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Vido / portifolio.py
Created July 4, 2023 15:23
Modelo de Markowitz com dados da Binance
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import scipy.optimize as sco
from quotes import tickers
df = pd.read_pickle("quotes.pkl")
logrets = np.log(df / df.shift(1))
rmean = logrets.mean() * 365
import time
import yfinance
import dryscrape
from bs4 import BeautifulSoup
import numpy as np
import pandas as pd
from sklearn.decomposition import PCA
import matplotlib.pyplot as plt
def get_market_data(tickers, start, end):
@Vido
Vido / calc_ibov.py
Last active September 26, 2021 17:06
import time
import yfinance
import dryscrape
from bs4 import BeautifulSoup
import pandas as pd
def get_b3_html():
url = 'https://sistemaswebb3-listados.b3.com.br/indexPage/day/IBOV?language=pt-br'
session = dryscrape.Session()
session.visit(url)
import time
import locale
locale.setlocale(locale.LC_ALL, 'pt_BR.UTF-8')
import requests
import pandas as pd
from bs4 import BeautifulSoup
def parse_df(content):
soup = BeautifulSoup(content, 'html.parser')
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import numpy as np
import pandas as pd
import yfinance
import matplotlib.pyplot as mplt
from bs4 import BeautifulSoup
import dryscrape
iframe_url = 'http://www2.bmf.com.br/pages/portal/bmfbovespa/lumis/lum-taxas-referenciais-bmf-ptBR.asp'
session = dryscrape.Session()
session.visit(iframe_url)
import yfinance
import numpy as np
import statsmodels.api as sm
import matplotlib.pyplot as mplt
# Download dos dados
data = yfinance.download(
tickers = 'PSSA3.SA ITUB4.SA',
start="2020-05-01",
end="2020-08-05",
@Vido
Vido / dfp_consolidado.py
Last active August 18, 2023 13:01
Exporta as DFPs da CVM para Excel
import csv
import time
import zipfile
from pprint import pprint
import pandas
import requests
contas_list = [
'BPA', # Balanço Patrimonial de Ativos
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