API para baixar quotas de fundos

api_quotas_fundos.R

library(httr)
library(magrittr)
library(xml2)
library(rvest)

url_raw <- "http://dados.cvm.gov.br/dados/FI/DOC/INF_DIARIO/DADOS/"
output_file <- "fundos/api/informe_diario.csv"

csv_links <- httr::GET(url_raw) %>% 
  httr::content("text") %>% 
  #rvest::html_nodes("td")
  #xml_find_all(xpath = ".//*[name()='loc']")
  xml2::read_html() %>% 
  rvest::html_nodes("a") %>% 
  rvest::html_attr("href") #%>% stringr::str_subset("csv")

csv_links <- csv_links[which(grepl(x = csv_links, pattern = "*.csv"))]
ultimo_csv <- csv_links[length(csv_links)]

download_link <- paste0(url_raw, ultimo_csv)

download.file(download_link, destfile = output_file,
              method = "wget")

### api fundos
library(plumber)

# importar arquivo de informe diario
ultimo_inf_diario <- "fundos/api/informe_diario.csv"

df <- read.csv2(ultimo_inf_diario, stringsAsFactors = FALSE)

#* @post /valor_quota
retornar_quota <- function(cnpj_busca){
  cota <- as.numeric(df$VL_QUOTA[df$CNPJ_FUNDO == cnpj_busca])
  cota <- cota[length(cota)]
  cota
}




              
              

cadastro_fundos.R

#"http://dados.cvm.gov.br/dados/FI/CAD/DADOS/inf_cadastral_fi_20180906.csv"


download_cadastro_fundos <- function(download_path = NULL, verbose = TRUE){
  # do web scraping to get the last filename
  base_url <- "http://dados.cvm.gov.br/dados/FI/CAD/DADOS/"
  table <- rvest::html_table(xml2::read_html(base_url))[[1]]
  filename <- table[nrow(table)-1, 2]
  
  url_cadastro <- paste0("http://dados.cvm.gov.br/dados/FI/CAD/DADOS/", filename)
  # save downloaded file on a temporary file
  file <- download_cvm_file(csv_url = url_cadastro, download_path, verbose)
  # read the downloaded file
  readr::read_delim(file,
                    delim = ";", 
                    locale = locale(encoding = "ISO-8859-1"))
}

emissores.R

#### Emissores
emissores_informe_diario <- function(download_path = NULL, verbose = TRUE){
  # save downloaded file on a temporary file
  csv_url <- "http://www.cvm.gov.br/menu/acesso_informacao/serieshistoricas/serieshistoricas/anexos/Informe_diario__Planilha_Agregada__Fundos_555__Total.ods"
  file <- download_cvm_file(csv_url, download_path, verbose)
  
  ## read downloaded file
  x <- read_cvm_file(file, verbose = verbose) 
  # remove invalid columns
  x[, 1:2] <- NULL
  # clean colnames
  x <- janitor::clean_names(x)
  # rename date column
  colnames(x)[1] <- "data"
  
  ## convert column types
  # date column
  x[,1] <- lubridate::dmy(x[,1])
  
  
  for (i in 2:ncol(x)){
    x[, i] <- parse_num_ods_col(x[, i])
  }
  
  x
}

emissores_ativos_em_carteira <- function(download_path = NULL, verbose = TRUE){
  csv_url <- "http://www.cvm.gov.br/menu/acesso_informacao/serieshistoricas/serieshistoricas/anexos/Ativos_em_Carteira__Fundos_555__Total.ods"
  file <- download_cvm_file(csv_url, download_path, verbose)
  ## read downloaded file
  x <- read_cvm_file(file, verbose = verbose) 
  # clean names
  x <- janitor::clean_names(x)
  # remove first col
  x[, 1] <- NULL
  
  # for date columns, replace month names by number
  colnames(x)[1] <- "data"
  x$data <- gsub("jan", "01", x$data)
  x$data <- gsub("fev", "02", x$data)
  x$data <- gsub("mar", "03", x$data)
  x$data <- gsub("abr", "04", x$data)
  x$data <- gsub("mai", "05", x$data)
  x$data <- gsub("jun", "06", x$data)
  x$data <- gsub("jul", "07", x$data)
  x$data <- gsub("ago", "08", x$data)
  x$data <- gsub("set", "09", x$data)
  x$data <- gsub("out", "10", x$data)
  x$data <- gsub("nov", "11", x$data)
  x$data <- gsub("dez", "12", x$data)
  
  # convert to Date type
  x$data <- as.Date(ISOdate(year = paste0("20", substr(x$data, 4, 5)), 
                            month = substr(x$data, 1, 2),
                            day = 1))
  
  # numeric columns
  for (i in 2:ncol(x)){
    x[, i] <- parse_num_ods_col(x[, i])
  }
  
  x
}

### caracteristicas dos fundos

emissores_caracteristicas_fundos <- function(download_path = NULL, verbose = TRUE){
  csv_url <- "http://www.cvm.gov.br/menu/acesso_informacao/serieshistoricas/serieshistoricas/anexos/Caracteristicas_dos_Fundos__Planilha_Agregada__Fundos_555__Total.ods"
  file <- download_cvm_file(csv_url, download_path, verbose)
  ## read downloaded file
  x <- read_cvm_file(file, verbose = verbose) 
  # clean names
  x <- janitor::clean_names(x)
  
  total_fundos_mes <- rowSums(x[, 3:4])
  
  x_final <- cbind(
    # vetor de datas
    data = x[, 2],
    total_fundos = total_fundos_mes,
    # proporcao de fics
    fic_sim = x[, 4]/total_fundos_mes,
    # condominio
    condominio_aberto = x[, 9]/total_fundos_mes,
    # exclusivo, sim ou nao
    exclusivo_sim = x[, 13]/total_fundos_mes,
    # qualificado, sim ou nao
    qualificado_sim = x[, 17]/total_fundos_mes,
    # classe dos fundos
    acoes = x[, 25]/total_fundos_mes,
    renda_fixa = x[, 26]/total_fundos_mes,
    multimercado = x[, 27]/total_fundos_mes,
    cambial = x[, 28]/total_fundos_mes
  )
  
  x_final <- as.data.frame(x_final)
  # convert date column
  x_final$data <- as.Date(ISOdate(year = as.numeric(substr(x_final$data, 1, 4)),
                                  month = as.numeric(substr(x_final$data, 5, 6)),
                                  day  = 1))
  x_final
  
}

helpers.R

parse_num_ods_col <- function(x){
  parsed <- gsub('[R$]', '', x, fixed = FALSE)
  parsed <- gsub('.', '', parsed, fixed = TRUE)
  parsed <- gsub(',', '.', parsed, fixed = TRUE)
  # in case of parenthesis, replace by a negative sign
  # replace_parenthesis <- function(x){
  #   x <- gsub("[()]", "", a)
  #   paste()
  # }
  parsed <- ifelse(grepl("[()]", parsed),
                   paste0("-", gsub("[()]", "", parsed)),
                   parsed)
  
  as.numeric(parsed)
}


download_cvm_file <- function(csv_url, download_path = NULL, verbose = TRUE){
  
  if (is.null(download_path)){
    download_path <- tempfile()
  }
  
  if (verbose){
    message("Downloading file")
  }
  
  download.file(url = csv_url, destfile = download_path, method = "curl")
  
  download_path
}

read_cvm_file <- function(file, sheet = 1, skip = 5, verbose = TRUE){
  if (verbose){
    message("Reading file")
  }
  suppressMessages({
    readODS::read_ods(path = file, sheet = sheet, skip = skip)
  })
}