R. ОИ на фьючерс РТС

asset_name <- "Фьючерсный контракт на �ндекс РТС"
url_prefix <- "http://moex.com/ru/derivatives/open-positions-csv.aspx?d="
url_suffix <- "&t=1"
date <- c(seq(as.Date("2015-02-01"), Sys.Date() , 1))
url <- paste(url_prefix, gsub('-' , '', as.character(date[1])), url_suffix , sep="")
open_pos <- read.csv(url, encoding = "UTF-8")
result <- subset(open_pos, open_pos$name==asset_name)

for (i in 2:length(date))
{
  url <- paste(url_prefix, gsub('-' , '', as.character(date[i])), url_suffix , sep="")
  open_pos <- read.csv(url, encoding = "UTF-8")
  result <- rbind(result, subset(open_pos, open_pos$name==asset_name))  
}
pos_fl <- subset(result, result$iz_fiz==1)
rownames(pos_fl) <- pos_fl$X.U.FEFF.moment
pos_fl <- pos_fl[6:13]

pos_ul <- subset(result, is.na(result$iz_fiz))
rownames(pos_ul) <- pos_ul$X.U.FEFF.moment
pos_ul <- pos_ul[6:13]

# Физ лица
plot(as.Date(rownames(pos_fl)), cumsum(pos_fl$change_prev_week_short_abs), type='l', 
     col='red', ylim = range( cumsum(pos_fl$change_prev_week_long_abs), cumsum(pos_fl$change_prev_week_short_abs)),
     main = '�зменение количества договоров (контрактов) по отношению к предыдущей неделе, шт. Физ. Лица', 
     ylab = 'Колличесвто контрактов', xlab = 'Дата' )

lines(as.Date(rownames(pos_fl)), cumsum(pos_fl$change_prev_week_long_abs), col='green', type='l')

# Юр Лица
plot(as.Date(rownames(pos_ul)), cumsum(pos_ul$change_prev_week_short_abs), type='l', 
     col='red', ylim = range( cumsum(pos_ul$change_prev_week_long_abs), cumsum(pos_ul$change_prev_week_short_abs)),
     main = '�зменение количества договоров (контрактов) по отношению к предыдущей неделе, шт. Юр. Лица', 
     ylab = 'Колличесвто контрактов', xlab = 'Дата' )

lines(as.Date(rownames(pos_ul)), cumsum(pos_ul$change_prev_week_long_abs), col='green', type='l')


# spread
plot(as.Date(rownames(pos_ul)), cumsum(pos_ul$change_prev_week_long_abs/pos_ul$change_prev_week_short_abs), type='l', 
     col='blue', main = 'Отношение лонгов к шортам Юр. Лица', 
     ylab = 'Колличесвто контрактов', xlab = 'Дата' )