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chore: use air format
1 parent a9145d3 commit 65f0170

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4 files changed

+71
-32
lines changed

4 files changed

+71
-32
lines changed

R/interest-rate.R

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -271,7 +271,8 @@ tr_make_request <- function(data, date) {
271271
req_url_query(data = data, "{nm}" := date) # nolint
272272

273273
if (date == "all") {
274-
req_perform_iterative(req,
274+
req_perform_iterative(
275+
req,
275276
iterate_with_offset("page", start = 0L, resp_complete = is_complete),
276277
max_reqs = Inf
277278
)

R/yield-curve.R

Lines changed: 27 additions & 19 deletions
Original file line numberDiff line numberDiff line change
@@ -41,26 +41,25 @@ tr_curve_rate <- function(
4141
stopifnot(is_count_or_null(year))
4242
x <- match.arg(x)
4343
type <- match.arg(type)
44-
start_year <- switch(x,
45-
hqm = 1984L,
46-
tnc = 1978L,
47-
trc = 2003L,
48-
tbi = 2003L
49-
)
44+
start_year <- switch(x, hqm = 1984L, tnc = 1978L, trc = 2003L, tbi = 2003L)
5045
x <- if (type == "monthly") x else paste0(x, "eom")
5146
years <- seq.int(start_year, 2027L, by = 5L)
5247
if (!is.null(year)) {
5348
years <- years[findInterval(year, years)]
5449
}
55-
urls <- vapply(years, function(year) {
56-
sprintf(
57-
"https://home.treasury.gov/system/files/226/%s_%02d_%02d.%s",
58-
x,
59-
year %% 100L,
60-
(year + 4L) %% 100L,
61-
if (year >= 2023L && !startsWith(x, "hqm")) "xlsx" else "xls"
62-
)
63-
}, NA_character_)
50+
urls <- vapply(
51+
years,
52+
function(year) {
53+
sprintf(
54+
"https://home.treasury.gov/system/files/226/%s_%02d_%02d.%s",
55+
x,
56+
year %% 100L,
57+
(year + 4L) %% 100L,
58+
if (year >= 2023L && !startsWith(x, "hqm")) "xlsx" else "xls"
59+
)
60+
},
61+
NA_character_
62+
)
6463
if (x == "hqmeom") {
6564
urls <- sub("88\\.xls$", "88_0.xls", urls)
6665
}
@@ -80,7 +79,8 @@ tr_curve_rate <- function(
8079
setDT()
8180
dt[, 2L := NULL]
8281
dt[, names(.SD) := lapply(.SD, as.numeric), .SDcols = is.logical]
83-
dt <- melt(dt,
82+
dt <- melt(
83+
dt,
8484
id.vars = "maturity",
8585
variable.name = "yearmonth",
8686
value.name = "rate",
@@ -108,8 +108,15 @@ tr_par_yields <- function(
108108
nms <- c("yearmonth", "tmp", "2 years", "5 years", "10 years", "30 years")
109109
} else {
110110
nms <- c(
111-
"yearmonth", "tmp", "2 years", "3 years", "5 years", "7 years", "10 years",
112-
"20 years", "30 years"
111+
"yearmonth",
112+
"tmp",
113+
"2 years",
114+
"3 years",
115+
"5 years",
116+
"7 years",
117+
"10 years",
118+
"20 years",
119+
"30 years"
113120
)
114121
}
115122

@@ -161,7 +168,8 @@ download_data <- function(x, col_names, skip, names_to, values_to) {
161168
dt <- readxl::read_excel(tf, col_names = col_names, skip = skip) |>
162169
setDT()
163170
dt[, 2L := NULL]
164-
dt <- melt(dt,
171+
dt <- melt(
172+
dt,
165173
id.vars = "yearmonth",
166174
variable.name = names_to,
167175
value.name = values_to

air.toml

Lines changed: 6 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,6 @@
1+
[format]
2+
line-width = 88
3+
indent-width = 2
4+
indent-style = "space"
5+
line-ending = "auto"
6+
persistent-line-breaks = true

tests/testthat/test-interest-rate.R

Lines changed: 36 additions & 12 deletions
Original file line numberDiff line numberDiff line change
@@ -22,19 +22,40 @@ test_that("clean_yield_curve works", {
2222
data <- data.table(
2323
date = rep("2020-02-03", 13L),
2424
maturity = c(
25-
"BC_1MONTH", "BC_2MONTH", "BC_3MONTH", "BC_6MONTH", "BC_1YEAR",
26-
"BC_2YEAR", "BC_3YEAR", "BC_5YEAR", "BC_7YEAR", "BC_10YEAR",
27-
"BC_20YEAR", "BC_30YEAR", "BC_30YEARDISPLAY"
25+
"BC_1MONTH",
26+
"BC_2MONTH",
27+
"BC_3MONTH",
28+
"BC_6MONTH",
29+
"BC_1YEAR",
30+
"BC_2YEAR",
31+
"BC_3YEAR",
32+
"BC_5YEAR",
33+
"BC_7YEAR",
34+
"BC_10YEAR",
35+
"BC_20YEAR",
36+
"BC_30YEAR",
37+
"BC_30YEARDISPLAY"
2838
),
2939
rate = rnorm(13L)
3040
)
3141
actual <- clean_yield_curve(data)
3242
expected <- copy(data[1:12])
33-
expected[, maturity := c(
34-
"1 month", "2 month", "3 month", "6 month",
35-
"1 year", "2 year", "3 year", "5 year",
36-
"7 year", "10 year", "20 year", "30 year"
37-
)]
43+
expected[,
44+
maturity := c(
45+
"1 month",
46+
"2 month",
47+
"3 month",
48+
"6 month",
49+
"1 year",
50+
"2 year",
51+
"3 year",
52+
"5 year",
53+
"7 year",
54+
"10 year",
55+
"20 year",
56+
"30 year"
57+
)
58+
]
3859
expect_identical(actual, expected)
3960
})
4061

@@ -69,7 +90,10 @@ test_that("clean_bill_rates works", {
6990
"52 weeks"
7091
)
7192
expected <- data.table(
72-
date = date, type = type, maturity = maturity, value = rate
93+
date = date,
94+
type = type,
95+
maturity = maturity,
96+
value = rate
7397
)
7498
expect_identical(actual, expected)
7599
})
@@ -92,8 +116,8 @@ test_that("clean_real_yield_curves works", {
92116
data <- data.table(date = date, maturity = maturity, rate = rate)
93117
actual <- clean_real_yield_curves(data)
94118
expected <- copy(data)
95-
expected[, maturity := rep(
96-
c("5 year", "7 year", "10 year", "20 year", "30 year"), 2L
97-
)]
119+
expected[,
120+
maturity := rep(c("5 year", "7 year", "10 year", "20 year", "30 year"), 2L)
121+
]
98122
expect_identical(actual, expected)
99123
})

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