wilsonfreitas

# sazonalidade de contratos agro
# http://www.operefuturos.com.br/analise-fundamentalista/safras-e-entressafras/#.Wli2pFWnHDc

library(xts)
library(astsa)

x <- read.table("clipboard", header = TRUE, sep = "\t", dec = ",")

str(x)

wilsonfreitas

library(ggplot2)
library(dplyr)

vasicek_bond <- function(spotrate_, time_, kappa_, theta_, sigma_, notional_value = 1) {
  A <- function(time_, kappa_, theta_, sigma_) {
    term1 <- (B(time_, kappa_) - time_)*(kappa_^2*theta_ - sigma_^2*0.5) / kappa_^2
    term2 <- sigma_^2*B(time_, kappa_)^2/(4*kappa_)
    exp(term1 - term2)
  }

wilsonfreitas

# functions ----

getNTNBContracts <- function(sessionDate, contract, calendar) {
  q <- "
select
  cod_selic code,
  cod_titulo contract_name,
  data_ref refdate,
  data_emissao issue_date,

wilsonfreitas

library(rbmfbovespa)


SEDE <- MarketDataMultiPartFWF$proto(expr={
  id <- 'SEDE'
  filename <- 'SEDE9999.txt'
  description <- 'Cotações do Horário Regular do Pregão de Ações'

  parts <- list(

wilsonfreitas

library(rbmfbovespa)

PremioOpcaoAcao <- MarketDataMultiPartCSV$proto(expr={
  filename <- 'PExxxxxx.txt'
  id <- 'PremioOpcaoAcao'
  separator <- ';'

  parts <- list(
    'Cabeçalho'=list(
      lines=1,

wilsonfreitas

#!/usr/bin/env python
# -*- coding: utf-8 -*-
import requests,json,sys

# Script simples para consulta de dados na base dados nacional do SUS utilizando o CPF.
# Jhonathan Davi A.K.A jh00nbr / Insightl4b lab.insightsecurity.com.br
# Blog: lab.insightsecurity.com.br
# Github: github.com/jh00nbr
# Twitter @jh00nbr

wilsonfreitas

library(shiny)
library(miniUI)
library(bizdays)
library(shinythemes)
library(httr)
library(rbmfbovespa)

bvmf_download_filesAddin <- function() {
  # C1 - Mercado de Derivativos - Negócios Realizados em Pregão - Parcial

wilsonfreitas

library(nloptr)
library(xts)
library(parallel)

# functions ----

var.garch <- function(rets, omega, alpha, beta) {
  mu <- mean(rets)
  e2 <- (rets - mu)^2

wilsonfreitas

ipca_decompose <- function(x) {
  l <- length(x)
  f <- frequency(x)
  filter <- rep_len(1, f)/f
  x <- log(1 + x/100)
  trend <- filter(x, filter, sides=1)
  season <- x - trend
  
  periods <- l%/%f
  index <- seq.int(1L, l, by = f) - 1L

wilsonfreitas

retrieve_ipca <- function() {
  url <- 'http://www.portalbrasil.net/ipca.htm'
  ipca_data <- html(url) %>% html_nodes("table") %>% .[[6]] %>% html_table()
  
  xy <- dim(ipca_data)
  
  .data <- ipca_data[2:xy[1],1:(xy[2]-1)]
  .data <- lapply(.data, function (x) {
    stringr::str_replace(x, '^[^0-9]*(\\d+(,\\d+)?)[^0-9]*$', '\\1')
  })