{"Package":"RTL","Type":"Package","Title":"Risk Tool Library - Trading, Risk, Analytic for Commodities","Version":"0.1.7","Date":"2021-06-12","Authors@R":"c(person(\"Philippe\", \"Cote\", email = \"pcote@ualberta.ca\", role = c(\"aut\", \"cre\")),person(\"Nima\", \"Safaian\", email = \"nima.safaian@gmail.com\", role = c(\"aut\")), person(\"Mikel\", \"Buchinski\", email = \"mbuchins@ualberta.ca\", role = c(\"ctb\")),person(\"Joe\", \"Rikk\", email = \"rikk@ualberta.ca\", role = c(\"ctb\")), person(\"Gabriela\", \"Sanchez\", email = \"gsanchez@ualberta.ca\", role = c(\"ctb\")), person(\"Usman\", \"Farooq\", email = \"ufarooq@ualberta.ca\", role = c(\"ctb\")))","Description":"Collection of functions and metadata to complement core packages\nin Finance and Commodities, including futures expiry tables and \nAPI functions. See .","Depends":"R (>= 4.0)","License":"GPL (>= 3)","Encoding":"UTF-8","LazyData":"true","LazyDataCompression":"xz","URL":"https://github.com/risktoollib/RTL","Suggests":"rgdal, Quandl, fitdistrplus, lpSolve, rugarch,\nPerformanceAnalytics","RoxygenNote":"7.1.1","Imports":"zoo, xts, stats, magrittr, tibble, dplyr, tidyr, ggplot2,\nhttr, stringr, purrr, lubridate, tibbletime, forecast,\ntidyquant, readr, tsibble, feasts, fabletools, jsonlite, RCurl,\nrlang, utils, plotly, timetk, tidyverse","NeedsCompilation":"no","Packaged":"2021-06-12 13:53:55 UTC; pcote","Author":"Philippe Cote [aut, cre],\nNima Safaian [aut],\nMikel Buchinski [ctb],\nJoe Rikk [ctb],\nGabriela Sanchez [ctb],\nUsman Farooq [ctb]","Maintainer":"Philippe Cote ","Repository":"CRAN","Date/Publication":"2021-06-12 14:10:06 UTC","repoType":"cran","tarballUrl":"ftp://cran.r-project.org/pub/R/src/contrib/RTL_0.1.7.tar.gz","jsonAuthors":[{"name":"Philippe Cote","email":"pcote@ualberta.ca","maintainer":true},{"name":"Nima Safaian","email":"nima.safaian@gmail.com","maintainer":false},{"name":"Mikel Buchinski","email":"mbuchins@ualberta.ca","maintainer":false},{"name":"Joe Rikk","email":"rikk@ualberta.ca","maintainer":false},{"name":"Gabriela Sanchez","email":"gsanchez@ualberta.ca","maintainer":false},{"name":"Usman Farooq","email":"ufarooq@ualberta.ca","maintainer":false}],"readme":"## Purpose\n\n+ Purposely designed functions for trading, trading analytics and risk practitioners in Commodities and Finance. \n+ Build to support delivery of Finance classes from one of the co-authors of RTL at the [Alberta School of Business](https://www.ualberta.ca/business/index.html).\n\n## Features\n\n+ Historical forward curves charting.\n+ Calendars and expiry dates data objects for a wide range of commodity futures contracts.\n+ `rolladjust()` to adjust continuous contracts returns for roll adjustments using expiries above.\n+ `chart_zscore()` supports seasonality adjusted analysis of residuals, particularly useful when dealing with commodity stocks and/or days demand time series with trends as well as non-constant variance across seasonal periods.\n+ `chart_eia_steo()` and `chart_eia_sd()` return either a chart or dataframe of supply demand balances from the EIA.\n+ `chart_spreads()` to generate specific contract spreads across years e.g. ULSD March/April. Requires Morninstar credentials.\n+ `swapInfo()` returns all information required to price first line futures contract averaging swap or CMA physical trade, including a current month instrument with prior settlements. \n+ ...\n+ ... Check the functions index and send feedback to `pcote@ualberta.ca`. We welcome feedback, suggestions and collaborators.\n\n### APIs\n\n#### Genscape\n\n[Gensccape API ](https://developer.genscape.com/) functions:\n\n+ `getGenscapeStorageOil()`.\n+ `getGenscapePipeOil()`.\n\n#### Morningstar Commodities\n\n[Morningstar Marketplace API](https://mp.morningstarcommodity.com/marketplace/) functions:\n\n+ `getPrice()`, `getPrices()` and `getCurve()` using your own Morningstar credentials. Current feeds included:\n\n + ICE_EuroFutures and ICE_EuroFutures_continuous.\n + CME_NymexFutures_EOD and CME_NymexFutures_EOD_continuous.\n + CME_NymexOptions_EOD.\n + CME_CbotFuturesEOD and CME_CbotFuturesEOD_continuous.\n + CME_Comex_FuturesSettlement_EOD and CME_Comex_FuturesSettlement_EOD_continuous.\n + LME_AskBidPrices_Delayed.\n + CME_CmeFutures_EOD and CME_CmeFutures_EOD_continuous.\n + CME_STLCPC_Futures.\n + ICE_NybotCoffeeSugarCocoaFutures and ICE_NybotCoffeeSugarCocoaFutures_continuous.\n + Morningstar_FX_Forwards.\n + ... see `?getPrice` for up to date selection and examples.\n\n## Data Sets\n\nAccessible via `data()`\n\n### Energy Markets Reference Data\n\n+ `expiry_table`: Historical and forward futures contract metadata.\n+ `holidaysOil`: Holiday calendars for ICE and NYMEX.\n+ `tickers_eia`: Mapping of EIA tickers to crude and refined products markets for building supply demand balances.\n+ `eiaStorageCap`: EIA crude storage capacity by PADD.\n+ `eiaStocks`: Sample data set of EIA.gov stocks for key commodiities.\n\n+ `cancrudeassays` contains historical Canadian crude assays by batch from [Crudemonitor](https://crudemonitor.ca/home.php). `cancrudeassayssum` is a summarised average assays version.\n+ `crudeassaysXOM` for all publicly available complete assays in Excel format from [ExxonMobil](https://corporate.exxonmobil.com/Crude-oils/Crude-trading/Crude-oil-blends-by-API-gravity-and-by-sulfur-content#APIgravity)\n+ `crudeassaysBP` for all publicly available complete assays in Excel format from [BP](https://www.bp.com/en/global/bp-global-energy-trading/features-and-updates/technical-downloads/crudes-assays.html)\n\n\n### GIS Dataset\n\n#### EIA\n\n+ crudepipelines <- `getGIS(url = \"https://www.eia.gov/maps/map_data/CrudeOil_Pipelines_US_EIA.zip\")`\n+ refineries <- `getGIS(url = \"https://www.eia.gov/maps/map_data/Petroleum_Refineries_US_EIA.zip\")`\n+ productspipelines <- `getGIS(url = \"https://www.eia.gov/maps/map_data/PetroleumProduct_Pipelines_US_EIA.zip\")`\n+ productsterminals <- `getGIS(url = \"https://www.eia.gov/maps/map_data/PetroleumProduct_Terminals_US_EIA.zip\")`\n+ ngpipelines <- `getGIS(url = \"https://www.eia.gov/maps/map_data/NaturalGas_InterIntrastate_Pipelines_US_EIA.zip\")`\n+ ngstorage <- `getGIS(url = \"https://www.eia.gov/maps/map_data/PetroleumProduct_Terminals_US_EIA.zip\")`\n+ nghubs <- `getGIS(url = \"https://www.eia.gov/maps/map_data/NaturalGas_TradingHubs_US_EIA.zip\")`\n+ lngterminals <- `getGIS(url = \"https://www.eia.gov/maps/map_data/Lng_ImportExportTerminals_US_EIA.zip\")`\n\n#### Alberta Oil Sands, Petroleum and Natural Gas\n\n+ AB <- `getGIS(url = \"https://gis.energy.gov.ab.ca/GeoviewData/OS_Agreements_Shape.zip\")`\n\n### Interest Rates\n\n+ `usSwapIRDef`: Data frame of definitions for instruments to build a curve for use with `RQuantlib`. Use `getIRswapCurve()` to extract the latest data from `FRED` and `Morningstar`.\n+ `usSwapIR`: Sample data set output of `getIRswapCurve`.\n+ `usSwapCurves`: Sample data set output of `RQuantlib::DiscountCurve()`.\n\n## Python\n\nA python version of RTL for most functions is available at https://pypi.org/project/risktools/.\n\n## Installation\n\n**Latest Package**\n`devtools::install_github(\"risktoollib/RTL\")`\n\n**CRAN Stable**\n`install.packages(\"RTL\")`\n\n## Credentials\n\nUsernames and password for API services are required. \n\n\n\n\n","jobInfo":{"package":"RTL","version":"0.1.7","parsingStatus":"success","parserVersion":1,"parsedAt":"2021-09-21T22:29:47+0000"}}

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