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Criar função cotahist_etf_options_superset equivalente a cotahist_equity_options_superset.
cotahist_etf_options_superset
cotahist_equity_options_superset
Também podemos ter cotahist_index_options_superset
cotahist_index_options_superset
The text was updated successfully, but these errors were encountered:
Talvez uma alternativa mais democratica seja criar uma função cotahist_options_by_symbol_superset
cotahist_options_by_symbol_superset
refdate <- getdate("last bizday", Sys.Date(), "Brazil/B3") ch <- cotahist_get(refdate, "yearly") yc <- yc_mget(first_date = as.Date("2022-01-01"), last_date = refdate) symbol_ <- "PETR4" eqs <- ch[["HistoricalPrices"]] |> filter(.data$cod_negociacao == symbol_) |> rb3:::format_equity(TRUE) eqs_opts <- ch[["HistoricalPrices"]] |> filter(.data$tipo_mercado %in% c(70, 80)) |> rb3:::format_options(TRUE) |> filter(cod_isin == eqs$cod_isin[1]) op <- inner_join(eqs_opts, eqs, by = c("refdate", "cod_isin"), suffix = c("", ".underlying") ) |> select(-c(.data$cod_isin)) |> mutate( fixing_maturity_date = following(.data$maturity_date, "Brazil/ANBIMA") ) |> inner_join(yc |> select(.data$refdate, .data$forward_date, .data$r_252), by = c("refdate", "fixing_maturity_date" = "forward_date") )
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Created cotahist_options_by_symbol_superset
d3bf5c8
This function returns a superset with all options accordingly to the passed symbol. It works with equities and ETF. Issued #50
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Criar função
cotahist_etf_options_superset
equivalente acotahist_equity_options_superset
.Também podemos ter
cotahist_index_options_superset
The text was updated successfully, but these errors were encountered: