Changelog • fundsr

fundsr (development version)

add Excel reader function read_timeseries_excel()
improve read_timeseries(): support text dates, any column name for date
add fund_index_map merge/clean functions add_fund_index_map(), clean_fund_index_map()
add example Excel + CSV dataset in extdata

add various join_env() df and column checks to make errors easier to understand

improve gross/net index handling (no state resets needed; index_level and gross_suffix parameters to roll_diffs())
add build_all_series() (wrapping around run_data_loaders() and join_env())
refactor roll_diffs() for speed / better interface

add survival curve plots using Human Mortality Database (HMD) empirical data and EUROPOP2023 projections

skip unavailable funds, indices when calculating differences
ensure y-limits in rolling-difference plots include the last 30 days (even if outside quantiles)
make roll_diffs() skip benchmarks (in addition to funds) that are not found in supplied df
more robust gg_params list flattening
date breaks on fixed months, quarter or biannual (once plot >3 yrs)

fundsr_options() provides a validated wrapper around options() for setting common fundsr.* options (data directories, export settings, URL registry, and more).
add_fund_urls() adds/updates the fund download registry (option fundsr.fund_urls).

Internal caching/storage for imported time series via a storage environment (get_storage(), clear_storage(), store_timeseries()), with optional forced refresh via options(fundsr.reload = TRUE).
Extensible data-loader framework for imports (add_data_loader(), run_data_loaders(), clear_data_loaders()).
Download and import helpers:
- Download configured fund files to a local data directory (download_fund_data()).
- Read generic delimited time series with epoch timestamps (read_timeseries()).
- Read MSCI TSV files (read_msci_tsv()) and import MSCI Excel data via msci().
- Import fund NAV (and optional benchmark series) from Excel and register fund→benchmark mappings (load_fund(), get_fund_index_map()).
- Fallback parser for Excel 2003 XML (SpreadsheetML) files.
Convenience helpers for provider-specific Excel formats: ishs() (iShares), spdr() (SPDR), xtra() (Xtrackers), amun() (Amundi), inve() (Invesco), vang() (Vanguard), ubs() (UBS), hsbc() (HSBC).
join_env() combines multiple tables stored in an environment, with optional “late” left-joins and optional coalescing of .x/.y join columns.

roll_diffs() computes rolling, annualized tracking differences for fund–index pairs with either log-return or CAGR-style variants, producing <fund>_rd columns.

plot_roll_diffs() visualizes rolling tracking-difference series with quantile-based y-limits and bps axis labeling.
run_plots() generates plot sets from a specification, producing both CAGR and log-return variants.
SVG-first export pipeline: save_plot() writes SVG files and queues PNG exports for batch conversion via Inkscape (export_pngs()), with clear_inkscape_queue() to reset the queue.
Optional direct PNG export via ggplot2::ggsave() without Inkscape (lower quality; controlled by fundsr.internal_png).
Xetra Liquidity Measure (XLM) support: read and plot XLM time series (read_xlm_directory(), plot_xlms()), with optional back-translation of displayed tickers using options(fundsr.xetra_map).

Chart elements are available in two languages (English and Bulgarian), with language selection based on LANGUAGE / LC_MESSAGES.
Language-aware user-supplied strings are supported via named vectors keyed by language code.

reset_state() clears cached storage, loader registry, queued exports, and XLM bookkeeping for the current session.