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@wilsonfreitas wilsonfreitas released this 29 May 13:00
· 135 commits to main since this release

This release has many interesting news:

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  • function cotahist_funds_get has been replaced by these ones.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.

Other improvements

  • 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.