gdfpd.GetDFPData {GetDFPData}

Downloads and reads financial reports from B3's DFP/FRE/FCA system

Description

Annual data for financial reports and corporate events are downloaded from B3 for a combination of companies and time period. This function gathers data into a single tibble object and organizes it in a tabular/long format.

Usage

gdfpd.GetDFPData(
  name.companies,
  first.date = Sys.Date() - 12 * 30,
  last.date = Sys.Date(),
  selected.data = "DFP|FRE|FCA",
  inflation.index = "dollar",
  max.levels = 3,
  folder.out = tempdir(),
  do.cache = TRUE,
  cache.folder = "DFP Cache Folder",
  fetch.new.files = FALSE,
  max.dl.tries = 10
)

Arguments

name.companies

Official names of companies to get financial reports (e.g. 'ELETROPAULO METROPOLITANA EL.S.PAULO S.A'). Names of companies can be found using function gdfpd.search.company('nametolookfor') or gdfpd.get.info.companies('companies')

first.date

First date (YYYY-MM-DD) to get data. Character or Date. E.g. first.date = '2010-01-01'.

last.date

Last date (YYYY-MM-DD) to get data. Character or Date. E.g. last.date = '2017-01-01'.

selected.data

Symbols for the selection of datasets: 'DFP|FRE|FCA', 'DFP|FRE', 'FRE|FCA', 'DFP|FCA', 'DFP', 'FRE', 'FCA'. Default = 'DFP|FRE|FCA'

inflation.index

Sets the inflation index to use for finding inflation adjusted values of all reports. Possible values: 'dollar' (default) or 'IPCA', the brazilian main inflation index. When using 'IPCA', the base date is set as the last date found in the DFP dataset.

max.levels

Sets the maximum number of levels of accounting items in financial reports (default = 3)

folder.out

Folder where to download and manipulate the zip files. Default = tempdir()

do.cache

Logical for controlling to whether to use a cache system or not. Default = TRUE

cache.folder

Folder to cache (save) all processed information. Default = file.path(getwd(),'DFP Cache Folder')

fetch.new.files

Logical. Should the function search for new files/data in Bovespa? (default = FALSE)

max.dl.tries

Maximum number of attempts for dowloading files

Details

The easiest way to get started with gdfpd.GetDFPData is looking for the official name of traded companies using function gdfpd.search.company('nametolookfor'). Alternatively, you can use function gdfpd.get.info.companies('companies') to import a dataframe with information for all available companies and time periods.

Value

A tibble object with all gathered financial statements, with each company as a row

Examples

## Not run:  #dontrun: keep cran check time short
name.companies <- 'ELETROPAULO METROPOLITANA EL.S.PAULO S.A'
first.date <- '2005-01-01'
last.date <-  '2006-01-01'

df.statements <- gdfpd.GetDFPData(name.companies = name.companies,
                                  first.date = first.date,
                                  last.date = last.date)
 
## End(Not run)