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@carlosdelfino
Created October 29, 2022 18:13
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Códigos para uso nos dados históricos da B3
import os
from pathlib import Path
import requests as req
def get_cotacoes(ano, mes=None, dia=None, overwrite=True):
if dia and mes:
zip_file_name = "COTAHIST_D{:02d}{:02d}{}.ZIP".format(dia,mes,ano);
elif mes:
zip_file_name = "COTAHIST_M{:02d}{}.ZIP".format(mes,dia);
else:
zip_file_name = "COTAHIST_A{}.ZIP".format(ano);
dest_path_file = Path("cotacoes/" + zip_file_name)
if dest_path_file.is_file() and not overwrite:
print("Arquivo {} já existe, não será baixado!".format(zip_file_name))
return
print("Obtendo histórico {}".format(zip_file_name))
url = "https://bvmf.bmfbovespa.com.br/InstDados/SerHist/"+zip_file_name
headers = { 'accept': '*/*',
'accept-language': 'en-US,en;q=0.9,pt-BR;q=0.8,pt;q=0.7,es-MX;q=0.6,es;q=0.5',
'content-type': 'application/x-www-form-urlencoded; charset=UTF-8',
'x-requested-with': 'XMLHttpRequest',
'sec-ch-ua': '" Not;A Brand";v="99", "Google Chrome";v="97", "Chromium";v="97"',
'sec-ch-ua-mobile': '?0',
'sec-ch-ua-platform': '"macOS"',
'sec-fetch-dest': 'empty',
'sec-fetch-mode': 'cors',
'sec-fetch-site': 'same-origin',
'user-agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko)'}
get_response = req.get(url,stream=True, headers = headers)
print('#', end='')
file_name = "./cotacoes/" + zip_file_name
os.makedirs("./cotacoes", exist_ok=True)
with open(file_name, 'wb') as f:
print('#', end='')
for chunk in get_response.iter_content(chunk_size=1024):
if chunk: # filter out keep-alive new chunks
print('.', end='')
f.write(chunk)
f.close()
print('#')
if __name__ == "__main__":
#for ano in reversed(range(1986, 2023)):
# get_cotacoes(ano=ano, overwrite=False)
for dia in reversed(range(1,28)):
get_cotacoes(ano=2022, mes=10, dia=dia)
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