b3_service.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "source": [
    "import re\n",
    "from dataclasses import dataclass, field\n",
    "from pathlib import Path\n",
    "from pickle import dump\n",
    "from typing import Set, List\n",
    "\n",
    "import pandas as pd\n",
    "\n",
    "\n",
    "@dataclass\n",
    "class B3Service:\n",
    "    \"\"\"\n",
    "    B3Service: A service for obtaining B3 tickers from portfolio composition files.\n",
    "\n",
    "    Args:\n",
    "    - portfolio_composition_path (Path): The path to the directory containing portfolio composition files.\n",
    "\n",
    "    Attributes:\n",
    "    - portfolio_composition_path (Path): The path to the directory containing portfolio composition files.\n",
    "    \"\"\"\n",
    "\n",
    "    portfolio_composition_path: Path\n",
    "    tickers: Set[str] = field(default_factory=set)\n",
    "\n",
    "    def _is_valid_ticker(self, ticker: str) -> bool:\n",
    "        \"\"\"\n",
    "        Checks if a ticker is valid.\n",
    "\n",
    "        Args:\n",
    "        - ticker (str): Ticker to be validated.\n",
    "\n",
    "        Returns:\n",
    "        - bool: True if the ticker is valid, False otherwise.\n",
    "        \"\"\"\n",
    "        return bool(re.match(r\"^[A-Z]{4}\\d{1,2}$\", ticker))\n",
    "\n",
    "    def _read_tickers_from_file(self, file: Path) -> pd.Series:\n",
    "        \"\"\"\n",
    "        Reads tickers from a given file.\n",
    "\n",
    "        Args:\n",
    "        - file (Path): The file from which tickers need to be read.\n",
    "\n",
    "        Returns:\n",
    "        - pd.Series: Series containing tickers.\n",
    "        \"\"\"\n",
    "        return pd.read_csv(\n",
    "            str(file.absolute()), encoding=\"iso-8859-1\", delimiter=\";\", index_col=False, usecols=[0]\n",
    "        ).iloc[:, 0]\n",
    "\n",
    "    def _update_tickers(self, new_tickers: Set[str]) -> None:\n",
    "        \"\"\"\n",
    "        Updates the set of tickers.\n",
    "\n",
    "        Args:\n",
    "        - new_tickers (Set[str]): New tickers to be added.\n",
    "        \"\"\"\n",
    "        self.tickers.update(new_tickers)\n",
    "\n",
    "    def get_b3_tickers(self) -> List[str]:\n",
    "        \"\"\"\n",
    "        Gets B3 tickers from portfolio composition files.\n",
    "\n",
    "        Returns:\n",
    "        - Set[str]: Set of B3 tickers.\n",
    "        \"\"\"\n",
    "        for file in self.portfolio_composition_path.iterdir():\n",
    "            if not file.is_file() or file.suffix != \".csv\":\n",
    "                continue\n",
    "            \n",
    "            raw_tickers = self._read_tickers_from_file(file)\n",
    "            \n",
    "            valid_tickers = {ticker for ticker in raw_tickers if self._is_valid_ticker(ticker)}\n",
    "            self._update_tickers(valid_tickers)\n",
    "\n",
    "        return sorted(self.tickers)\n",
    "    \n",
    "    def get_b3_tickers_in_yahoo_format(self) -> List[str]:\n",
    "        return [f\"{ticker}.SA\" for ticker in self.get_b3_tickers()]\n"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2024-06-02T19:08:47.538934Z",
     "start_time": "2024-06-02T19:08:47.527769Z"
    }
   },
   "id": "c5de623214d6ac58",
   "outputs": [],
   "execution_count": 7
  },
  {
   "cell_type": "code",
   "source": [
    "portfolio_composition_path = Path(\"data/B3/portfolio_composition\")\n",
    "b3_service = B3Service(portfolio_composition_path)\n",
    "\n",
    "b3_tickers = b3_service.get_b3_tickers()\n",
    "yahoo_tickers = b3_service.get_b3_tickers_in_yahoo_format()\n",
    "\n",
    "tickers = {\n",
    "    b3_ticker: yahoo_ticker \n",
    "    for (b3_ticker, yahoo_ticker) in zip(b3_tickers, yahoo_tickers)\n",
    "}\n",
    "\n",
    "tickers"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2024-06-02T19:08:49.510442Z",
     "start_time": "2024-06-02T19:08:49.483464Z"
    }
   },
   "id": "2791a509c68c321b",
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'AALR3': 'AALR3.SA',\n",
       " 'ABCB4': 'ABCB4.SA',\n",
       " 'ABEV3': 'ABEV3.SA',\n",
       " 'AERI3': 'AERI3.SA',\n",
       " 'AESB3': 'AESB3.SA',\n",
       " 'AGRO3': 'AGRO3.SA',\n",
       " 'ALOS3': 'ALOS3.SA',\n",
       " 'ALPA4': 'ALPA4.SA',\n",
       " 'ALUP11': 'ALUP11.SA',\n",
       " 'AMBP3': 'AMBP3.SA',\n",
       " 'ANIM3': 'ANIM3.SA',\n",
       " 'ARML3': 'ARML3.SA',\n",
       " 'ARZZ3': 'ARZZ3.SA',\n",
       " 'ASAI3': 'ASAI3.SA',\n",
       " 'AURE3': 'AURE3.SA',\n",
       " 'AZUL4': 'AZUL4.SA',\n",
       " 'BBAS3': 'BBAS3.SA',\n",
       " 'BBDC3': 'BBDC3.SA',\n",
       " 'BBDC4': 'BBDC4.SA',\n",
       " 'BBSE3': 'BBSE3.SA',\n",
       " 'BEEF3': 'BEEF3.SA',\n",
       " 'BHIA3': 'BHIA3.SA',\n",
       " 'BLAU3': 'BLAU3.SA',\n",
       " 'BMOB3': 'BMOB3.SA',\n",
       " 'BPAC11': 'BPAC11.SA',\n",
       " 'BPAN4': 'BPAN4.SA',\n",
       " 'BRAP4': 'BRAP4.SA',\n",
       " 'BRFS3': 'BRFS3.SA',\n",
       " 'BRKM5': 'BRKM5.SA',\n",
       " 'BRSR6': 'BRSR6.SA',\n",
       " 'CAML3': 'CAML3.SA',\n",
       " 'CASH3': 'CASH3.SA',\n",
       " 'CBAV3': 'CBAV3.SA',\n",
       " 'CCRO3': 'CCRO3.SA',\n",
       " 'CEAB3': 'CEAB3.SA',\n",
       " 'CIEL3': 'CIEL3.SA',\n",
       " 'CLSA3': 'CLSA3.SA',\n",
       " 'CMIG3': 'CMIG3.SA',\n",
       " 'CMIG4': 'CMIG4.SA',\n",
       " 'CMIN3': 'CMIN3.SA',\n",
       " 'COGN3': 'COGN3.SA',\n",
       " 'CPFE3': 'CPFE3.SA',\n",
       " 'CPLE3': 'CPLE3.SA',\n",
       " 'CPLE6': 'CPLE6.SA',\n",
       " 'CRFB3': 'CRFB3.SA',\n",
       " 'CSAN3': 'CSAN3.SA',\n",
       " 'CSMG3': 'CSMG3.SA',\n",
       " 'CSNA3': 'CSNA3.SA',\n",
       " 'CURY3': 'CURY3.SA',\n",
       " 'CVCB3': 'CVCB3.SA',\n",
       " 'CXSE3': 'CXSE3.SA',\n",
       " 'CYRE3': 'CYRE3.SA',\n",
       " 'DASA3': 'DASA3.SA',\n",
       " 'DIRR3': 'DIRR3.SA',\n",
       " 'DXCO3': 'DXCO3.SA',\n",
       " 'ECOR3': 'ECOR3.SA',\n",
       " 'EGIE3': 'EGIE3.SA',\n",
       " 'ELET3': 'ELET3.SA',\n",
       " 'ELET6': 'ELET6.SA',\n",
       " 'EMBR3': 'EMBR3.SA',\n",
       " 'ENAT3': 'ENAT3.SA',\n",
       " 'ENEV3': 'ENEV3.SA',\n",
       " 'ENGI11': 'ENGI11.SA',\n",
       " 'EQTL3': 'EQTL3.SA',\n",
       " 'ESPA3': 'ESPA3.SA',\n",
       " 'EVEN3': 'EVEN3.SA',\n",
       " 'EZTC3': 'EZTC3.SA',\n",
       " 'FESA4': 'FESA4.SA',\n",
       " 'FLRY3': 'FLRY3.SA',\n",
       " 'FRAS3': 'FRAS3.SA',\n",
       " 'GFSA3': 'GFSA3.SA',\n",
       " 'GGBR4': 'GGBR4.SA',\n",
       " 'GGPS3': 'GGPS3.SA',\n",
       " 'GOAU4': 'GOAU4.SA',\n",
       " 'GOLL4': 'GOLL4.SA',\n",
       " 'GRND3': 'GRND3.SA',\n",
       " 'GUAR3': 'GUAR3.SA',\n",
       " 'HAPV3': 'HAPV3.SA',\n",
       " 'HBSA3': 'HBSA3.SA',\n",
       " 'HYPE3': 'HYPE3.SA',\n",
       " 'IFCM3': 'IFCM3.SA',\n",
       " 'IGTI11': 'IGTI11.SA',\n",
       " 'INTB3': 'INTB3.SA',\n",
       " 'IRBR3': 'IRBR3.SA',\n",
       " 'ITSA4': 'ITSA4.SA',\n",
       " 'ITUB4': 'ITUB4.SA',\n",
       " 'JALL3': 'JALL3.SA',\n",
       " 'JBSS3': 'JBSS3.SA',\n",
       " 'JHSF3': 'JHSF3.SA',\n",
       " 'KEPL3': 'KEPL3.SA',\n",
       " 'KLBN11': 'KLBN11.SA',\n",
       " 'LAVV3': 'LAVV3.SA',\n",
       " 'LEVE3': 'LEVE3.SA',\n",
       " 'LJQQ3': 'LJQQ3.SA',\n",
       " 'LOGG3': 'LOGG3.SA',\n",
       " 'LOGN3': 'LOGN3.SA',\n",
       " 'LREN3': 'LREN3.SA',\n",
       " 'LUPA3': 'LUPA3.SA',\n",
       " 'LWSA3': 'LWSA3.SA',\n",
       " 'MATD3': 'MATD3.SA',\n",
       " 'MBLY3': 'MBLY3.SA',\n",
       " 'MGLU3': 'MGLU3.SA',\n",
       " 'MILS3': 'MILS3.SA',\n",
       " 'MLAS3': 'MLAS3.SA',\n",
       " 'MOVI3': 'MOVI3.SA',\n",
       " 'MRFG3': 'MRFG3.SA',\n",
       " 'MRVE3': 'MRVE3.SA',\n",
       " 'MULT3': 'MULT3.SA',\n",
       " 'MYPK3': 'MYPK3.SA',\n",
       " 'NTCO3': 'NTCO3.SA',\n",
       " 'ODPV3': 'ODPV3.SA',\n",
       " 'ONCO3': 'ONCO3.SA',\n",
       " 'ORVR3': 'ORVR3.SA',\n",
       " 'PCAR3': 'PCAR3.SA',\n",
       " 'PETR3': 'PETR3.SA',\n",
       " 'PETR4': 'PETR4.SA',\n",
       " 'PETZ3': 'PETZ3.SA',\n",
       " 'PGMN3': 'PGMN3.SA',\n",
       " 'PLPL3': 'PLPL3.SA',\n",
       " 'PNVL3': 'PNVL3.SA',\n",
       " 'POMO4': 'POMO4.SA',\n",
       " 'POSI3': 'POSI3.SA',\n",
       " 'PRIO3': 'PRIO3.SA',\n",
       " 'PSSA3': 'PSSA3.SA',\n",
       " 'PTBL3': 'PTBL3.SA',\n",
       " 'QUAL3': 'QUAL3.SA',\n",
       " 'RADL3': 'RADL3.SA',\n",
       " 'RAIL3': 'RAIL3.SA',\n",
       " 'RAIZ4': 'RAIZ4.SA',\n",
       " 'RANI3': 'RANI3.SA',\n",
       " 'RAPT4': 'RAPT4.SA',\n",
       " 'RDOR3': 'RDOR3.SA',\n",
       " 'RECV3': 'RECV3.SA',\n",
       " 'RENT3': 'RENT3.SA',\n",
       " 'ROMI3': 'ROMI3.SA',\n",
       " 'RRRP3': 'RRRP3.SA',\n",
       " 'SANB11': 'SANB11.SA',\n",
       " 'SAPR11': 'SAPR11.SA',\n",
       " 'SBFG3': 'SBFG3.SA',\n",
       " 'SBSP3': 'SBSP3.SA',\n",
       " 'SEER3': 'SEER3.SA',\n",
       " 'SEQL3': 'SEQL3.SA',\n",
       " 'SIMH3': 'SIMH3.SA',\n",
       " 'SLCE3': 'SLCE3.SA',\n",
       " 'SMFT3': 'SMFT3.SA',\n",
       " 'SMTO3': 'SMTO3.SA',\n",
       " 'SOMA3': 'SOMA3.SA',\n",
       " 'SRNA3': 'SRNA3.SA',\n",
       " 'STBP3': 'STBP3.SA',\n",
       " 'SUZB3': 'SUZB3.SA',\n",
       " 'TAEE11': 'TAEE11.SA',\n",
       " 'TASA4': 'TASA4.SA',\n",
       " 'TEND3': 'TEND3.SA',\n",
       " 'TGMA3': 'TGMA3.SA',\n",
       " 'TIMS3': 'TIMS3.SA',\n",
       " 'TOTS3': 'TOTS3.SA',\n",
       " 'TRIS3': 'TRIS3.SA',\n",
       " 'TRPL4': 'TRPL4.SA',\n",
       " 'TTEN3': 'TTEN3.SA',\n",
       " 'TUPY3': 'TUPY3.SA',\n",
       " 'UGPA3': 'UGPA3.SA',\n",
       " 'UNIP6': 'UNIP6.SA',\n",
       " 'USIM5': 'USIM5.SA',\n",
       " 'VALE3': 'VALE3.SA',\n",
       " 'VAMO3': 'VAMO3.SA',\n",
       " 'VBBR3': 'VBBR3.SA',\n",
       " 'VIVA3': 'VIVA3.SA',\n",
       " 'VIVT3': 'VIVT3.SA',\n",
       " 'VLID3': 'VLID3.SA',\n",
       " 'VULC3': 'VULC3.SA',\n",
       " 'WEGE3': 'WEGE3.SA',\n",
       " 'WIZC3': 'WIZC3.SA',\n",
       " 'YDUQ3': 'YDUQ3.SA',\n",
       " 'ZAMP3': 'ZAMP3.SA'}"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "execution_count": 8
  },
  {
   "cell_type": "code",
   "source": [
    "with open(\"data/tickers.pkl\", \"wb\") as file:\n",
    "    dump(tickers, file)"
   ],
   "metadata": {
    "collapsed": false,
    "ExecuteTime": {
     "end_time": "2024-06-02T19:08:50.502905Z",
     "start_time": "2024-06-02T19:08:50.498907Z"
    }
   },
   "id": "8ba6e61a9c30ba2d",
   "outputs": [],
   "execution_count": 9
  },
  {
   "cell_type": "code",
   "outputs": [],
   "source": [],
   "metadata": {
    "collapsed": false
   },
   "id": "4cdaa09ce2884cd4",
   "execution_count": null
  }
 ],
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