bovespaparser 0.6.5

Description:

bovespaparser 0.6.5

bovespaParser=============A Python parser for BM&amp;F Bovespa Historical Series Files### Features:- Parses COTAHISTXXXX.TXT files- Parses data passed as string array- Configurable to retrieve specific data: * Contains market type filters (VISTA, OPCOES, ...) * Accepts configuration of desired data fields to be retrieved * Data fields order can be freely specified### Installing: pip install bovespaparserThere are no external dependencies.### Usage#### Getting startedIn the sample code presented bellow, you can check out how to parse a file and print it's data out:```pythonimport bovespaparser.bovespaparser as bvparserwith open('filename', 'rU') as f: result = bvparser.parsedata(f)print result```The results returned by the `parsedata` function consists of a list of lists: a list of records, where a record holds some information-data for a stock paper in a certain day (a line on the given file).The `parsedata` function has two optional parameters:```pythondef parsedata(data, opts=[CODNEG, DATA, PREABE, PREMIN, PREMAX, PREULT, QUATOT], market=VISTA): # implementation ...```- **opts** parameter: specifies what information should be retrieved for each stock paper tick;- **market** parameter: specifies the desired market data (filters out other markets)Calling the function (using the default parameters) would then return a list of records holding:- **symbol** - the stock symbol (str)- **date** - the period of the quotation tick (datetime.datetime)- **open** - stock tick open value (float)- **min** - stock tick min value (float)- **max** - stock tick max value (float)- **close** - stock tick close value (float)- **volume** - the volume in the period (int)So, it easy to analyse results:```pythonfor symbol, datetime, f_open, f_min, f_max, f_close, volume in results: # process data ...```To find out more about the available parameter options and its meanings, refer to the official BMFBOVESPA documentation (also present on the docs directory).#### Importing data into pandasBellow, a (not so pretty/optimized) example of how to import data from a file and creating `pandas dataframes` for each stock symbol:```python# -*- coding: utf-8 -*-import pandasimport collectionsimport bovespaparser.bovespaparser as bvparserclass CotahistImporter(object): def __init__(self, f): self.dataFrameMap = {} dataMap = collections.defaultdict(list) mapping = [("open", 1), ("high", 2), ("low", 3), ("close", 4), ("volume", 5)] for symbol, datetime, openv, minv, maxv, close, volume in bvparser.parsedata(f): symbolData = dataMap.get(symbol) symbolData.append([datetime, openv, maxv, minv, close, volume]) for symbol in dataMap.keys(): dataMap.get(symbol).sort() data = zip(*dataMap.get(symbol)) timeseries = dict((column_name, pandas.TimeSeries(data[column_index], index=data[0], name=column_name)) for column_name, column_index in mapping) self.dataFrameMap[symbol] = pandas.DataFrame(timeseries, columns=['open', 'high', 'low', 'close', 'volume']) def getDataFrameMap(self): return self.dataFrameMap```### Links:- [BovespaParser Annoucment Blog Post](http://how.i.drycode.it/2012/09/python-bovespa-parser.html)- [BovespaParser Git Repository]( https://github.com/rhlobo/bovespaParser)- [Documentation](http://www.bmfbovespa.com.br/shared/iframe.aspx?idioma=pt-br&amp;url=http://www.bmfbovespa.com.br/pt-br/cotacoes-historicas/FormSeriesHistoricas.asp) (for Bovespa's Historical Series data files)---------------------------------------### Any feedback is always appreciated!- Write to the author: <[email protected]>