finbr 0.1.2

Collection of Python utilities for Brazilian financial markets.

finbr

Collection of Python utilities for Brazilian financial markets.

finbr is a comprehensive toolkit designed to simplify working with Brazilian financial markets data. It provides easy access to key financial indicators, market prices, and other essential data for analysis and calculations.

Installation

pip install finbr

Usage Examples

import finbr

# Asset Prices
prices_data = finbr.prices(['PETR4', 'VALE3'], period='1y')

# CDI (Brazilian Interbank Rate)
# Returns the recent CDI annualized rate, e.g. 0.1415 (14.15%)
annual_cdi = finbr.cdi()
daily_cdi = finbr.cdi(annualized=False)  # daily rate

# SELIC Rate (Brazilian Base Interest Rate)
# Returns the recent SELIC annualized rate e.g. 0.1425 (14.25%)
annual_selic = finbr.selic()  
daily_selic = finbr.selic(annualized=False)  # daily rate

# IPCA (Brazilian Consumer Price Index)
ipca_rate = finbr.ipca()
print(ipca_rate)
# output is a pd.DataFrame
            ipca
date              
1980-02-01  0.0462
1980-03-01  0.0604
1980-04-01  0.0529
1980-05-01  0.0570
1980-06-01  0.0531
...            ...
2024-10-01  0.0056
2024-11-01  0.0039
2024-12-01  0.0052
2025-01-01  0.0016
2025-02-01  0.0131

finbr.sgs (SGS - Brazilian Central Bank Time Series)

The sgs module provides access to the Brazilian Central Bank's Time Series Management System (SGS). You can find more here: https://www3.bcb.gov.br/sgspub/localizarseries/localizarSeries.do?method=prepararTelaLocalizarSeries

from finbr import sgs

# Get time series by code. Returns a pandas DataFrame.
cdi_series = sgs.get(12)  # CDI
ipca_series = sgs.get(433)  # IPCA

# Get multiple series at once
indicators = sgs.get([12, 433, 189])  # CDI, IPCA, Selic

# Get series with custom names
named_series = sgs.get({12: 'cdi', 433: 'ipca', 189: 'selic'})

# Limit by date range
cdi_2020 = sgs.get(12, start='2020-01-01', end='2020-12-31')

# Search for series
results = sgs.search("IPCA")

# Get metadata for a specific series
metadata = sgs.metadata(433)  # IPCA metadata

finbr.dias_uteis

The dias_uteis module helps with Brazilian business day calculations, accounting for national holidays.

from datetime import date
import finbr.dias_uteis as du

# Check if a date is a business day
is_workday = du.is_du(date(2023, 5, 1))  # False (Labor Day)

# Get next business day
next_workday = du.next_du()  # Next business day from today

# Get previous business day
prev_workday = du.last_du()  # Previous business day from today

# Add business days to a date
future_date = du.delta_du(date(2023, 1, 2), 5)  # 5 business days after Jan 2

# Get business days between two dates
workdays = du.range_du(date(2023, 1, 1), date(2023, 1, 31))

# Get all business days in a year
year_workdays = du.year_dus(2023)

# Get all holidays in a year
holidays = du.year_holidays(2023)

# Calculate business days between two dates
diff_days = du.diff(date(2023, 1, 1), date(2023, 1, 31))

finbr.b3

The finbr.b3.di1 module provides tools for working with B3's DI1 (Interbank Deposit) futures contracts.

from finbr.b3 import di1

# Verify if a ticker is valid
di1.verify_ticker('DI1F24')  # Valid ticker, no exception raised

# Get the maturity date of a contract
mat_date = di1.maturity_date('DI1F24')  # Returns first business day of Jan 2024

# Calculate days to maturity
days = di1.days_to_maturity('DI1F24')  # Business days until maturity
cal_days = di1.days_to_maturity('DI1F24', business_days=False)  # Calendar days

# Calculate contract price based on interest rate
price = di1.price('DI1F24', 0.10)  # Price at 10% interest rate

# Calculate implied interest rate from price
rate = di1.rate('DI1F24', 95000)  # Interest rate for given price

# Calculate DV01 (dollar value of 1 basis point)
dv01_value = di1.dv01('DI1F24', 0.10)  # Sensitivity to 1bp change in rate

The finbr.b3.cotahist module processes B3's COTAHIST historical data files containing trading information.

from finbr.b3 import cotahist

# Download data for a specific date
daily_data = cotahist.get('2023-05-15')

# Download data for an entire year
yearly_data = cotahist.get_year(2022)

# From a ZIP file
zip_data = cotahist.read_zip('path/to/COTAHIST_D20230515.ZIP')

# From a TXT file
txt_data = cotahist.read_txt('path/to/COTAHIST_D20230515.TXT')

# From bytes or BytesIO
with open('path/to/file.txt', 'rb') as f:
    bytes_data = cotahist.read_bytes(f.read())

The finbr.b3.plantao_noticias module fetches corporate news from B3's news feed.

from datetime import date
from finbr.b3 import plantao_noticias

# Get today's news
today_news = plantao_noticias.get()

# Get news for a specific date
spec ific_date_news = plantao_noticias.get('2023-05-15')

# Get news for a date range
date_range_news = plantao_noticias.get('2023-05-01', '2023-05-15')

# Using date objects
start_date = date(2023, 5, 1)
end_date = date(2023, 5, 15)
date_obj_news = plantao_noticias.get(start_date, end_date)

# Working with news objects
for news in today_news:
    print(f"Company: {news.company}")
    print(f"Ticker: {news.ticker}")
    print(f"Title: {news.title}")
    print(f"Date: {news.date}")
    print(f"URL: {news.url}")
    print()

finbr.statusinvest (in development)

The statusinvest.acao module allows you to retrieve stock information from the StatusInvest website (https://statusinvest.com.br/). PS: data output is list of dicts

from finbr.statusinvest import acao

# Get basic company information
company_details = acao.details('PETR4')
print(f"Company: {company_details['nome']}")
print(f"CNPJ: {company_details['cnpj']}")
print(f"Market Value: {company_details['valor_de_mercado']}")

# Get income statement data
# By quarter (default)
quarterly_income = acao.income_statement('PETR4')
# By year
annual_income = acao.income_statement('PETR4', period='annual')
# For specific year range
income_range = acao.income_statement('PETR4', start_year=2018, end_year=2022)

# Get balance sheet data
balance = acao.balance_sheet('PETR4')
annual_balance = acao.balance_sheet('PETR4', period='annual')

# Get cash flow data (only annual available)
cash_flow_data = acao.cash_flow('PETR4')

# Get historical multiples
multiples_data = acao.multiples('PETR4')

# Get dividend information
div_history = acao.dividends('PETR4')

# Get payout ratio history
payout_history = acao.payouts('PETR4')

# Get a screener with all stocks
all_stocks = acao.screener()

TODOs: FIIs, Stocks, Funds

finbr.fundamentus (in development)

The fundamentus module allows you to retrieve stock information from the Fundamentus website (https://fundamentus.com.br/).

from finbr import fundamentus

# Get detailed company information and indicators
company_details = fundamentus.details('PETR4')
print(f"P/L: {company_details['p_l']}")
print(f"ROE: {company_details['roe']}")
print(f"Market Value: {company_details['valor_de_mercado']}")

# Get dividend history
dividends = fundamentus.dividends('PETR4')
for div in dividends:
    print(f"Date: {div['data']}, Value: {div['valor']}, Type: {div['tipo']}")

# Get quarterly financial reports information
quarterly = fundamentus.quarterly_results('PETR4')
for q in quarterly:
    print(f"Date: {q['data']}, CVM Link: {q['link_cvm']}")

# Get company presentations
presentations = fundamentus.presentations('PETR4')
for p in presentations:
    print(f"Date: {p['data']}")
    print(f"Description: {p['descricao']}")
    print(f"Download: {p['download_link']}")

License

MIT