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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 holidaysBrazil/BMF which extends Brazil/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
holidaysB3 data updated, the day 2020-07-09 has been removed, it’s not a holiday.
load_builtin_calendars function created to load calendars: actual, Brazil/ANBIMA, Brazil/B3, weekends
Depends updated to 4.0
removed data/holidaysANBIMA.rda and data/holidaysB3.rda, calendars are loaded from JSON files
New function getbizdays which returns the number of business days for specific periods of a year or a month (issue #94)
Use .onAttach to load build in calendars (issue #88)
New B3 calendar with holidays up to the of 2022 (issue #93)
load_quantlib_calendars and load_rmetrics_calendars have a financial argument to define if the loaded calendar is a financial calendar
[BUG] wrong return for negative bizdays in non financial calendars (issue #92)
Corrected typos in documentation (links formatting) in order to fulfill CRAN requirements
Updated travis CI Yaml to avoid errors due to missing requirements
Import and export calendars (issue #25)
Implemented getdate function (issue #28)
Renamed functions (replaced dots with _) (issue #76)
Implemented bizdays optimisations (issue #70)
New vignette “Financial and non financial calendars”
Improved Calendar’s print method, now it is more informative (issue #68)
Introduced the financial argument to create.calendar. It allows to create non financial calendars (issue #62)
Removed the old calendars construction: the Calendar function
Implemented bizdiff function (issue #57).
Defined start and end dates for Rmetrics calendars (issue #60)
Implemented new Calendar methods: holidays and weekdays (issue #61)
Implemented the double index strategy to avoid inconsistencies in business days counting (issue #54)
Added has.calendars function to check if a calendar exists
Implemented requireNamespace check for Suggedted packages: RQuantLib and timeDate
offset function has been vectorized
bug fixes (issues #53, #54, #55)
Calendar’s dib argument, bizyears and bizyearse were removed
Load calendars from RQuantLib and timeDate (Rmetrics) packages
create.calendar function, Calendar have been deprecated and will be removed (not exported) soon.
Updated LICENSE file
bizdays accepts from > to arguments returning negative values in such cases
new following and preceding functions equal adjust.next and adjust.previous
new modified.following and modified.preceding functions
new calendar register: calendars must be created with create.calendar and are referenced by its name in bizdays methods.
Calendar accepts POSIX* in holidays
Calendar’s start.date and end.date are set to default values only when their aren’t provided
Docs updated
changed print.Calendar to be more informative
new offset function create (add.bizdays alias)
offset (add.bizdays) accepts vector of numbers (n argument)
updated documentation
added vignettes
renamed default.calendar to Calendar(name=‘Actual/365’, dib=365)
print.Calendar returns invisible(x) and shows weekdays
Calendar raises a warning when holidays is set and weekdays is not
Calendar’s dib and name defaults to NULL
default.calendar is Calendar(name=‘Actual’, dib=365)
bizyears raises an error if dib is NULL
add.bizdays performance improved
add function has been renamed to add.bizdays
Calendar’s argument weekdays default value is NULL
Calendar has new arguments: dib, adjust.from, adjust.to
travis-ci integration
New functions: bizyears, bizyearse, bizdayse
bizdays accepts NA values in both arguments, from and to
bizdays, adjust.previous, adjust.next and is.bizday accept POSIXct and POSIXlt objects.
bizdays, adjust.previous, adjust.next and is.bizday handle NA values without break
bizdays, adjust.next and adjust.previous are fast
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.