library(survival)

source("index.r")
source("stock.r")
source("bonds.r")
source("fx.r")
source("famfr.r")

assets <- merge(x=index, y=stock, by.x="caldt", by.y="caldt", all=TRUE)
assets <- merge(x=assets, y=bonds, by.x="caldt", by.y="caldt", all=TRUE)
assets <- merge(x=assets, y=fx, by.x="caldt", by.y="caldt", all=TRUE)

caldt <- assets$caldt
assets <- 100.0*assets;
assets$caldt <- caldt

assets <- merge(x=assets, y=famfr, by.x="caldt", by.y="caldt", all=TRUE)

rm(index,stock,bonds,fx,famfr)

assets <- assets[assets$caldt > 19710000,]


crash.idx <- (assets$sp500 < -4.5) & (!is.na(assets$sp500))
rally.idx <- (assets$sp500 >  4.5) & (!is.na(assets$sp500))

crash <- assets[crash.idx,]
rally <- assets[rally.idx,]

row.names(crash) <- seq(along=crash$caldt)
row.names(rally) <- seq(along=rally$caldt)

rm(crash.idx,rally.idx)