rm(list = ls())
require(data.table)
require(zoo)

# Kuntara: you may want to replace the file path below by your own directory
res <- read.table("use your directory here//returns_layout1.txt", sep = '\t',stringsAsFactors=F)
res <- res[,-1]
res$V3 = as.numeric(res$V3)
res$V4 = as.numeric(res$V4)

Return1 = data.frame(Date=seq(from=as.Date('1965-1-1'), to=as.Date('1974-12-1'),by='month'))
K      = dim(res)[1]/11
for (i in 1:K){
  j  = i + 10*(i-1)
  ID = paste('ID_',res[j,1],sep='')
  tmp   = res[(j+1):(j+10),]
  Return1[,ID] = as.vector(t(tmp))
}


# Kuntara: you may want to replace the file path below by your own directory
res <- read.table("//home//z//Desktop//Factor identificaiotn//Data//returns_layout2.txt", sep = '\t',stringsAsFactors=F)
res <- res[,-1]
res$V3 = as.numeric(res$V3)
res$V4 = as.numeric(res$V4)
Return2 = data.frame(Date=seq(from=as.Date('1975-1-1'), to=as.Date('1984-12-1'),by='month'))
K      = dim(res)[1]/11
for (i in 1:K){
  j  = i + 10*(i-1)
  ID = paste('ID_',res[j,1],sep='')
  tmp   = res[(j+1):(j+10),]
  Return2[,ID] = as.vector(t(tmp))
}


# Kuntara: you may want to replace the file path below by your own directory
res <- read.table("///home//z//Desktop//Factor identificaiotn//Data//returns_layout3.txt", sep = '\t',stringsAsFactors=F)
res <- res[,-1]
res$V3 = as.numeric(res$V3)
res$V4 = as.numeric(res$V4)
Return3 = data.frame(Date=seq(from=as.Date('1985-1-1'), to=as.Date('1994-12-1'),by='month'))
K      = dim(res)[1]/11
for (i in 1:K){
  j  = i + 10*(i-1)
  ID = paste('ID_',res[j,1],sep='')
  tmp   = res[(j+1):(j+10),]
  Return3[,ID] = as.vector(t(tmp))
}


# Kuntara: you may want to replace the file path below by your own directory
res <- read.table("//home//z//Desktop//Factor identificaiotn//Data//returns_layout4.txt", sep = '\t',stringsAsFactors=F)
res <- res[,-1]
res$V3 = as.numeric(res$V3)
res$V4 = as.numeric(res$V4)
Return4 = data.frame(Date=seq(from=as.Date('1995-1-1'), to=as.Date('2004-12-1'),by='month'))
K      = dim(res)[1]/11
for (i in 1:K){
  j  = i + 10*(i-1)
  ID = paste('ID_',res[j,1],sep='')
  tmp   = res[(j+1):(j+10),]
  Return4[,ID] = as.vector(t(tmp))
}


# Kuntara: you may want to replace the file path below by your own directory
res <- read.table("//home//z//Desktop//Factor identificaiotn//Data//returns_layout5.txt", sep = '\t',stringsAsFactors=F)
res <- res[,-1]
res$V3 = as.numeric(res$V3)
res$V4 = as.numeric(res$V4)
Return5 = data.frame(Date=seq(from=as.Date('2005-1-1'), to=as.Date('2014-12-1'),by='month'))
K      = dim(res)[1]/11
for (i in 1:K){
  j  = i + 10*(i-1)
  ID = paste('ID_',res[j,1],sep='')
  tmp   = res[(j+1):(j+10),]
  Return5[,ID] = as.vector(t(tmp))
}

RETURN = rbindlist(list(Return1, Return2, Return3, Return4, Return5), fill = TRUE)
RETURN = as.data.frame(RETURN)

# N = dim(RETURN)[2]
# 
# P = sapply(2:N, function(x) all(!is.na(RETURN[,x])))
# A = sapply(2:N, function(x) all(!is.na(RETURN[1:300,x])))
# B = sapply(2:N, function(x) all(!is.na(RETURN[301:600,x])))
# 
# sum(P)
# sum(A)
# sum(B)
# 
# #######################################################################################################
# RETURN = rbindlist(list(Return4, Return5), fill = TRUE)
# RETURN = as.data.frame(RETURN)
# 
# N = dim(RETURN)[2]
# 
# P = sapply(2:N, function(x) all(!is.na(RETURN[,x]))); sum(P); colnames(RETURN)[P]
# 
# A = sapply(2:N, function(x) all(!is.na(RETURN[1:360,x])));sum(A)
# B = sapply(2:N, function(x) all(!is.na(RETURN[361:600,x])));sum(B)