rb3 0.0.6
- Updated documentation
- functions
code2month
and maturity2date
now
accept old 4 characters maturity code, before 2006
- New function
cotahist_options_by_symbol_superset
joins
options data, equity data and interest rates for each option for a given
symbol (Issue #50)
- Corrected BUG in cache system, avoid caching NULL returns (Issue
#52)
- Corrected BUG cdi_get and idi_get use do_cache = FALSE (Issue
#51)
rb3 0.0.5
- Updated documentation
- The cache creates a folder with the template to organize files
inside the cache folder.
read_marketdata
lost the argument
cachedir
, the RDS file with parsed data is saved in the
directory of the given file.
- Pass
do_cache = FALSE
to not save the RDS file, it
defaults to TRUE
.
- Corrected BUG in
COTAHIST_YEARLY
, it uses cache wrongly
(Issue #44)
- Corrected BUG due to change in fixedincome - function
rates
was renamed to implied_rate
rb3 0.0.4
- added locale
en
to templates:
COTAHIST_*
- new templates
NegociosIntraday
intraday listed market trades
NegociosBalcao
intraday OTC (Debentures) trades
NegociosBTB
intraday lending trades
- imports organized (using importFrom in NAMESPACE)
- added option
rb3.cachedir
to set default cache
directory in order to use cached files accross multiple sessions
rb3 0.0.3
- fixed tests for yc_get().
- updated to bizdays version 0.1.10 (use of load_builtin_calendars -
Issue #31).
- changes to ropensci process: added more tests to improve test
coverage, functions renamed, codemeta and Contributing.md.
- new templates
GetStockIndex
to get the composition of B3
indexes.
GetTheoricalPortfolio
to get composition and weights of
B3 indexes.
GetPortfolioDay
to get composition, weights and
segments of B3 indexes.
CenariosCurva
for scenarios of term structures of
interest rates.
CenariosPrecoReferencia
for reference prices
scenarios.
IndexReport
indexes daily market data.
PriceReport
daily prices and market data.
GetListedSupplementCompany
supplement data for listed
companies.
GetDetailsCompany
to get companies details (name,
codeCVM, …).
GetListedCashDividends
to get list of cash
dividends.
- new functions for yield curves
yc_ipca_get
and yc_ipca_mget
for real
interest rates
yc_usd_get
and yc_usd_mget
for USD
interest rates in Brazil
- new functions for cotahist
cotahist_get_symbols
to get stocks by a list of
symbols
cotahist_etfs_get
, cotahist_fiis_get
,
cotahist_fidcs_get
, cotahist_fiagros_get
- function
cotahist_funds_get
has been replaced by these
ones.
- new functions to get indexes information (composition, weights and
positions)
index_comp_get
returns the index composition
index_weights_get
returns the index weights
index_by_segment_get
returns indexes assets grouped by
segments
indexes_get
lists the available indexes
indexes_last_update
returns the date when the indexes
have been updated
indexreport_get
and indexreport_mget
download index report data
- Superset datasets
cotahist_equity_options_superset
joins options data,
equity data and interest rates for each option - this is useful to run
option and volatility models.
yc_superset
, yc_usd_superset
,
yc_ipca_superset
mark futures maturities in yield
curve.
rb3 0.0.2
- changes for ropensci process, replaced
sapply
with
purrr::map_xxx
.
- improved class Filename, added new methods.
- added argument
destdir = NULL
to
convert_to
function.
- created functions
yc_get
/ yc_mget
and
futures_get
/ futures_mget
(Issue #26).
- improved
fields
creation (Issue #27).
- added downloader/reader for
GetStockIndex
, JSON file
with relations between stocks and indexes.
rb3 0.0.1