holy wars... the punishment due
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
andyc_ipca_mget
for real interest ratesyc_usd_get
andyc_usd_mget
for USD interest rates in Brazil
New functions for cotahist
cotahist_get_symbols
to get stocks by a list of symbolscotahist_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has been replaced by these ones.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 compositionindex_weights_get
returns the index weightsindex_by_segment_get
returns indexes assets grouped by segmentsindexes_get
lists the available indexesindexes_last_update
returns the date when the indexes have been updatedindexreport_get
andindexreport_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.