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  • Curso R

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    raulprl
    43 views2 pages
    The document defines a function called ler.bmf.cotahist that takes a date as input and returns stock market data from that date. It downloads stock price data from a URL formatted from the input date, unzips the file, reads the data and column names from files, cleans the data, and returns it with some columns converted from integers to decimals.

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    The document defines a function called ler.bmf.cotahist that takes a date as input and returns stock market data from that date. It downloads stock price data from a URL formatted from the input date, unzips the file, reads the data and column names from files, cleans the data, and returns it with some columns converted from integers to decimals.

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    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
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    43 views2 pages

    Curso R

    Uploaded by

    raulprl
    The document defines a function called ler.bmf.cotahist that takes a date as input and returns stock market data from that date. It downloads stock price data from a URL formatted from the input date, unzips the file, reads the data and column names from files, cleans the data, and returns it with some columns converted from integers to decimals.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
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    of 2

    dt = as.

    Date("2017-07-13")
    url = format(dt,"http://bvmf.bmfbovespa.com.br/InstDados/SerHist/COTAHIST_A%Y.ZIP")
    filename = format(dt,"Downloads/COTAHIST_A%Y.ZIP")
    download.file(url = url, destfile = filename, mode = "wb")

    file = unzip(zipfile = filename, exdir = "Downloads")

    layout = read.csv2("Layout/layout_cotahist.csv", stringsAsFactors = F)

    dados = read.fwf(
    file = file,
    widths = layout$tamanho,
    header = F,
    col.names = layout$campo,
    skip = 1
    stringsasfactor = F)

    dados = dados[-nrow(dados),] #retirado a ultima linha

    **********************************************************

    #dt = as.Date("2017-07-13")

    ler.bmf.cotahist = function(dt){
    stopifnot(is(dt, "Date"),length(dt) ==1)

    url = format(dt,"http://bvmf.bmfbovespa.com.br/InstDados/SerHist/COTAHIST_D%d%m
    %Y.ZIP")
    filename = format(dt,"Downloads/COTAHIST_D%d%m%Y.ZIP")
    download.file(url = url, destfile = filename, mode = "wb")

    file = unzip(zipfile = filename, exdir = "Downloads")

    layout = read.csv2("Layout/layout_cotahist.csv", stringsAsFactors = F)

    dados = read.fwf(
    file = file,
    widths = layout$tamanho,
    header = F,
    col.names = layout$campo,
    skip = 1, stringsAsFactor = F)

    file.remove(file)

    dados = dados[-nrow(dados),] #retirado a ultima linha

    dados$DATA_PREGAO = as.Date(dados$DATA_PREGAO, "%Y%m%d")


    dados$DATVEN = as.Date(as.character(dados$DATVEN), "%Y%m%d")

    cols = c(
    "PREABE", "PREMAX", "PREMIN",
    "PREMED", "PREULT", "PREOFC",
    "PREOFV", "PREEXE")
    for (nome.coluna in cols){
    dados[,nome.coluna] = dados[,nome.coluna]/100
    }
    return(dados)
    }

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