Test Price From VND and CAFEF source

Test tq_bigquery()

Choose random 10 codes to test with time from ‘2017-01-01’ to ‘2018-01-01’.

library(VNDS)
library(dplyr)

ls_VND <- VNDS::tq_bigquery( symbols = c('VND','VPB','FPT','ABC','MSN',
                                        'BID','SHB','SSI','VCB','MBB'),
                             from = '2017-01-01',
                             to = '2018-01-01',
                             src = 'VND',
                             minimal = FALSE)
## 1 - 5  :  VND VPB FPT ABC MSNNULL
## #VND from 2017-01-01 to 2018-01-01 already cloned 
## #VPB from 2017-01-01 to 2018-01-01 already cloned 
## #FPT from 2017-01-01 to 2018-01-01 already cloned 
## #ABC from 2017-01-01 to 2018-01-01 already cloned 
## #MSN from 2017-01-01 to 2018-01-01 already cloned 
## 6 - 10  :  BID SHB SSI VCB MBBNULL
## #BID from 2017-01-01 to 2018-01-01 already cloned 
## #SHB from 2017-01-01 to 2018-01-01 already cloned 
## #SSI from 2017-01-01 to 2018-01-01 already cloned 
## #VCB from 2017-01-01 to 2018-01-01 already cloned 
## #MBB from 2017-01-01 to 2018-01-01 already cloned
ls_CAFEF <- VNDS::tq_bigquery(symbols = c('VND','VPB','FPT','ABC','MSN',
                                         'BID','SHB','SSI','VCB','MBB'),
                             from = '2017-01-01',
                             to = '2018-01-01',
                             src = 'CAFEF',
                             minimal = FALSE)
## 1 - 5  :  VND VPB FPT ABC MSNNULL
## #VND from 2017-01-01 to 2018-01-01 already cloned 
## #VPB from 2017-01-01 to 2018-01-01 already cloned 
## #FPT from 2017-01-01 to 2018-01-01 already cloned 
## #ABC from 2017-01-01 to 2018-01-01 already cloned 
## #MSN from 2017-01-01 to 2018-01-01 already cloned 
## 6 - 10  :  BID SHB SSI VCB MBBNULL
## #BID from 2017-01-01 to 2018-01-01 already cloned 
## #SHB from 2017-01-01 to 2018-01-01 already cloned 
## #SSI from 2017-01-01 to 2018-01-01 already cloned 
## #VCB from 2017-01-01 to 2018-01-01 already cloned 
## #MBB from 2017-01-01 to 2018-01-01 already cloned
f_check <- function(i){
ls_VND[[i]] %>% left_join(ls_CAFEF[[i]], by = c("date")) %>% 
  transmute(
    date = date,
    dif.open = open.x - open.y,
    dif.close = close.x - close.y,
    dif.high = high.x - high.y,
    dif.open = low.x - low.y,
    dif.match = match.volume.x - match.volume.y
  ) %>% 
  summarise(
    open = sum(dif.open),
    close = sum(dif.close),
    high = sum(dif.high),
    open = sum(dif.open),
    match = sum(dif.match))
}

f_checkdetail <- function(i){
ls_VND[[i]] %>% left_join(ls_CAFEF[[i]], by = c("date")) %>% 
  transmute(
    date = date,
    dif.open = open.x - open.y,
    dif.close = close.x - close.y,
    dif.high = high.x - high.y,
    dif.open = low.x - low.y,
    dif.match = match.volume.x - match.volume.y
  )
}

lapply(c(1:10),f_check)
## [[1]]
## # A tibble: 1 x 4
##    open close  high match
##   <dbl> <dbl> <dbl> <dbl>
## 1     0     0     0     0
## 
## [[2]]
## # A tibble: 1 x 4
##    open close  high match
##   <dbl> <dbl> <dbl> <dbl>
## 1     0     0     0     0
## 
## [[3]]
## # A tibble: 1 x 4
##    open close  high match
##   <dbl> <dbl> <dbl> <dbl>
## 1     0     0     0     0
## 
## [[4]]
## # A tibble: 1 x 4
##    open close  high match
##   <dbl> <dbl> <dbl> <dbl>
## 1    NA    NA    NA    NA
## 
## [[5]]
## # A tibble: 1 x 4
##    open close  high match
##   <dbl> <dbl> <dbl> <dbl>
## 1     0     0     0     0
## 
## [[6]]
## # A tibble: 1 x 4
##    open close  high match
##   <dbl> <dbl> <dbl> <dbl>
## 1     0     0     0     0
## 
## [[7]]
## # A tibble: 1 x 4
##    open close  high match
##   <dbl> <dbl> <dbl> <dbl>
## 1     0     0     0     0
## 
## [[8]]
## # A tibble: 1 x 4
##    open close  high match
##   <dbl> <dbl> <dbl> <dbl>
## 1     0     0     0     0
## 
## [[9]]
## # A tibble: 1 x 4
##    open close  high match
##   <dbl> <dbl> <dbl> <dbl>
## 1     0     0     0     0
## 
## [[10]]
## # A tibble: 1 x 4
##    open close  high match
##   <dbl> <dbl> <dbl> <dbl>
## 1     0     0     0     0
lapply(c(1),f_checkdetail) %>% View()