In wilsonfreitas/rbmfbovespa: Download and Parse Public Data Released by B3 Exchange

library(rb3)
library(tidyverse)
library(formattable)

dates <- add.bizdays(Sys.Date(), c(-2, -1), "Brazil/B3")

chs <- map(dates, ~ cotahist_get(.x, "daily"))

eqs <- map_dfr(chs, cotahist_equity_get)

x <- c("d_2", "d_1")
names(x) <- dates

eqs$refdate_label <- x[as.character(eqs$refdate)]

df_close <- eqs |>
    select(refdate_label, symbol, close) |>
    tidyr::pivot_wider(
        names_from = refdate_label,
        values_from = close
    ) |>
    mutate(diff = (d_1 - d_2) / d_2)

df_distr <- eqs |>
    select(refdate_label, symbol, distribution_id) |>
    tidyr::pivot_wider(
        names_from = refdate_label,
        values_from = distribution_id
    ) |>
    mutate(diff = d_1 - d_2)

bottom <- df_close |>
    arrange(diff) |>
    head(10)

top <- df_close |>
    arrange(desc(diff)) |>
    head(10)

bind_rows(top, bottom) |>
    ggplot(
        aes(x = reorder(symbol, diff), y = diff, fill = factor(sign(diff)))
    ) +
    geom_bar(stat = "identity") +
    scale_y_continuous(labels = scales::percent) +
    coord_flip() +
    theme(legend.position = "none")

df_close |>
    filter(!is.na(diff)) |>
    arrange(diff) |>
    select(symbol, diff) |>
    formattable(diff = color_tile("green", "red"))

wilsonfreitas/rbmfbovespa documentation built on April 13, 2025, 11:12 p.m.