R code for creating a dataframe out of the Forex Factory online economic calendar.
build_df()creates or updates a dataframe out of Forex Factory HTML source pages.clean_df()cleans and categorises the data.
source("forex.R")# load the raw dataset generated previously (optional)
df = read_parquet("data/df_ff_raw.parquet")
# set the dates to scrap from forex factory
date_start = "2024-04-07"
date_end = "2024-04-11"
# update the dataset
df_updated = build_df(date_start, date_end, df) # df can be left empty if a new dataframe should be created[1] "2024-04-07 scraped"
[1] "2024-04-08 scraped"
[1] "2024-04-09 scraped"
[1] "2024-04-10 scraped"
[1] "2024-04-11 scraped"
dataframe successfully updated
# clean the dataset
df_clean = clean_df(df_updated) dataframe successfully cleaned
library(dplyr)
library(knitr)
df_day = df_clean %>%
filter(date == "2024-04-11")
kable(df_day, format = "html")| date | geo | currency | event | impact | event_id | forecast | observation | previous_obs | error | change | type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-11 | UK | GBP | rics house price balance | low | 135799 | -6.00e+00 | -4.00e+00 | -1.0e+01 | -2e+00 | 6.0e+00 | inflation |
| 2024-04-11 | Australia | AUD | mi inflation expectations | low | 137249 | NA | 4.60e+00 | 4.3e+00 | NA | 3.0e-01 | inflation |
| 2024-04-11 | China | CNY | cpi y/y | medium | 135149 | 4.00e-01 | 1.00e-01 | 7.0e-01 | 3e-01 | -6.0e-01 | inflation |
| 2024-04-11 | China | CNY | ppi y/y | medium | 135150 | -2.80e+00 | -2.80e+00 | -2.7e+00 | 0e+00 | -1.0e-01 | inflation |
| 2024-04-11 | Italy | EUR | industrial production m/m | low | 134726 | 6.00e-01 | 1.00e-01 | -1.4e+00 | 5e-01 | 1.5e+00 | economic growth |
| 2024-04-11 | Euro Area | EUR | main refinancing rate | high | 135510 | 4.50e+00 | 4.50e+00 | 4.5e+00 | 0e+00 | 0.0e+00 | monetary_pol |
| 2024-04-11 | USA | USD | core ppi m/m | high | 136015 | 2.00e-01 | 2.00e-01 | 3.0e-01 | 0e+00 | -1.0e-01 | inflation |
| 2024-04-11 | USA | USD | ppi m/m | high | 136014 | 3.00e-01 | 2.00e-01 | 6.0e-01 | 1e-01 | -4.0e-01 | inflation |
| 2024-04-11 | USA | USD | unemployment claims | high | 136537 | 2.16e+05 | 2.11e+05 | NA | 5e+03 | NA | employment |
| 2024-04-11 | USA | USD | natural gas storage | low | 135935 | 1.40e+10 | 2.40e+10 | -3.7e+10 | -1e+10 | 6.1e+10 | NA |
- Note that these data are protected by the copyright of Fair Economy, Inc.