rb3

A bunch of downloaders and parsers for data delivered from B3

https://github.com/ropensci/rb3

Science Score: 26.0%

This score indicates how likely this project is to be science-related based on various indicators:

○
CITATION.cff file
✓
codemeta.json file
Found codemeta.json file
✓
.zenodo.json file
Found .zenodo.json file
○
DOI references
○
Academic publication links
○
Committers with academic emails
○
Institutional organization owner
○
JOSS paper metadata
○
Scientific vocabulary similarity
Low similarity (3.6%) to scientific vocabulary

Keywords

brazil exchange-data finance financial-data financial-services market-data r

Last synced: 6 months ago · JSON representation

Repository

A bunch of downloaders and parsers for data delivered from B3

Basic Info

Host: GitHub
Owner: ropensci
License: other
Language: R
Default Branch: main
Homepage: https://docs.ropensci.org/rb3/
Size: 53.7 MB

Statistics

Stars: 80
Watchers: 12
Forks: 34
Open Issues: 24
Releases: 6

Topics

brazil exchange-data finance financial-data financial-services market-data r

Created about 11 years ago · Last pushed 7 months ago

Metadata Files

Readme Changelog Contributing License Codemeta

README.R

## ----eval=TRUE-----------------------------------------------------------------------------------------------------------------------------
options(rb3.cachedir = tempdir())
devtools::load_all(".")
library(tidyverse)
library(bizdays)

# Download yield curve data for specific dates
fetch_marketdata("b3-reference-rates",
  refdate = preceding("2024-01-31", "Brazil/B3"),
  curve_name = "PRE"
)
# Download yearly COTAHIST files
fetch_marketdata("b3-cotahist-yearly", year = 2023)

# Download futures data
fetch_marketdata("b3-futures-settlement-prices", refdate = preceding("2024-01-31", "Brazil/B3"))

ch <- cotahist_get("yearly")
# Filter for stocks
eq <- ch |>
  filter(year(refdate) == 2023) |>
  cotahist_filter_equity() |>
  collect()

# Get top 10 most traded stocks
symbols <- eq |>
  group_by(symbol) |>
  summarise(volume = sum(volume)) |>
  arrange(desc(volume)) |>
  head(10) |>
  collect() |>
  pull(symbol)

# Get Brazilian nominal yield curve (PRE)
yc_data <- yc_brl_get() |>
  filter(refdate == "2024-01-31") |>
  collect()

# Get futures settlement prices
futures_data <- futures_get() |>
  filter(commodity == "DI1") |>
  collect()

# save datasets: ch, eq, symbols, yc_data, futures_data to file README.RData
save(
  eq,
  yc_data,
  futures_data,
  file = "README.RData"
)

Owner

Name: rOpenSci
Login: ropensci
Kind: organization
Email: info@ropensci.org
Location: Berkeley, CA

Website: https://ropensci.org/
Twitter: rOpenSci
Repositories: 307
Profile: https://github.com/ropensci

CodeMeta (codemeta.json)

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}

GitHub Events

Total

Issues event: 42
Watch event: 8
Issue comment event: 10
Push event: 36
Pull request event: 35
Fork event: 4

Last Year

Issues event: 42
Watch event: 8
Issue comment event: 10
Push event: 36
Pull request event: 35
Fork event: 4

Committers

Last synced: about 2 years ago

All Time

Total Commits: 400
Total Committers: 4
Avg Commits per committer: 100.0
Development Distribution Score (DDS): 0.2

Past Year

Commits: 40
Committers: 2
Avg Commits per committer: 20.0
Development Distribution Score (DDS): 0.025

Top Committers

Name	Email	Commits
wilsonfreitas	w**s@g**m	320
WILSON NASCIMENTO DE FREITAS	W**F@m**r	50
msperlin	m**n@g**m	29
Wilson Freitas	w**s@q**m	1

Committer Domains (Top 20 + Academic)

quantm3.com: 1 modal.net.br: 1

Issues and Pull Requests

Last synced: 6 months ago

All Time

Total issues: 76
Total pull requests: 60
Average time to close issues: 11 months
Average time to close pull requests: 3 days
Total issue authors: 14
Total pull request authors: 4
Average comments per issue: 1.51
Average comments per pull request: 0.05
Merged pull requests: 52
Bot issues: 0
Bot pull requests: 0

Past Year

Issues: 33
Pull requests: 37
Average time to close issues: 4 days
Average time to close pull requests: 5 days
Issue authors: 6
Pull request authors: 3
Average comments per issue: 0.36
Average comments per pull request: 0.0
Merged pull requests: 30
Bot issues: 0
Bot pull requests: 0

View more stats

Top Authors

Issue Authors

wilsonfreitas (56)
Lvitor (3)
msperlin (3)
EvertonTLima (2)
k-marcelino (2)
anselmoaraujo (1)
GuilhermeStipp (1)
liviozanol (1)
FLAVIOMARTINS05 (1)
Valdsonmaia (1)
pmeno (1)
ronanalexand (1)
rafaelgouvea (1)
hugorteixeira (1)

Pull Request Authors

wilsonfreitas (48)
msperlin (8)
hugorteixeira (4)
PedroDnT (1)

Top Labels

Issue Labels

enhancement (4) bug (4)

Pull Request Labels

Packages

Total packages: 2
Total downloads:
- cran 650 last-month

Total dependent packages: 1
(may contain duplicates)
Total dependent repositories: 1
(may contain duplicates)
Total versions: 19
Total maintainers: 1

proxy.golang.org: github.com/ropensci/rb3

Documentation: https://pkg.go.dev/github.com/ropensci/rb3#section-documentation
License: other
Latest release: v0.0.12
published 12 months ago

Versions: 6
Dependent Packages: 0
Dependent Repositories: 0

Rankings

Dependent packages count: 5.4%

Average: 5.6%

Dependent repos count: 5.8%

Last synced: 6 months ago

cran.r-project.org: rb3

Download and Parse Public Data Released by B3 Exchange

Homepage: https://github.com/ropensci/rb3
Documentation: http://cran.r-project.org/web/packages/rb3/rb3.pdf
License: MIT + file LICENSE
Latest release: 0.1.0
published 8 months ago

Versions: 13
Dependent Packages: 1
Dependent Repositories: 1
Downloads: 650 Last month

Rankings

Forks count: 3.1%

Stargazers count: 5.6%

Average: 16.4%

Dependent packages count: 18.1%

Dependent repos count: 23.8%

Downloads: 31.5%

Maintainers (1)

wilson.freitas@gmail.com

Last synced: 6 months ago

Dependencies

DESCRIPTION cran

R >= 4.1.0 depends
XML * imports
ascii * imports
base64enc * imports
bizdays * imports
cli * imports
digest * imports
dplyr * imports
httr * imports
jsonlite * imports
methods * imports
proto * imports
purrr * imports
readr * imports
rlang * imports
rvest * imports
stringr * imports
yaml * imports
DT * suggests
covr * suggests
fixedincome * suggests
ggplot2 * suggests
knitr * suggests
magrittr * suggests
miniUI * suggests
rmarkdown * suggests
scales * suggests
shiny * suggests
testthat * suggests
tibble * suggests
tidyr * suggests
xtable * suggests

.github/workflows/check.yml actions

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actions/checkout v2 composite
actions/upload-artifact main composite
r-lib/actions/setup-pandoc v1 composite
r-lib/actions/setup-r v1 composite

.github/workflows/pkgdown.yaml actions

actions/checkout v2 composite
r-lib/actions/setup-pandoc v1 composite
r-lib/actions/setup-r v1 composite
r-lib/actions/setup-r-dependencies v1 composite

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actions/checkout v2 composite
r-lib/actions/setup-r v1 composite
r-lib/actions/setup-r-dependencies v1 composite