Created
September 13, 2017 09:36
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Code to get ASX 300 constituents
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fix_names <- function(df) { | |
names(df) <- c("ticker", "company", "sector", "mkt_cap", "weight") | |
df | |
} | |
get_asx_300 <- function(date) { | |
url <- paste0("https://www.asx300list.com/uploads/csv/", | |
format(as.Date(date), "%Y%m%d"), | |
"-asx300.csv") | |
df <- | |
suppressMessages(suppressWarnings(read_csv(url, skip=1))) %>% | |
select(1:5) %>% | |
fix_names() %>% | |
mutate(date = as.Date(date)) %>% | |
arrange(desc(mkt_cap)) %>% | |
mutate(rank = row_number()) %>% | |
select(date, everything()) | |
df | |
} | |
dates <- seq(from=as.Date("2017-01-01"), by="month", length=9) | |
df <- | |
bind_rows(lapply(dates, get_asx_300)) | |
asx_100 <- | |
df %>% | |
filter(rank <= 100) %>% | |
arrange(desc(date), desc(mkt_cap)) |
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