refactor: rename tr_bill_rates() to tr_bill_rate() to match other function names

Author: m-muecke

NAMESPACE

@@ -1,6 +1,6 @@
 # Generated by roxygen2: do not edit by hand
 
-export(tr_bill_rates)
+export(tr_bill_rate)
 export(tr_curve_rate)
 export(tr_forward_rate)
 export(tr_long_term_rate)

NEWS.md

@@ -1,5 +1,8 @@
 # treasury (development version)
 
+* Better documentation.
+* Rename `tr_bill_rates()` to `tr_bill_rate()` to match rest of function names.
+
 # treasury 0.3.0
 
 * Migration to data.table package. Internal data manipulation is now done using

R/interest-rate.R

@@ -47,7 +47,7 @@ clean_yield_curve <- function(dt) {
   dt[, maturity := gsub("(\\d+)(\\w+)", "\\1 \\2", maturity)][]
 }
 
-#' Daily treasury bill rates
+#' Daily treasury bill rate
 #'
 #' @description
 #' These rates are the daily secondary market quotations on the most recently
@@ -72,19 +72,19 @@ clean_yield_curve <- function(dt) {
 #' @examples
 #' \donttest{
 #' # get data for a single month
-#' tr_bill_rates("202201")
+#' tr_bill_rate("202201")
 #' # or for the entire year
-#' tr_bill_rates(2022)
+#' tr_bill_rate(2022)
 #' }
-tr_bill_rates <- function(date = NULL) {
-  dt <- treasury("daily_treasury_bill_rates", date, parse_bill_rates)
+tr_bill_rate <- function(date = NULL) {
+  dt <- treasury("daily_treasury_bill_rates", date, parse_bill_rate)
   if (is.null(dt)) {
     return()
   }
-  clean_bill_rates(dt)
+  clean_bill_rate(dt)
 }
 
-parse_bill_rates <- function(x) {
+parse_bill_rate <- function(x) {
   date <- x |>
     xml2::xml_find_all(".//d:INDEX_DATE") |>
     xml2::xml_text() |>
@@ -97,7 +97,7 @@ parse_bill_rates <- function(x) {
   )
 }
 
-clean_bill_rates <- function(dt) {
+clean_bill_rate <- function(dt) {
   dt[, type := gsub("round_b1_", "", tolower(type), fixed = TRUE)]
   dt[, type := gsub("_2$", "", type)]
   dt[, maturity := strsplit(type, "_", fixed = TRUE)]

_pkgdown.yml

@@ -7,11 +7,11 @@ template:
 reference:
   - subtitle: Interest Rates
     contents:
-      - tr_yield_curve
-      - tr_bill_rates
+      - tr_bill_rate
       - tr_long_term_rate
-      - tr_real_yield_curve
       - tr_real_long_term
+      - tr_real_yield_curve
+      - tr_yield_curve
 
   - subtitle: Treasury Coupon Issues and Corporate Bond Yield Curve
     contents:

man/tr_bill_rates.Rd renamed to man/tr_bill_rate.Rd

@@ -1,7 +1,7 @@
 test_that("input validation works", {
   fns <- list(
     tr_yield_curve,
-    tr_bill_rates,
+    tr_bill_rate,
     tr_long_term_rate,
     tr_real_yield_curve,
     tr_real_long_term
@@ -75,7 +75,7 @@ test_that("clean_bill_rates works", {
     "ROUND_B1_YIELD_52WK_2"
   )
   data <- data.table(date = date, type = type, value = rate)
-  actual <- clean_bill_rates(data)
+  actual <- clean_bill_rate(data)
   type <- rep(c("close", "yield"), 5L)
   maturity <- c(
     "4 weeks",