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A Python tool for downloading, processing, and storing data from the Brazilian Securities and Exchange Commission (CVM - Comissão de Valores Mobiliários) in a SQLite database.

Project description

CVM-SQLite

CVM-SQLite is a Python tool for downloading, processing, and storing data from the Brazilian Securities and Exchange Commission (CVM - Comissão de Valores Mobiliários) in a SQLite database.

Features

  • Automatically downloads data from the CVM repository
  • Processes and structures data according to provided schemas
  • Stores data in a SQLite database
  • Supports incremental updates

Installation

You can install the CVM Data Processor directly from GitHub using pip:

pip install cvm-sqlite

Usage

from cvm_sqlite import CVMDataProcessor

# Initialize the processor
processor = CVMDataProcessor(
    db_path='path/to/your/database.db',
    cvm_url='https://dados.cvm.gov.br/dados/CIA_ABERTA',
    verbose=True
)

# Run the processor
processor.run()

# Now you can use the processor object to run queries
results = processor.query("""
    SELECT
        CAST(STRFTIME('%Y', DT_REFER) AS INTEGER) AS exercise,
        DENOM_CIA AS company,
        VL_CONTA AS net_income
    FROM dfp_cia_aberta_DRE
    WHERE CNPJ_CIA = '00.000.000/0001-91'
        AND GRUPO_DFP = 'DF Consolidado - Demonstração do Resultado'
        AND ORDEM_EXERC = 'ÚLTIMO'
        AND (
            (CD_CONTA = '3.09' AND STRFTIME('%Y', DT_REFER) < '2020')
            OR (CD_CONTA = '3.11' AND STRFTIME('%Y', DT_REFER) >= '2020')
        )
    ORDER BY exercise
""")

Parameters

Note: It is mandatory that the CVM directory includes a META folder at any level, which contains the table schemas.

How it works

If the database doesn't exist, it will be created. From the URL provided, all files and directories that can be accessed from this URL will be mapped. The tables are created according to the schema file provided by the CVM itself. If the database already exists, only necessary updates will be made, processing only new files or those whose last modification date has changed.

License

This project is licensed under the MIT License.

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