CSE

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.

Installation

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)

Documentation

Please refer to the package vignette:

vignette("cse_vignette", package = "CSE")

Also available at: https://bilnash.github.io/CSE/vignettes/cse_vignette.html

Basic Example

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