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September 7, 2022 19:10
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Improved and functionalized version of code pulled mostly from post on pricing -- can see this gist sourced in Appendix of post: https://www.bryanshalloway.com/2022/06/16/converting-between-currencies-using-pricer/#
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library(priceR) | |
library(dplyr) | |
library(tidyr) | |
library(purrr) | |
library(lubridate) | |
# Create rates lookup table | |
pminmax <- function(x, y) { | |
paste(pmin.int(x, y), pmax.int(x, y), sep = ".") | |
} | |
from_to_dates_rates <- function(from, to, dates){ | |
priceR::historical_exchange_rates( | |
from = from, | |
to = to, | |
start_date = dates[[1]], | |
end_date = dates[[2]] | |
) %>% | |
set_names("date", "rate") | |
} | |
convert_currencies <- function(price_from, | |
from, | |
to, | |
date = lubridate::today(), | |
floor_unit = "day") { | |
rates_start <- tibble( | |
from = from, | |
to = to, | |
date = date %>% | |
as.Date() %>% | |
floor_date(floor_unit) | |
) %>% | |
mutate(from_to = pminmax(from, to)) %>% | |
distinct(from_to, date, .keep_all = TRUE) | |
# When passing things to the priceR API it is MUCH faster to send over a range | |
# of dates rather than doing this individually for each date. Doing such | |
# reduces API calls. | |
rates_end <- rates_start %>% | |
group_by(from_to) %>% | |
summarise(date_range = list(range(date)), | |
from = from[[1]], | |
to = to[[1]], | |
rates_lookup = pmap( | |
.l = list(from, to, date_range), | |
.f = from_to_dates_rates | |
) | |
) %>% | |
select(-date_range) %>% | |
unnest(rates_lookup) | |
rates_lookup <- rates_end %>% | |
semi_join(rates_start, "date") | |
# this step makes it so could convert either "from" or "to" currency | |
rates_lookup <- bind_rows(rates_lookup, | |
rates_lookup %>% | |
rename(from = to, to = from) %>% | |
mutate(rate = 1 / rate)) %>% | |
distinct() | |
tibble(price = price_from, | |
from = from, | |
to = to, | |
date = date) %>% | |
left_join(rates_lookup, c("from", "to", "date")) %>% | |
mutate(output = price * rate) %>% | |
pull(output) | |
} |
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I should change the argument name of
price_from
toprice_start
.