romeuqf / pybacen

Biblioteca Python que extrai dados de mercado do Bacen (Séries Temporais)

Pybacen

This library was developed for economic analysis in the Brazilian scenario (Investments, micro and macroeconomic indicators)

Installation

Install using pip

pip install pybacen

Usage

Time Series Bacen

from pybacen.bacen import time_series # Source: SGS - Sistema Gerenciador de Séries Temporais - v2.1 (Bacen - Banco Central)

# To consult the Bacen code, use it as a parameter when consulting the time series
list_code_bacen = time_series.read_bacen_code(search_text='%CDI%ANUALIZADA%252%', period= 'D', unit= '% a.a.')

list_code_bacen

	COD_BACEN	NM_SERIE	UNIDADE	PERIODICIDADE	FONTE	ESPECIAL
4015	4389	Taxa de juros - CDI anualizada base 252	% a.a.	D	BCB-Demab	N

ts = time_series.read_time_series(bacen_code= 4389, start='2021-11-04', end='2021-11-04', as_index=True)

ts

	valor
date
2021-11-04	7.65

Stock Quote - Yahoo Finance

from pybacen.yahoo_finance import stocks # Source: Yahoo Finance - Stock Quote

# Ibovespa - 2021-11-05
sq = stocks.read_stock_quote(stock_code='^BVSP', start= '2021-11-05', end= '2021-11-05', as_index= True)

sq

	open	high	low	close	volume	adjclose
date
2021-11-05	103412.0	105555.0	103412.0	104824.0	12595000.0	104824.0

Requirements

Using pandas datareader requires the following packages:

• pandas>=1.0
• requests>=2.19.0

Install latest development version

python -m pip install pip install pybacen

or

git clone https://github.com/RPCastro07/pybacen.git
cd pybacen
python setup.py install