__sectors_with_assets__ownership lookup table from the masterdata_ownership_datastore data

prepare_company_id__creditor_company_id(): Prepare a company_id__creditor_company_id lookup table from Asset Impact's masterdata_debt data

prepare_entity_info(): Prepare the entity_info output data frame from data frames imported from the factset_entity_info.rds and ar_company_id__factset_entity_id.rds files

prepare_factset_entity_id__ar_company_id(): Prepare a factset_entity_id__ar_company_id lookup table from Asset Impact's ar_company_id__factset_entity_id crosswalk

prepare_factset_entity_id__credit_parent_id(): Prepare a factset_entity_id__credit_parent_id lookup table from entity_info

prepare_factset_entity_id__security_mapped_sector(): Prepare a factset_entity_id__security_mapped_sector lookup table from entity_info

prepare_financial_data(): Prepare the financial_data output data frame from the imported factset_financial_data.rds file

prepare_fund_data(): Prepare fund data, filtering to funds with data according to a given threshold and adding a MISSINGWEIGHT holding for the difference

prepare_isin_to_fund_table(): Prepare isin_to_fund_table, filtering out fsyms that have more than 1 row and either no fund data or fund data for both rows

prepare_iss_average_sector_emission_intensities(): Prepare a iss_average_sector_emission_intensities object

prepare_iss_company_emissions(): Prepare an iss_company_emissions object from factset_iss_emissions_data

prepare_iss_entity_emission_intensities(): Prepare a iss_entity_emission_intensities object

prepare_masterdata(): Prepare the masterdata_ownership_datastore or masterdata_debt_datastore output data frame from an import of a raw AR masterdata_* CSV

prepare_masterdata_debt(): Prepare the masterdata_debt_datastore object from a raw masterdata_debt CSV

prepare_total_fund_list(): Prepare a total_fund_list object from fund_data

quarter_to_factset_timestamp(): Convert a PACTA style quarter string to a FactSet style date string for the last day of that quarter

quarter_to_imf_timestamp(): Convert a PACTA style quarter string to an IMF style quarter string

standardize_asset_type_names(): Standardize asset type names

write_manifest(): Write a manifest.json file to the specified path including critical information about the files and parameters used to prepare the data