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utilize new, minor pacta.data.preparation functions #191

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merged 4 commits into from
Mar 15, 2024
Merged

utilize new, minor pacta.data.preparation functions #191

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0157e0c
utilize new, minor `pacta.data.preparation` functions
Mar 15, 2024
871ca0a
Merge branch 'main' into use-new-pacta.data.prep-functions
cjyetman Mar 15, 2024
56755b2
Update run_pacta_data_preparation.R
cjyetman Mar 15, 2024
07e2b68
also with iss
cjyetman Mar 15, 2024
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56 changes: 13 additions & 43 deletions run_pacta_data_preparation.R
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Original file line number Diff line number Diff line change
Expand Up @@ -315,11 +315,8 @@ invisible(gc())
logger::log_info("Formatting and saving file: \"entity_info.rds\".")
factset_entity_id__ar_company_id <-
readr::read_csv(ar_company_id__factset_entity_id_path, col_types = "c") %>%
select(
factset_entity_id = "factset_id",
ar_company_id = "company_id"
) %>%
distinct()
pacta.data.preparation::prepare_factset_entity_id__ar_company_id()

readRDS(factset_entity_info_path) %>%
pacta.data.preparation::prepare_entity_info(
factset_entity_id__ar_company_id,
Expand All @@ -339,16 +336,10 @@ logger::log_info("Preparing ABCD.")
entity_info <- readRDS(file.path(config[["data_prep_outputs_path"]], "entity_info.rds"))

ar_company_id__country_of_domicile <-
entity_info %>%
select("ar_company_id", "country_of_domicile") %>%
filter(!is.na(.data$ar_company_id)) %>%
distinct()
pacta.data.preparation::prepare_ar_company_id__country_of_domicile(entity_info)

ar_company_id__credit_parent_ar_company_id <-
entity_info %>%
select("ar_company_id", "credit_parent_ar_company_id") %>%
filter(!is.na(.data$ar_company_id)) %>%
distinct()
pacta.data.preparation::prepare_ar_company_id__credit_parent_ar_company_id(entity_info)

rm(entity_info)
invisible(gc())
Expand All @@ -374,10 +365,7 @@ logger::log_info(
masterdata_debt <- readr::read_csv(masterdata_debt_path, na = "", show_col_types = FALSE)

company_id__creditor_company_id <-
masterdata_debt %>%
select("company_id", "creditor_company_id") %>%
distinct() %>%
mutate(across(.cols = dplyr::everything(), .fns = as.character))
pacta.data.preparation::prepare_company_id__creditor_company_id(masterdata_debt)

masterdata_debt %>%
pacta.data.preparation::prepare_masterdata(
Expand Down Expand Up @@ -422,17 +410,14 @@ financial_data <- readRDS(file.path(config[["data_prep_outputs_path"]], "financi
entity_info <- readRDS(file.path(config[["data_prep_outputs_path"]], "entity_info.rds"))

factset_entity_id__ar_company_id <-
entity_info %>%
select(factset_entity_id, ar_company_id) %>%
filter(!is.na(ar_company_id))
readr::read_csv(ar_company_id__factset_entity_id_path, col_types = "c") %>%
pacta.data.preparation::prepare_factset_entity_id__ar_company_id()

factset_entity_id__security_mapped_sector <-
entity_info %>%
select(factset_entity_id, security_mapped_sector)
pacta.data.preparation::prepare_factset_entity_id__security_mapped_sector(entity_info)

factset_entity_id__credit_parent_id <-
entity_info %>%
select("factset_entity_id", "credit_parent_id")
pacta.data.preparation::prepare_factset_entity_id__credit_parent_id(entity_info)

rm(entity_info)
invisible(gc())
Expand All @@ -442,11 +427,7 @@ logger::log_info("Formatting and saving file: \"abcd_flags_equity.rds\".")

ar_company_id__sectors_with_assets__ownership <-
readRDS(file.path(config[["data_prep_outputs_path"]], "masterdata_ownership_datastore.rds")) %>%
filter(year %in% relevant_years) %>%
select(ar_company_id = id, ald_sector) %>%
distinct() %>%
group_by(ar_company_id) %>%
summarise(sectors_with_assets = paste(unique(ald_sector), collapse = " + "))
pacta.data.preparation::prepare_ar_company_id__sectors_with_assets__ownership(relevant_years)

financial_data %>%
left_join(factset_entity_id__ar_company_id, by = "factset_entity_id") %>%
Expand All @@ -468,11 +449,7 @@ logger::log_info("Formatting and saving file: \"abcd_flags_bonds.rds\".")

ar_company_id__sectors_with_assets__debt <-
readRDS(file.path(config[["data_prep_outputs_path"]], "masterdata_debt_datastore.rds")) %>%
filter(year %in% relevant_years) %>%
select(ar_company_id = id, ald_sector) %>%
distinct() %>%
group_by(ar_company_id) %>%
summarise(sectors_with_assets = paste(unique(ald_sector), collapse = " + "))
pacta.data.preparation::prepare_ar_company_id__sectors_with_assets__debt(relevant_years)

financial_data %>%
left_join(factset_entity_id__ar_company_id, by = "factset_entity_id") %>%
Expand Down Expand Up @@ -535,9 +512,7 @@ bind_rows(fund_data, fund_missing_mv) %>%


logger::log_info("Saving file: \"total_fund_list.rds\".")
fund_data %>%
select(factset_fund_id) %>%
distinct() %>%
pacta.data.preparation::prepare_total_fund_list(fund_data) %>%
saveRDS(file.path(config[["data_prep_outputs_path"]], "total_fund_list.rds"))


Expand Down Expand Up @@ -580,12 +555,7 @@ logger::log_info("Fund data prepared.")

iss_company_emissions <-
readRDS(factset_iss_emissions_data_path) %>%
group_by(factset_entity_id) %>%
summarise(
icc_total_emissions = sum(icc_total_emissions + icc_scope_3_emissions, na.rm = TRUE),
.groups = "drop"
) %>%
mutate(icc_total_emissions_units = "tCO2e") # units are defined in the ISS/FactSet documentation (see #144)
pacta.data.preparation::prepare_iss_company_emissions()

logger::log_info("Formatting and saving file: \"iss_entity_emission_intensities.rds\".")

Expand Down