pyrsb3
Arquivos públicos da B3 em Arrow — parser estrito do COTAHIST com preços em centavos inteiros, em Rust. B3 (Brazilian stock exchange) public files as Arrow: a strict COTAHIST parser with integer-cent prices, in Rust.
Bindings Python do crate rsb3. O parser, o
download com cache e a escrita Parquet são do crate; este pacote só converte,
e entrega o resultado como pyarrow.Table pela Arrow C Data Interface, sem
cópia. O GIL é solto enquanto o Rust trabalha.
pip install pyrsb3
import datetime as dt
import pyarrow.compute as pc
import rsb3
table = rsb3.load(2025, cache_dir="data") # download + cache + SHA-256 + manifesto + parse
petr4 = table.filter(pc.field("symbol") == "PETR4")
petr4.to_pandas() # ou polars.from_arrow(petr4)
rsb3.load((2026, 9), "data") # arquivo mensal
rsb3.load(dt.date(2026, 10, 28), "data") # arquivo diário
rsb3.to_parquet(table, "cotahist_2025.parquet") # Parquet no esquema v1
Três decisões do crate valem aqui:
- O esquema é o contrato.
rsb3.schema()é o esquema Arrow versionado (v1, 25 colunas, congelado): mudança de esquema gera versão nova. - Preços são inteiros em centavos (
open_cents,close_cents, …). Converter para float é decisão sua, nunca do parser. - Nenhuma linha é descartada em silêncio. Largura errada, tipo de
registro desconhecido ou arquivo truncado levantam
rsb3.LayoutError; campo inválido levantarsb3.RecordError; as duas com o número da linha.
API
| Função | O que faz |
|---|---|
fetch(period, cache_dir="data") -> str |
baixa o ZIP oficial (ou reaproveita o cache) e devolve o caminho do TXT |
parse(path) -> pyarrow.Table |
TXT posicional → Arrow |
parse_bytes(data) -> pyarrow.Table |
idem, de bytes em memória |
load(period, cache_dir="data") -> pyarrow.Table |
fetch + parse |
to_parquet(table_or_batches, path) |
Parquet Snappy, exigindo o esquema v1 |
schema() -> pyarrow.Schema |
o contrato |
file_name(period) -> str |
nome oficial do ZIP, como publicado pela B3 |
period é 2025 (anual), (2025, 6) (mensal) ou datetime.date (diário).
CRATE_VERSION diz qual versão do rsb3 está compilada no pacote.
Validação
O crate é testado diferencialmente contra o pacote R
{rb3} (rOpenSci), nas 25 colunas, sobre o
ano de 2025 completo (3.174.698 linhas). Os testes deste pacote cobrem a
conversão: esquema, nulls, exceções e o roundtrip Parquet.
uv venv -p 3.12 .venv && uv pip install -p .venv maturin pytest pyarrow
.venv/bin/maturin develop --release
.venv/bin/pytest # -m network inclui um download oficial
Licença
MIT.
1 maintainer
Metadata
1 maintainer
Release files for pyrsb3 0.1.0
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
|---|---|---|---|---|
| pyrsb3-0.1.0.tar.gz | 28.5 kB | With provenance | Details for pyrsb3-0.1.0.tar.gz |
Built distributions (wheels)
| File | Actions Reset | |||
|---|---|---|---|---|
| pyrsb3-0.1.0-cp310-abi3-win_amd64.whl | CPython 3.10 | abi3 | Windows x86-64 | Details for pyrsb3-0.1.0-cp310-abi3-win_amd64.whl |
| pyrsb3-0.1.0-cp310-abi3-manylinux2014_x86_64.manylinux_2_17_x86_64.whl | CPython 3.10 | abi3 | Linux glibc 2.17+ x86-64 | Details for pyrsb3-0.1.0-cp310-abi3-manylinux2014_x86_64.manylinux_2_17_x86_64.whl |
| pyrsb3-0.1.0-cp310-abi3-manylinux2014_aarch64.manylinux_2_17_aarch64.whl | CPython 3.10 | abi3 | Linux glibc 2.17+ ARM64 | Details for pyrsb3-0.1.0-cp310-abi3-manylinux2014_aarch64.manylinux_2_17_aarch64.whl |
| pyrsb3-0.1.0-cp310-abi3-macosx_11_0_arm64.whl | CPython 3.10 | abi3 | macOS 11.0+ ARM64 | Details for pyrsb3-0.1.0-cp310-abi3-macosx_11_0_arm64.whl |
| pyrsb3-0.1.0-cp310-abi3-macosx_10_12_x86_64.whl | CPython 3.10 | abi3 | macOS 10.12+ x86-64 | Details for pyrsb3-0.1.0-cp310-abi3-macosx_10_12_x86_64.whl |
Total release size: 18.9 MB
Release files / pyrsb3-0.1.0.tar.gz
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