RTL 0.1.4

New

• getCurve() added to extract OHLC futures contract forward curves from Morningstar.
• chart_eia_steo() returns a Supply/Demand balance from the EIA STEO data set. Currently configured for Global Liquids and will be augmented for US Crude, Light and Middle Distillates.
• chart_eia_sd() returns Supply/Demand balance from the EIA weekly data for mogas, distillates, jet and resids.
• tickers_eia table updated to build Supply Demand Balances for US products.
• Datasets ref.opt.inputs and ref.opt.outputs to support refinery LP optimization education using lpSolve package.
• swapFutWeight() returns the % applied to the first line contract in Calendar Month Average commodity swaps when two futures contracts are involved e.g. WTI. It uses the proper NYMEX or ICE holiday calendars and fit for purpose for building trading sheets.
• swapInfo() returns all information required to price first line futures contract averaging swap or CMA physical trade, including a current month instrument with prior settlements.

Updates and Fixes

• eia2tidy() fix for key variable in function.
• crudes dataset updated.

Removed

• twtrump and twoott tweets datasets for learning NLP.

RTL 0.1.3

• eia2tidy() removed dependency to EIAdata package.
• chart_pairs() funtion added to render plotly pairs chart for time series.
• Summarised statistics dataset cancrudeassayssum for Canadian Crude assays.
• Crude oil qualities dataset crudes from crudemonitor.ca and BP Assays.
• Sample GIS data sets for North American refineries and crudepipelines.
• Added eiaStocks and eiaStorageCap data sets.
• Upgrade for dplyr 1.0.0.
• Sample data sets dflong and dfwide updated.
• Added crudeassaysXOM as a list for complete public assays from ExxonMobil.
• Added planets data for interest rate exercises.

RTL 0.1.2

• expiry_table fixed for 2021-2024 CME WTI Futures.
• Added Morningstar CME_NymexOptions_EOD feed.

RTL 0.1.1

• RTL rebuilt to CRAN standards and published.