czechrates

A package providing Czech FX and interest rates in R friendly format for analysis and visualization

https://github.com/jla-data/czechrates

Science Score: 44.0%

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Repository

A package providing Czech FX and interest rates in R friendly format for analysis and visualization

Basic Info
  • Host: GitHub
  • Owner: jla-data
  • License: other
  • Language: R
  • Default Branch: master
  • Homepage:
  • Size: 1.69 MB
Statistics
  • Stars: 1
  • Watchers: 1
  • Forks: 0
  • Open Issues: 0
  • Releases: 3
Created almost 6 years ago · Last pushed about 1 year ago
Metadata Files
Readme Changelog License Citation

README.md

czechrates

R-CMD-check Codecov test coverage CRAN CRAN-checks Downloads-total Downloads-weekly <!-- badges: end -->

The package {czechrates} provides a convenient way to access the information stored on the ČNB website from the comfort of your R session. It does not store the rates (this would be against the terms of use, and the data would get stale rather soon).

As a consequence a working internet connection is required to fully use the package.

The ČNB mid FX rate is fixed against CZK by the Czech National Bank daily, and is the "official" CZK FX rate used for accounting, taxes and customs purposes. Even though ČNB does not actually deal at these rates the ČNB mid is one of the most relevant FX rates in the Czech republic – https://www.cnb.cz/en/faq/How-does-the-CNB-calculate-the-korunas-exchange-rate-against-other-currencies/

The PRague InterBank Offered Rates (PRIBOR - the CZK member of the broader IBOR family) are provided by the Czech National Bank as a courtesy of the Czech Financial Benchmark Facility s.r.o., the benchmark administrator of the PRIBOR benchmark. The rates can be accessed for internal purposes free of charge via internet pages of ČNB – https://www.cnb.cz/en/financial-markets/money-market/pribor/format-of-the-pribor-rate-on-the-cnb-website/

The two-week repo rate (a key policy rate) is formally announced by ČNB and also published on the ČNB internet – https://www.cnb.cz/en/faq/How-has-the-CNB-two-week-repo-rate-changed-over-time/


The package currently contains three functions:

  • czechrates::cnbfxrate() - ČNB mid CZK FX rate
  • czechrates::pribor() - PRIBOR interest rate
  • czechrates::repo2w() - two week REPO interest rate

All functions have date valid as the first argument, with yesterday (Sys.Date()-1) as default.

Both functions returning interest rate use convention of reporting percents as fractions, i.e. a interest rate of 1.5% per annum would be returned as 0.015, not as 1.5 as might be sometimes the case.

Installation

czechrates is on CRAN since June 2020; to install a stable version run:

r install.packages("czechrates")

You are welcome to install the latest development version from GitHub by running:

r remotes::install_github("jla-data/czechrates")

The master branch should be reasonably stable, but I do not recommend installing from development branches unless you know what you are doing. Things are bound to be somewhat rough around the edges there.

Example

A couple use cases:

``` r library(czechrates)

overnight PRIBOR for yesterday

pribor()

A tibble: 1 x 2

datevalid PRIBOR1D 1 2020-05-26 0.0025

overnight PRIBOR for April 1st, 2020

pribor(as.Date("2020-04-01"))

A tibble: 1 x 2

datevalid PRIBOR1D 1 2020-04-01 0.0101

weekly and monthly PRIBOR for April 1st, 2020

pribor(as.Date("2020-04-01"), c("1W", "1M"))

A tibble: 1 x 3

datevalid PRIBOR1W PRIBOR_1M 1 2020-04-01 0.0102 0.0104

two-week REPO rate for yesterday

repo2w()

A tibble: 1 x 2

datevalid REPO2W 1 2020-05-26 0.0025

two-week repo rate for April 1st, 2020

repo2w(as.Date("2020-04-01"))

A tibble: 1 x 2

datevalid REPO2W 1 2020-04-01 0.01

a complete table of CZK FX rates for yesterday

cnbfxrate()

A tibble: 33 x 4

datevalid currencycode amount rate 1 2021-05-03 AUD 1 16.6 2 2021-05-03 BGN 1 13.2 3 2021-05-03 BRL 1 3.94 4 2021-05-03 CAD 1 17.4 5 2021-05-03 CHF 1 23.4 6 2021-05-03 CNY 1 3.31 7 2021-05-03 DKK 1 3.47 8 2021-05-03 EUR 1 25.8 9 2021-05-03 GBP 1 29.7 10 2021-05-03 HKD 1 2.76

… with 23 more rows

EUR/CZK rate for April 1st, 2020

cnbfxrate(as.Date("2020-04-01"), "EUR")

A tibble: 1 x 4

datevalid currencycode amount rate 1 2020-04-01 EUR 1 27.4

EUR/CZK rate for the week following April 1st, 2020

cnbfxrate(as.Date("2020-04-01") + 0:6, "EUR")

A tibble: 5 x 4

datevalid currencycode amount rate 1 2020-04-01 EUR 1 27.4 2 2020-04-02 EUR 1 27.6 3 2020-04-03 EUR 1 27.5 4 2020-04-06 EUR 1 27.6 5 2020-04-07 EUR 1 27.2 ```

A graphic example:

``` r library(czechrates) library(ggplot2)

chart_src <- pribor(seq(from = as.Date("1997-05-01"), to = as.Date("1997-06-30"), by = 1))

ggplot(data = chartsrc, aes(x = datevalid, y = PRIBOR1D)) + geomline(color = "red", size = 1.25) + geompoint(color = "red", size = 2) + scalexdate(datelabels = "%d.%m.%Y") + scaleycontinuous(labels = scales::percentformat()) + themebw() + labs(title = "A ghost of the times past, when the Asian Fever meant monetary contagion...", x = "Date", y = "Overnight PRIBOR (per annum)") + theme(plot.title = ggtext::element_markdown(size = 22)) ```

Asian Fever, version 1997

Owner

  • Name: JLA Data
  • Login: jla-data
  • Kind: organization

Citation (CITATION.cff)

# -----------------------------------------------------------
# CITATION file created with {cffr} R package, v0.3.0
# See also: https://docs.ropensci.org/cffr/
# -----------------------------------------------------------

cff-version: 1.2.0
message: 'To cite package "czechrates" in publications use:'
type: software
license: MIT
title: 'czechrates: Czech Interest & Foreign Exchange Rates'
version: 0.2.3
abstract: Interface to interest and foreign exchange rates published by the Czech National Bank.
authors:
- family-names: Lacko
  given-names: Jindra
  email: jindra.lacko@gmail.com
  orcid: https://orcid.org/0000-0002-0375-5156
repository: https://CRAN.R-project.org/package=czechrates
repository-code: https://github.com/jla-data/czechrates
url: https://github.com/jla-data/czechrates
contact:
- family-names: Lacko
  given-names: Jindra
  email: jindra.lacko@gmail.com
  orcid: https://orcid.org/0000-0002-0375-5156
references:
- type: software
  title: curl
  abstract: 'curl: A Modern and Flexible Web Client for R'
  notes: Imports
  authors:
  - family-names: Ooms
    given-names: Jeroen
    email: jeroen@berkeley.edu
    orcid: https://orcid.org/0000-0002-4035-0289
  year: '2022'
  url: https://CRAN.R-project.org/package=curl
- type: software
  title: httr
  abstract: 'httr: Tools for Working with URLs and HTTP'
  notes: Imports
  authors:
  - family-names: Wickham
    given-names: Hadley
    email: hadley@rstudio.com
  year: '2022'
  url: https://CRAN.R-project.org/package=httr
- type: software
  title: readr
  abstract: 'readr: Read Rectangular Text Data'
  notes: Imports
  authors:
  - family-names: Wickham
    given-names: Hadley
    email: hadley@rstudio.com
  - family-names: Hester
    given-names: Jim
  - family-names: Bryan
    given-names: Jennifer
    email: jenny@rstudio.com
    orcid: https://orcid.org/0000-0002-6983-2759
  year: '2022'
  url: https://CRAN.R-project.org/package=readr
- type: software
  title: dplyr
  abstract: 'dplyr: A Grammar of Data Manipulation'
  notes: Imports
  authors:
  - family-names: Wickham
    given-names: Hadley
    email: hadley@rstudio.com
    orcid: https://orcid.org/0000-0003-4757-117X
  - family-names: François
    given-names: Romain
    orcid: https://orcid.org/0000-0002-2444-4226
  - family-names: Henry
    given-names: Lionel
  - family-names: Müller
    given-names: Kirill
    orcid: https://orcid.org/0000-0002-1416-3412
  year: '2022'
  url: https://CRAN.R-project.org/package=dplyr
  version: '>= 1.0.0'
- type: software
  title: magrittr
  abstract: 'magrittr: A Forward-Pipe Operator for R'
  notes: Imports
  authors:
  - family-names: Bache
    given-names: Stefan Milton
    email: stefan@stefanbache.dk
  - family-names: Wickham
    given-names: Hadley
    email: hadley@rstudio.com
  year: '2022'
  url: https://CRAN.R-project.org/package=magrittr
- type: software
  title: tibble
  abstract: 'tibble: Simple Data Frames'
  notes: Imports
  authors:
  - family-names: Müller
    given-names: Kirill
    email: krlmlr+r@mailbox.org
  - family-names: Wickham
    given-names: Hadley
    email: hadley@rstudio.com
  year: '2022'
  url: https://CRAN.R-project.org/package=tibble
- type: software
  title: tidyr
  abstract: 'tidyr: Tidy Messy Data'
  notes: Imports
  authors:
  - family-names: Wickham
    given-names: Hadley
    email: hadley@rstudio.com
  - family-names: Girlich
    given-names: Maximilian
  year: '2022'
  url: https://CRAN.R-project.org/package=tidyr
- type: software
  title: testthat
  abstract: 'testthat: Unit Testing for R'
  notes: Suggests
  authors:
  - family-names: Wickham
    given-names: Hadley
    email: hadley@rstudio.com
  year: '2022'
  url: https://CRAN.R-project.org/package=testthat
- type: software
  title: rmarkdown
  abstract: 'rmarkdown: Dynamic Documents for R'
  notes: Suggests
  authors:
  - family-names: Allaire
    given-names: JJ
    email: jj@rstudio.com
  - family-names: Xie
    given-names: Yihui
    email: xie@yihui.name
    orcid: https://orcid.org/0000-0003-0645-5666
  - family-names: McPherson
    given-names: Jonathan
    email: jonathan@rstudio.com
  - family-names: Luraschi
    given-names: Javier
    email: javier@rstudio.com
  - family-names: Ushey
    given-names: Kevin
    email: kevin@rstudio.com
  - family-names: Atkins
    given-names: Aron
    email: aron@rstudio.com
  - family-names: Wickham
    given-names: Hadley
    email: hadley@rstudio.com
  - family-names: Cheng
    given-names: Joe
    email: joe@rstudio.com
  - family-names: Chang
    given-names: Winston
    email: winston@rstudio.com
  - family-names: Iannone
    given-names: Richard
    email: rich@rstudio.com
    orcid: https://orcid.org/0000-0003-3925-190X
  year: '2022'
  url: https://CRAN.R-project.org/package=rmarkdown
- type: software
  title: ggplot2
  abstract: 'ggplot2: Create Elegant Data Visualisations Using the Grammar of Graphics'
  notes: Suggests
  authors:
  - family-names: Wickham
    given-names: Hadley
    email: hadley@rstudio.com
    orcid: https://orcid.org/0000-0003-4757-117X
  - family-names: Chang
    given-names: Winston
    orcid: https://orcid.org/0000-0002-1576-2126
  - family-names: Henry
    given-names: Lionel
  - family-names: Pedersen
    given-names: Thomas Lin
    email: thomas.pedersen@rstudio.com
    orcid: https://orcid.org/0000-0002-5147-4711
  - family-names: Takahashi
    given-names: Kohske
  - family-names: Wilke
    given-names: Claus
    orcid: https://orcid.org/0000-0002-7470-9261
  - family-names: Woo
    given-names: Kara
    orcid: https://orcid.org/0000-0002-5125-4188
  - family-names: Yutani
    given-names: Hiroaki
    orcid: https://orcid.org/0000-0002-3385-7233
  - family-names: Dunnington
    given-names: Dewey
    orcid: https://orcid.org/0000-0002-9415-4582
  year: '2022'
  url: https://CRAN.R-project.org/package=ggplot2
- type: software
  title: scales
  abstract: 'scales: Scale Functions for Visualization'
  notes: Suggests
  authors:
  - family-names: Wickham
    given-names: Hadley
    email: hadley@rstudio.com
  - family-names: Seidel
    given-names: Dana
  year: '2022'
  url: https://CRAN.R-project.org/package=scales
- type: software
  title: knitr
  abstract: 'knitr: A General-Purpose Package for Dynamic Report Generation in R'
  notes: Suggests
  authors:
  - family-names: Xie
    given-names: Yihui
    email: xie@yihui.name
    orcid: https://orcid.org/0000-0003-0645-5666
  year: '2022'
  url: https://CRAN.R-project.org/package=knitr
- type: software
  title: covr
  abstract: 'covr: Test Coverage for Packages'
  notes: Suggests
  authors:
  - family-names: Hester
    given-names: Jim
    email: james.f.hester@gmail.com
  year: '2022'
  url: https://CRAN.R-project.org/package=covr

GitHub Events

Total
  • Watch event: 1
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Last Year
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Committers

Last synced: about 3 years ago

All Time
  • Total Commits: 30
  • Total Committers: 1
  • Avg Commits per committer: 30.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
Jindra Lacko j****o@g****m 30

Issues and Pull Requests

Last synced: 9 months ago

All Time
  • Total issues: 1
  • Total pull requests: 2
  • Average time to close issues: 5 days
  • Average time to close pull requests: less than a minute
  • Total issue authors: 1
  • Total pull request authors: 1
  • Average comments per issue: 1.0
  • Average comments per pull request: 0.0
  • Merged pull requests: 2
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 0
  • Pull requests: 0
  • Average time to close issues: N/A
  • Average time to close pull requests: N/A
  • Issue authors: 0
  • Pull request authors: 0
  • Average comments per issue: 0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
Top Authors
Issue Authors
  • jlacko (1)
Pull Request Authors
  • jlacko (2)
Top Labels
Issue Labels
bug (1)
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads:
    • cran 579 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 0
  • Total versions: 6
  • Total maintainers: 1
cran.r-project.org: czechrates

Czech Interest & Foreign Exchange Rates

  • Versions: 6
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 579 Last month
Rankings
Forks count: 28.8%
Dependent packages count: 29.8%
Stargazers count: 35.2%
Dependent repos count: 35.5%
Average: 36.3%
Downloads: 52.1%
Maintainers (1)
Last synced: 8 months ago

Dependencies

DESCRIPTION cran
  • curl * imports
  • dplyr >= 1.0.0 imports
  • httr * imports
  • magrittr * imports
  • readr * imports
  • tibble * imports
  • tidyr * imports
  • covr * suggests
  • ggplot2 * suggests
  • knitr * suggests
  • rmarkdown * suggests
  • scales * suggests
  • testthat * suggests
.github/workflows/R-CMD-check.yaml actions
  • actions/checkout v4 composite
  • r-lib/actions/check-r-package v2 composite
  • r-lib/actions/setup-pandoc v2 composite
  • r-lib/actions/setup-r v2 composite
  • r-lib/actions/setup-r-dependencies v2 composite
.github/workflows/test-coverage.yaml actions
  • actions/checkout v4 composite
  • actions/upload-artifact v3 composite
  • r-lib/actions/setup-r v2 composite
  • r-lib/actions/setup-r-dependencies v2 composite