gettddata

https://github.com/msperlin/gettddata

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 (19.4%) to scientific vocabulary

Last synced: 9 months ago · JSON representation

Repository

Basic Info

Host: GitHub
Owner: msperlin
License: other
Language: R
Default Branch: master
Homepage: https://msperlin.github.io/GetTDData/
Size: 5.63 MB

Statistics

Stars: 25
Watchers: 3
Forks: 7
Open Issues: 2
Releases: 0

Created over 8 years ago · Last pushed about 1 year ago

Metadata Files

Readme Changelog License Codemeta

README.Rmd

---
output: github_document
---



```{r, include = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-",
  out.width = "100%"
)
```


  [![Codecov test coverage](https://codecov.io/gh/msperlin/GetTDData/branch/master/graph/badge.svg)](https://app.codecov.io/gh/msperlin/GetTDData?branch=master)
[![Project Status: Active – The project has reached a stable, usable state and is being actively developed.](https://www.repostatus.org/badges/latest/active.svg)](https://www.repostatus.org/#active)
[![R build (rcmdcheck)](https://github.com/msperlin/GetTDData/workflows/R-CMD-check/badge.svg)](https://github.com/msperlin/GetTDData/actions)

  

# Package `GetTDData`

Information regarding prices and  yields of bonds issued by the Brazilian government can be downloaded manually as excel files from the [Tesouro Direto website](https://www.tesourodireto.com.br/). However, it is painful to aggregate all of this data into something useful as the several files don't have an uniform format.

Package `GetTDData` makes the process of importing data from Tesouro direto much easier. All that you need in order to download the data is the name of the assets (LFT, LTN, NTN-C, NTN-B, NTN-B Principal, NTN-F). 


## Installation

```
# from CRAN (stable version)
install.package('GetTDData')

# from github (development version)
devtools::install_github('msperlin/GetTDData')
```

## How to use GetTDData

Suppose you need financial data (prices and yields) for a bond of type LTN with a maturity (end of contract) at 2023-01-01. This bullet bond is the most basic debt contract the Brazilian government issues. It does not pay any value (coupon) during its lifetime and will pay 1000 R$ at maturity.

In order to get the data, all you need to do is to run the following code in R:

```{r example1}
library(GetTDData)

assets <- 'LTN'   # Identifier of assets 
first_year <- 2020
last_year <- 2022

df_td <- td_get(assets,
                first_year,
                last_year)
```

Let's plot the prices to check if the code worked: 

```{r plot.prices, fig.width=7, fig.height=2.5}
library(ggplot2)
library(dplyr)

# filter  LTN 
my_asset_code <- "LTN 010123"

LTN <- df_td %>%
  filter(asset_code  ==  my_asset_code)

p <- ggplot(data = LTN, 
            aes(x = as.Date(ref_date), 
                y = price_bid, 
                color = asset_code)) + 
  geom_line(size = 1) + scale_x_date() + labs(title = '', x = 'Dates')

print(p)
```


## Downloading the Brazilian Yield Curve

The latest version of `GetTDData` offers function `get.yield.curve` to download the current Brazilian yield curve directly from Anbima. The yield curve is a tool of financial analysts that show, based on current prices of fixed income instruments, how the market perceives the future real, nominal and inflation returns. You can find more details regarding the use and definition of a yield curve in [Investopedia][https://www.investopedia.com/terms/y/yieldcurve.asp].

```{r, eval=FALSE}
library(GetTDData)

df.yield <- get.yield.curve()  
str(df.yield)
```

And we can plot it for the derised result:

```{r, eval=FALSE}
library(ggplot2)

p <- ggplot(df.yield, aes(x=ref.date, y = value) ) +
  geom_line(size=1) + geom_point() + facet_grid(~type, scales = 'free') + 
  labs(title = paste0('The current Brazilian Yield Curve '),
       subtitle = paste0('Date: ', df.yield$current.date[1]))     

print(p)
```

Owner

Name: Marcelo S. Perlin
Login: msperlin
Kind: user
Location: Porto Alegre, Brazil
Company: UFRGS

Website: https://www.msperlin.com/
Repositories: 41
Profile: https://github.com/msperlin

Associate Professor and Researcher at UFRGS

CodeMeta (codemeta.json)

{
  "@context": "https://doi.org/10.5063/schema/codemeta-2.0",
  "@type": "SoftwareSourceCode",
  "identifier": "GetTDData",
  "description": "Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto <https://www.tesourodireto.com.br/>.",
  "name": "GetTDData: Get Data for Brazilian Bonds (Tesouro Direto)",
  "codeRepository": "https://github.com/msperlin/GetTDData/",
  "issueTracker": "https://github.com/msperlin/GetTDData/issues/",
  "license": "https://spdx.org/licenses/GPL-2.0",
  "version": "1.4.5",
  "programmingLanguage": {
    "@type": "ComputerLanguage",
    "name": "R",
    "url": "https://r-project.org"
  },
  "runtimePlatform": "R version 4.1.3 (2022-03-10)",
  "provider": {
    "@id": "https://cran.r-project.org",
    "@type": "Organization",
    "name": "Comprehensive R Archive Network (CRAN)",
    "url": "https://cran.r-project.org"
  },
  "author": [
    {
      "@type": "Person",
      "givenName": "Marcelo",
      "familyName": "Perlin",
      "email": "marceloperlin@gmail.com"
    }
  ],
  "maintainer": [
    {
      "@type": "Person",
      "givenName": "Marcelo",
      "familyName": "Perlin",
      "email": "marceloperlin@gmail.com"
    }
  ],
  "softwareSuggestions": [
    {
      "@type": "SoftwareApplication",
      "identifier": "knitr",
      "name": "knitr",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=knitr"
    },
    {
      "@type": "SoftwareApplication",
      "identifier": "rmarkdown",
      "name": "rmarkdown",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=rmarkdown"
    },
    {
      "@type": "SoftwareApplication",
      "identifier": "testthat",
      "name": "testthat",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=testthat"
    },
    {
      "@type": "SoftwareApplication",
      "identifier": "ggplot2",
      "name": "ggplot2",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=ggplot2"
    }
  ],
  "softwareRequirements": {
    "1": {
      "@type": "SoftwareApplication",
      "identifier": "R",
      "name": "R",
      "version": ">= 4.0.0"
    },
    "2": {
      "@type": "SoftwareApplication",
      "identifier": "stringr",
      "name": "stringr",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=stringr"
    },
    "3": {
      "@type": "SoftwareApplication",
      "identifier": "readxl",
      "name": "readxl",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=readxl"
    },
    "4": {
      "@type": "SoftwareApplication",
      "identifier": "utils",
      "name": "utils"
    },
    "5": {
      "@type": "SoftwareApplication",
      "identifier": "stats",
      "name": "stats"
    },
    "6": {
      "@type": "SoftwareApplication",
      "identifier": "curl",
      "name": "curl",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=curl"
    },
    "7": {
      "@type": "SoftwareApplication",
      "identifier": "bizdays",
      "name": "bizdays",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=bizdays"
    },
    "8": {
      "@type": "SoftwareApplication",
      "identifier": "tidyr",
      "name": "tidyr",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=tidyr"
    },
    "9": {
      "@type": "SoftwareApplication",
      "identifier": "rvest",
      "name": "rvest",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=rvest"
    },
    "10": {
      "@type": "SoftwareApplication",
      "identifier": "xml2",
      "name": "xml2",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=xml2"
    },
    "11": {
      "@type": "SoftwareApplication",
      "identifier": "dplyr",
      "name": "dplyr",
      "provider": {
        "@id": "https://cran.r-project.org",
        "@type": "Organization",
        "name": "Comprehensive R Archive Network (CRAN)",
        "url": "https://cran.r-project.org"
      },
      "sameAs": "https://CRAN.R-project.org/package=dplyr"
    },
    "SystemRequirements": null
  },
  "fileSize": "187.804KB"
}

GitHub Events

Total

Watch event: 1
Push event: 2
Fork event: 1

Last Year

Watch event: 1
Push event: 2
Fork event: 1

Committers

Last synced: over 2 years ago

All Time

Total Commits: 53
Total Committers: 3
Avg Commits per committer: 17.667
Development Distribution Score (DDS): 0.17

Past Year

Commits: 10
Committers: 1
Avg Commits per committer: 10.0
Development Distribution Score (DDS): 0.0

Top Committers

Name	Email	Commits
msperlin	m**n@g**m	44
msperlin	m**n@g**m	7
wilsonfreitas	w**s@g**m	2

Issues and Pull Requests

Last synced: 9 months ago

All Time

Total issues: 13
Total pull requests: 2
Average time to close issues: 2 months
Average time to close pull requests: about 4 hours
Total issue authors: 8
Total pull request authors: 2
Average comments per issue: 1.77
Average comments per pull request: 0.5
Merged pull requests: 2
Bot issues: 0
Bot pull requests: 0

Past Year

Issues: 0
Pull requests: 0
Average time to close issues: N/A
Average time to close pull requests: N/A
Issue authors: 0
Pull request authors: 0
Average comments per issue: 0
Average comments per pull request: 0
Merged pull requests: 0
Bot issues: 0
Bot pull requests: 0

View more stats

Top Authors

Issue Authors

andreltr (3)
msperlin (3)
Lvitor (1)
wilsonfreitas (1)
alexandrefazenda (1)
Vergiel-a (1)
tuberculo (1)
rafaelgouvea (1)

Pull Request Authors

wilsonfreitas (1)
msperlin (1)

Top Labels

Issue Labels

enhancement (1) good first issue (1)

Pull Request Labels

Packages

Total packages: 1
Total downloads:
- cran 707 last-month
Total docker downloads: 43,390

Total dependent packages: 0
Total dependent repositories: 3
Total versions: 22
Total maintainers: 1

cran.r-project.org: GetTDData

Get Data for Brazilian Bonds (Tesouro Direto)

Homepage: https://github.com/msperlin/GetTDData/
Documentation: http://cran.r-project.org/web/packages/GetTDData/GetTDData.pdf
License: MIT + file LICENSE
Latest release: 1.5.7
published about 1 year ago

Versions: 22
Dependent Packages: 0
Dependent Repositories: 3
Downloads: 707 Last month
Docker Downloads: 43,390

Rankings

Docker downloads count: 0.6%

Forks count: 9.6%

Stargazers count: 12.6%

Average: 15.9%

Dependent repos count: 16.5%

Downloads: 27.6%

Dependent packages count: 28.7%

Maintainers (1)

marceloperlin@gmail.com

Last synced: 9 months ago

Dependencies

DESCRIPTION cran

R >= 4.0.0 depends
bizdays * imports
curl * imports
dplyr * imports
readxl * imports
rvest * imports
stats * imports
stringr * imports
tidyr * imports
utils * imports
xml2 * imports
covr * suggests
ggplot2 * suggests
knitr * suggests
rmarkdown * suggests
testthat * suggests

.github/workflows/check.yml actions

actions/cache v2 composite
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

JamesIves/github-pages-deploy-action 4.1.4 composite
actions/checkout v2 composite
r-lib/actions/setup-pandoc v2 composite
r-lib/actions/setup-r v2 composite
r-lib/actions/setup-r-dependencies v2 composite

.github/workflows/test-coverage.yaml actions

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

ecosyste.ms

Data

Tools

Indexes

Applications

Experiments

Open Source Science

gettddata

Science Score: 26.0%

Repository

Basic Info

Statistics

Metadata Files

README.Rmd

Owner

CodeMeta (codemeta.json)

GitHub Events

Total

Last Year

Committers

All Time

Past Year

Top Committers

Issues and Pull Requests

All Time

Past Year

Top Authors

Issue Authors

Pull Request Authors

Top Labels

Issue Labels

Pull Request Labels

Packages

cran.r-project.org: GetTDData

Rankings

Maintainers (1)

Dependencies