Created
January 24, 2019 10:29
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client_id <- "ABC" | |
install.packages("mongolite") # Instala o mongolite (biblioteca de conn com o mongo) | |
install.packages("tidyverse") # Instala o Tidyverse (biblioteca de filtros e aggs) | |
library(mongolite) | |
library(tidyverse) | |
# Pega cotacoes no MongoDB | |
cotacoes_con <- mongo(collection="cotacoes", db="database", url = "mongodb://readwrite:[email protected]:43942/aaaaa") | |
cotacoes <- cotacoes_con$find() | |
cotacoes_con$drop() | |
# Pega as movimentacoes de um cliente no MongoDB | |
movs_con <- mongo(collection="cotacoes", db="database", url = "mongodb://readwrite:[email protected]:43942/aaaaa") | |
movs <- movs_con$find('{"cliente": "', client_id, '"}') | |
movs_con$drop() | |
# Filtra movimentacoes do mes para poder guardar detalhadamente | |
movs_detalhadas <- movs %>% filter(data >= "2018/01/02" & data <= "2018/01/31") | |
# Transforma dataframe de formato de movimentações para formato requerido abaixo (c("data", "pl", "movs", "cota")) | |
# Cotizacao DF formatado c("data", "pl", "movs", "cota") | |
x <- data.frame("data" = c(as.Date('2018/01/01'), as.Date('2018/01/02'), as.Date('2018/01/03'), as.Date('2018/01/04'), as.Date('2018/01/05')) ,"pl" = c(100,101,102,103, 100), "movs" = c(100, 0, 0, 0, -4)) | |
x$cota <- 100 | |
for(i in 1:nrow(x)) { | |
if (i > 1){ | |
x[i,]$cota <- ((x[i,]$pl - x[i,]$mov)/x[i-1,]$pl) * x[i-1,]$cota | |
} | |
} | |
x$qt <- x$pl / x$cota | |
# Plota grafico do data frame e faz linha de tendencia para cotas | |
print(x) | |
plot(x$data, x$cota) | |
abline(lm(x$cota ~ x$data)) |
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