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library(dplyr, warn.conflicts = FALSE)
library(DBI)
pg <- dbConnect(RPostgres::Postgres())
rs <- dbExecute(pg, "SET search_path TO ciq, public")
rs <- dbExecute(pg, "SET work_mem TO '10GB'")
ciqfininstance <- tbl(pg, "ciqfininstance")
ciqfinperiod <- tbl(pg, "ciqfinperiod")
ciqgvkeyiid <- tbl(pg, "ciqgvkeyiid")
company <- tbl(pg, sql("SELECT * FROM comp.company"))
filings <- tbl(pg, sql("SELECT * FROM edgar.filings"))
accession_numbers <- tbl(pg, sql("SELECT * FROM edgar.accession_numbers"))
ciq_data <-
ciqfininstance %>%
inner_join(ciqfinperiod, by = "financialperiodid") %>%
inner_join(ciqgvkeyiid, by=c("companyid"="relatedcompanyid"))
ciq_acc_nos <-
ciq_data %>%
filter(!is.na(accessionnumber)) %>%
distinct(gvkey, iid, accessionnumber) %>%
compute()
rs <- dbExecute(pg, "DROP TABLE IF EXISTS gvkey_ciks")
gvkey_ciks <-
ciq_acc_nos %>%
inner_join(accession_numbers, by = "accessionnumber") %>%
inner_join(filings, by = "file_name") %>%
group_by(gvkey, iid, cik) %>%
summarize(first_date = min(date_filed, na.rm = TRUE),
last_date = max(date_filed, na.rm = TRUE)) %>%
compute(name = "gvkey_ciks", temporary = FALSE)
rs <- dbExecute(pg, "ALTER TABLE gvkey_ciks OWNER TO ciq")
rs <- dbExecute(pg, "GRANT SELECT ON TABLE gvkey_ciks TO ciq_access")
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