wilsonfreitas

library(bizdays)
library(lubridate)

create.calendar(name='MyCalendar',
                weekdays=c('saturday', 'sunday'),
                start.date = ymd("2019-12-28"),
                end.date = ymd("2021-01-01"))

calendars()[["MyCalendar"]]

wilsonfreitas

library(bizdays)
library(lubridate)

create.calendar(name='MyCalendar',
                weekdays=c('saturday', 'sunday'),
                start.date = ymd("2019-12-28"),
                end.date = ymd("2021-01-01"))

calendars()[["MyCalendar"]]

wilsonfreitas

library(compiler)
library(foreach)

f.original <- function() {
  x <- 0
  for (p in 1:2) {
    for (i in 1:500) {
      for (j in 1:5000) {
        x <- x + i * j

wilsonfreitas

curl http://bvmf.bmfbovespa.com.br/InstDados/SerHist/COTAHIST_A2019.ZIP --output COTAHIST_A2019.ZIP

wilsonfreitas

library(tseries)
library(magrittr)
library(ggplot2)

data(EuStockMarkets)
dax <- diff(log(EuStockMarkets))[,"DAX"]
dax.garch <- garch(dax)
dax.garch
tidy(dax.garch)

wilsonfreitas

#' @export
next_anniversary = function(x, ...) UseMethod("next_anniversary")

#' @export
next_anniversary.bond = function(x, ...) {
  refdate = crf.options$get("REFDATE")
  start_year = year(refdate)
  start_month = month(refdate)
  anniversary = as.Date(ISOdate(start_year, start_month, x$anniversary))

wilsonfreitas

#' Computes option price via Black-76 formula.
#'
#' Black-76 formula implementation, pricing european options.
#'
#' @param type 'call' for call option, any other value for put.
#' @param future current future price.
#' @param strike the strike price.
#' @param time time to option expiration in years.
#' @param rate the risk-free interest rate.
#' @param sigma volatility of the future price.

wilsonfreitas

library(httr)
library(xml2)

get_deb_list <- function(.which = c("registrados", "excluidos", "todos")) {
  .which <- match.arg(.which)
  .which <- switch(.which,
                   registrados = "False",
                   excluidos = "True",
                   todos = "Nada")

wilsonfreitas

library(utils)

b3_download_handler <- function(obj, data_ref, dest_dir) {
  function () {
    mapply(function(url_fname, fname) {
      b3_file_downloader(url_fname, fname, dest_dir, data_ref)
    }, obj$url_file, obj$filename)
  }
}

wilsonfreitas

bvbg_download_handler <- function(obj, data_ref, dest_dir) {
  function () {
    data <- as.Date(data_ref)
    # if (obj$jump_to_current) {
    #   data <- today()
    # }
    data <- format(x=data, format="%y%m%d")
    url <- 'http://www.bmfbovespa.com.br/pesquisapregao/download?filelist='
    url <- paste(url, obj$url_file, data, '.zip', sep="")