NEWS

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bizdays 1.0.16 (2024-02-12)

• BUG in reverse index (issue #108)

bizdays 1.0.15 (2024-01-14)

• Brazil/BMF Calendar updated: addition of November 20th holiday from 2024 ahead.

  • Brazil/ANBIMA Calendar updated: addition of November 20th holiday from 2024 ahead.

  • Brazil/B3 Calendar updated: added holidays from 2024.

bizdays 1.0.14

• Brazil/BMF Calendar updated: corrected holidays in the period between 1990-2000

  • Brazil/B3 Calendar updated: added holidays in the period between 1990-2000

  • added more tests to getbizdays

bizdays 1.0.13 (2023-01-20)

• Brazil/B3 Calendar updated: included 2023 holidays

bizdays 1.0.12 (2022-10-07)

• 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 (2022-06-22)

• 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 (2022-05-10)

• 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 (2022-02-06)

• 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 (2021-04-19)

• 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 (2018-06-25)

• Import and export calendars (issue #25)

  • Implemented getdate function (issue #28)

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

bizdays 1.0.5 (2018-03-25)

• 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 (2017-09-14)

• 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 (2017-05-03)

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

bizdays 1.0.2 (2017-04-11)

• 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 (2016-09-13)

• Minor changes to achieve conformity with CRAN policies

bizdays 1.0.0 (2016-09-05)

• 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 (2015-03-13)

• 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 (2015-02-01)

• 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 (2014-06-16)

• 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 (2014-05-08)

• 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