Get Data for Brazilian Bonds (Tesouro Direto)

Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto < http://www.tesouro.fazenda.gov.br/tesouro-direto-balanco-e-estatisticas>.


News

  • Added the maturities of the instruments as an extra column in the dataframe
  • The package CHECK process no longer depends on the avaibility of Tesouro Direto website. All needed files for compilation are local
  • Fixed bug in html download. Now using a new function and a new algorithm to try the download 10 times before throwing an error
  • The html structure of the Tesouro Website has changed and that resulted in CHECK errors in the package. This update fixed it.
  • Fixed TD names in read function (TD website is a mess!)
  • Now also using input asset.codes in read function
- Fixed bug in read.td.files (it was not reading data after 2012 because of change of output type given switch from xlsx:read.xlsx to readxl::read_excel)
- Now using readxl::read_excel, a better excel reader, FASTER and without the java requirements
- Additional error checks
- Added a test for internet connection
- Added a new option for overwriting or not the downloaded excel files (saves a lot of time for large batch downloads!)
- Fixed typos and improved the text in the vignette

Reference manual

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install.packages("GetTDData")

1.2.5 by Marcelo Perlin, 4 months ago


Browse source code at https://github.com/cran/GetTDData


Authors: Marcelo Perlin [aut, cre]


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL-2 license


Imports stringr, stringi, readxl, utils, stats, curl, RCurl

Suggests knitr, rmarkdown, testthat, ggplot2


See at CRAN