def build_database():
import utils
now = dtime.date2str_dmy(dtime.dtime('now'), '/')
print("Downloading Database to : ", now)
dates, rates = get_selic("01/07/2000", now)
dates = dates[:-1]
rates = rates[:-1]
dailyfactor = lambda s: round((1+s/100.0)**(1/252.0), 8)
factors = list(map(dailyfactor, rates))
VNA = cumproduct(factors)
VNA.insert(0, 1.0)
VNA = VNA[:-1]
VNA= [x*1000.0 for x in VNA]
ts = Tserie(dates,
[ rates, factors, VNA],
headers=['rate', 'factor', 'VNA'],
name = "Taxa SELIC")
ts.datprovider = "Brazil Central Bank (Banco Central do Brasil)"
ts.description = "Brazilian Daily Interest Rate Since 1/7/2000"
ts.url = "www3.bcb.gov.br/selic/consulta/taxaSelic.do?method=listarTaxaDiaria"
thisdir = utils.this_dir()
datasets = utils.resource_path("datasets")
ts.to_csv(os.path.join(thisdir, "../datasets", "selic.csv"))
def get_vna(date):
#date = dtime.date_dmy(date)
date = dtime.dtime(date)
#print "Date ", date
#date = dtime.daysadd(date, -1)
date = dtime.prevbusday(date)
#print "date = ", date
data = selic.get_date(date)
#print "data = ", data
return round(data[0][-1], 8), date
def get_date(self, date, prevbusday=False):
if self.serie_type == "rserie":
return None
date = dtime.dtime(date)
table = self.get_table()
if prevbusday:
date = dtime.prevbusday(date)
return [
d for d in table if d[0].day == date.day
and d[0].month == date.month and d[0].year == date.year
]
def get_vna_bc(date):
date = dtime.dtime(date)
date = dtime.date2str_dmy(date, '/')
return 1000.0*selic_acfactor("01/07/2000", date)