Produce a table mapping announcements to trading dates — get_annc_dates • farr

Produce a table mapping announcements to trading dates.

Usage

get_annc_dates(conn)

Arguments

conn: connection to a PostgreSQL or DuckDB database

Value

A tibble with annc_date (each calendar date) and td (the index of that date's trading day, or the next trading day for a non-trading date).

Examples

if (FALSE) { # \dontrun{
# Requires an authenticated PostgreSQL connection with access to CRSP data.
local({
  pg <- DBI::dbConnect(RPostgres::Postgres())
  on.exit(DBI::dbDisconnect(pg), add = TRUE)
  head(get_annc_dates(pg))
})
} # }