The goal of CSE (Casablanca Stock Exchange) is to simplify financial programming workflow with Casablanca stock exchange data.
Currently, it implements 3 mains functions:
-
listed_symbols: Returns all listed symbols (stocks, indexes, or both) in Casablanca stock exchange. -
get_symbol: Returns a symbol historical data corresponding to a specific date range. -
ipo_date: Returns a symbol IPO (Initial Public Offering) date.
You can install CSE from github with:
- Quick Installation without vignette:
# install.packages("devtools")
devtools::install_github("bilnash/CSE", build_vignettes = FALSE)- Installation with vignette:
# install.packages("devtools")
devtools::install_github("bilnash/CSE", build_vignettes = TRUE)Please refer to the package vignette:
vignette("cse_vignette", package = "CSE")Also available at: https://bilnash.github.io/CSE/vignettes/cse_vignette.html
This is a basic example which shows you how to use CSE:
listed_stocks <- CSE::listed_symbols(type = "stock")
available_indexes <- CSE::listed_symbols(type = "index")sample(listed_stocks, size = 6L)| Stock |
|---|
| ZELLIDJA S.A |
| CIH |
| SAMIR |
| REBAB COMPANY |
| MED PAPER |
| SOTHEMA |
head(available_indexes)| INDEX_CODE | DESCRIPTION |
|---|---|
| AGRO | Food producers & Processors |
| ASSUR | Insurance |
| BANK | Banks |
| B&MC | Construction & Building Materials |
| BOISS | Beverages |
| ESGI | Casablanca ESG 10 |
cosumar_data <- CSE::get_symbol(symbol = "COSUMAR", from = "2015-01-01", to = "2021-09-29",
type = "stock", format.as.xts = FALSE)
masi_data <- CSE::get_symbol(symbol = "MASI", from = "2015-01-01", to = "2021-09-29",
type = "index", format.as.xts = FALSE)head(cosumar_data)| Date | Open | High | Low | Close | Adjusted | Quantity | Volume | Capitalisation |
|---|---|---|---|---|---|---|---|---|
| 2015-01-02 | 0.0 | NaN | 66660.20 | 1600.00 | 106.66 | 0 | 0.0 | 6705691200 |
| 2015-01-06 | 1532.0 | 111.26 | 102.12 | 1669.00 | 111.26 | 36 | 56522.0 | 6994874133 |
| 2015-01-07 | 0.0 | NaN | 666601.99 | 166.90 | 111.26 | 0 | 0.0 | 6994874133 |
| 2015-01-08 | 161.1 | 108.12 | 107.39 | 162.20 | 108.12 | 202627 | 32696568.7 | 6797894454 |
| 2015-01-09 | 168.5 | 112.32 | 112.32 | 168.50 | 112.32 | 1365 | 230002.5 | 7061931045 |
| 2015-01-12 | 168.5 | 112.32 | 111.42 | 167.15 | 111.42 | 302 | 50770.8 | 7005351776 |
tail(masi_data)| Date | Value |
|---|---|
| 2021-09-22 | 12973.40 |
| 2021-09-23 | 13078.03 |
| 2021-09-24 | 13131.88 |
| 2021-09-27 | 13122.02 |
| 2021-09-28 | 13169.39 |
| 2021-09-29 | 13197.28 |