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First Version Of B3 History Collector
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almeida-raphael committed Jun 20, 2020
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284 changes: 284 additions & 0 deletions .gitignore
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# Created by https://www.gitignore.io/api/go,vim,linux,macos,emacs,nanoc,sublimetext,jetbrains+all,visualstudiocode
# Edit at https://www.gitignore.io/?templates=go,vim,linux,macos,emacs,nanoc,sublimetext,jetbrains+all,visualstudiocode

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1 change: 1 addition & 0 deletions README.md
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B3 History
5 changes: 5 additions & 0 deletions go.mod
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module github.com/Bezunca/B3History

go 1.14

require github.com/Bezunca/ZipInMemory v0.0.5
2 changes: 2 additions & 0 deletions go.sum
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github.com/Bezunca/ZipInMemory v0.0.5 h1:Ph9pDqjJjR50X8AENMGfRlaQCTxvrKMH7wnbgVpJ3ZA=
github.com/Bezunca/ZipInMemory v0.0.5/go.mod h1:BLCWq2W2roVK/Z4l3fMz6tkauOzPOHN56Zlpwo9dzxY=
25 changes: 25 additions & 0 deletions pkg/b3/get_history.go
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package b3

import (
"github.com/Bezunca/B3History/pkg/http"
"github.com/Bezunca/B3History/pkg/internal/models"
"github.com/Bezunca/B3History/pkg/internal/parser"
"github.com/Bezunca/ZipInMemory/pkg/zip"
)

func GetHistory(year uint) ([]models.AssetInfo, error){
responseData, err := http.DownloadB3HistoryZip(year)
if err != nil {
return nil, err
}
encodedContent, err := zip.ExtractInMemory(responseData)
if err != nil {
return nil, err
}
data, err := parser.ParseHistoricDataFromBytes(encodedContent)
if err != nil {
return nil, err
}

return data, nil
}
1 change: 1 addition & 0 deletions pkg/b3_history.go
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package pkg
30 changes: 30 additions & 0 deletions pkg/http/download_zip.go
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package http

import (
"fmt"
"io/ioutil"
"net/http"
)

func Download(url string) ([]byte, error){
response, err := http.Get(url)
if err != nil {
return nil, err
}

responseData, err := ioutil.ReadAll(response.Body)
if err != nil {
return nil, err
}

return responseData, nil
}

func DownloadB3HistoryZip(year uint) ([]byte, error){
zip, err := Download(fmt.Sprintf("http://bvmf.bmfbovespa.com.br/InstDados/SerHist/COTAHIST_A%v.ZIP", year))
if err != nil {
return nil, err
}

return zip, err
}
34 changes: 34 additions & 0 deletions pkg/internal/models/asset.go
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package models

import "time"

type FixedPoint int // Represents the actual value multiplied by 100

type AssetInfo struct {
TipReg int
DataCollectionDate time.Time
BDICode int
Ticker string
MarketType int
CompanyName string
SecurityType string
FutureMarketExpiration string // Need to check this against an example that actually has a value
Currency string
PriceOpen FixedPoint
PriceMax FixedPoint
PriceMin FixedPoint
PriceMean FixedPoint
PriceClose FixedPoint
PriceBid FixedPoint
PriceAsk FixedPoint
TotalTrades int
TotalQuantity int
TotalVolume FixedPoint
PreExe FixedPoint // Needs further investigation
IndOpc int // Needs further investigation
ExpirationDate time.Time
FatCot int // Needs further investigation
PtoExe int // Needs further investigation
ISINCode string
DistributionNumber int
}
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