https://github.com/MattCowgill/cash-rate-scraper
https://github.com/MattCowgill/cash-rate-scraper
Last synced: 5 months ago
JSON representation
- Host: GitHub
- URL: https://github.com/MattCowgill/cash-rate-scraper
- Owner: MattCowgill
- License: mit
- Created: 2022-04-21T03:11:21.000Z (about 3 years ago)
- Default Branch: main
- Last Pushed: 2024-12-01T01:34:08.000Z (5 months ago)
- Last Synced: 2024-12-01T07:47:15.396Z (5 months ago)
- Language: R
- Size: 491 MB
- Stars: 13
- Watchers: 3
- Forks: 3
- Open Issues: 0
-
Metadata Files:
- Readme: README.Rmd
- License: LICENSE.md
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- jimsghstars - MattCowgill/cash-rate-scraper - (R)
README
---
output: github_document
---```{r, include = FALSE}
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>"
)
```# cash-rate-scraper
The key script in this repo is `R/scrape_cash_rate.R`. This file parses market expectations for the cash rate based on the [latest ASX cash rate implied yield curve](https://www.asx.com.au/markets/trade-our-derivatives-market/futures-market/rba-rate-tracker).
The data is saved as a CSV in `daily_data`. The file `combined_data/all_data.Rds` contains a dataframe that is the combination of all the daily data CSVs.
Note that there was a gap in the data collection between 1 July and 20 July, as the ASX changed its website.
I offer no assurance that this will continue to work, or that the data extracted using this script will be free of errors.
The `.github/workflows/refresh_data.yaml` file contains the instructions to GitHub Actions to tell it to run `scrape_cash_rate.R` each day and commit the results in this repo.
Please fork/copy/modify as you see fit.
# Graphs!
The file `R/viz_cash_rate.R` produces visualisations of this data, which are shown below:
```{r, echo = FALSE}
source(file.path("R", "viz_cash_rate.R"))viz_1
viz_2
viz_3
viz_4
viz_5
```