NEWS.md

In bizdays: Business Days Calculations and Utilities

bizdays 1.0.13

• B3 Calendar updated: included 2023 holidays

bizdays 1.0.12

• added new calendar Brazil/BMF which extends Brazil/ANBIMA starting at 1990-01-01 and is based on the trading days observed in future contracts.

bizdays 1.0.11

• 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

bizdays 1.0.10

• 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

bizdays 1.0.9

• 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)

bizdays 1.0.8

• Corrected typos in documentation (links formatting) in order to fulfill CRAN requirements

• Updated travis CI Yaml to avoid errors due to missing requirements

bizdays 1.0.7

• Disabled removed the use of ref object as getdate argument

bizdays 1.0.6

• Import and export calendars (issue #25)

• Implemented getdate function (issue #28)

• Renamed functions (replaced dots with _) (issue #76)

bizdays 1.0.5

• 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

bizdays 1.0.4

• Implemented bizdiff function (issue #57).

• Defined start and end dates for Rmetrics calendars (issue #60)

• Implemented new Calendar methods: holidays and weekdays (issue #61)

bizdays 1.0.3

• Implemented check in tests for suggested packages: RQuantLib and timeDate (issue #56).

bizdays 1.0.2

• 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)

bizdays 1.0.1

• Minor changes to achieve conformity with CRAN policies

bizdays 1.0.0

• 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.

bizdays 0.2.2

• 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

bizdays 0.2.1

• 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)

bizdays 0.2.0

• 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

bizdays 0.1.5

• 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 0.1.4

• 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

bizdays documentation built on Jan. 22, 2023, 1:08 a.m.