Brazil/B3
Calendar updated: added holidays from 2025.
- BUG in reverse index (issue #108)
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Brazil/BMF
Calendar updated: addition of November 20th holiday from 2024 ahead. -
Brazil/ANBIMA
Calendar updated: addition of November 20th holiday from 2024 ahead. -
Brazil/B3
Calendar updated: added holidays from 2024.
-
Brazil/BMF
Calendar updated: corrected holidays in the period between 1990-2000 -
Brazil/B3
Calendar updated: added holidays in the period between 1990-2000 -
added more tests to
getbizdays
Brazil/B3
Calendar updated: included 2023 holidays
- added new calendar
Brazil/BMF
which extendsBrazil/ANBIMA
starting at 1990-01-01 and is based on the trading days observed in future contracts.
-
improved getdate to use a day as reference and allows expressions like:
getdate("last bizday", Sys.Date(), "Brazil/ANBIMA")
,getdate("next wed", Sys.Date())
, ...(issue #28) -
organized
ref
code to avoid duplicate code
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holidaysB3 data updated, the day 2020-07-09 has been removed, it's not a holiday.
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load_builtin_calendars function created to load calendars: actual, Brazil/ANBIMA, Brazil/B3, weekends
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Depends updated to 4.0
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removed data/holidaysANBIMA.rda and data/holidaysB3.rda, calendars are loaded from JSON files
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New function getbizdays which returns the number of business days for specific periods of a year or a month (issue #94)
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Use .onAttach to load build in calendars (issue #88)
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New B3 calendar with holidays up to the of 2022 (issue #93)
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load_quantlib_calendars and load_rmetrics_calendars have a financial argument to define if the loaded calendar is a financial calendar
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[BUG] wrong return for negative bizdays in non financial calendars (issue #92)
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Corrected typos in documentation (links formatting) in order to fulfill CRAN requirements
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Updated travis CI Yaml to avoid errors due to missing requirements
- Disabled removed the use of ref object as getdate argument
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Import and export calendars (issue #25)
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Implemented getdate function (issue #28)
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Renamed functions (replaced dots with _) (issue #76)
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Implemented bizdays optimisations (issue #70)
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New vignette "Financial and non financial calendars"
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Improved Calendar's print method, now it is more informative (issue #68)
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Introduced the financial argument to create.calendar. It allows to create non financial calendars (issue #62)
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Removed the old calendars construction: the Calendar function
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Implemented bizdiff function (issue #57).
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Defined start and end dates for Rmetrics calendars (issue #60)
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Implemented new Calendar methods: holidays and weekdays (issue #61)
- Implemented check in tests for suggested packages: RQuantLib and timeDate (issue #56).
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Implemented the double index strategy to avoid inconsistencies in business days counting (issue #54)
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Added has.calendars function to check if a calendar exists
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Implemented requireNamespace check for Suggedted packages: RQuantLib and timeDate
-
offset function has been vectorized
-
bug fixes (issues #53, #54, #55)
- Minor changes to achieve conformity with CRAN policies
-
Calendar's dib argument, bizyears and bizyearse were removed
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Load calendars from RQuantLib and timeDate (Rmetrics) packages
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create.calendar function, Calendar have been deprecated and will be removed (not exported) soon.
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Updated LICENSE file
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bizdays accepts from > to arguments returning negative values in such cases
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new following and preceding functions equal adjust.next and adjust.previous
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new modified.following and modified.preceding functions
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new calendar register: calendars must be created with create.calendar and are referenced by its name in bizdays methods.
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Calendar accepts POSIX* in holidays
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Calendar's start.date and end.date are set to default values only when their aren't provided
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Docs updated
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changed print.Calendar to be more informative
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new offset function create (add.bizdays alias)
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offset (add.bizdays) accepts vector of numbers (n argument)
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updated documentation
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added vignettes
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renamed default.calendar to Calendar(name='Actual/365', dib=365)
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print.Calendar returns invisible(x) and shows weekdays
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Calendar raises a warning when holidays is set and weekdays is not
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Calendar's dib and name defaults to NULL
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default.calendar is Calendar(name='Actual', dib=365)
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bizyears raises an error if dib is NULL
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add.bizdays performance improved
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add function has been renamed to add.bizdays
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Calendar's argument weekdays default value is NULL
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Calendar has new arguments: dib, adjust.from, adjust.to
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travis-ci integration
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New functions: bizyears, bizyearse, bizdayse
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bizdays accepts NA values in both arguments, from and to
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bizdays, adjust.previous, adjust.next and is.bizday accept POSIXct and POSIXlt objects.
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bizdays, adjust.previous, adjust.next and is.bizday handle NA values without break
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bizdays, adjust.next and adjust.previous are fast