Criar função cotahist_etf_options_superset

[wilsonfreitas]

Criar função cotahist_etf_options_superset equivalente a cotahist_equity_options_superset.

Também podemos ter cotahist_index_options_superset

[wilsonfreitas]

Talvez uma alternativa mais democratica seja criar uma função 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")
  )