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Download brazillian investment funds and their benchmarks data from CVM and analyze their performance with pre-built functions.

Home Page: https://joaopm33.github.io/fundspy/docs/fundspy.html

License: MIT License

Python 100.00%
investment-funds performance-metrics database target-funds volatility investimentos sharpe-ratio cvm investimento fundos

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fundspy's Issues

improve list parameters for functions

Put default parameter as none and initializing a empty list inside the scope of the functions. This will make the api uglier, but defining the empty list (mutable object) in the arguments of the function makes it a global variable (initialized only once). This can generate bugs.

Change ibovespa index datasource

investpy (investing.com) only provides data for the index starting from 2008. CVM data starts in 2005.

Maybe theres a feasable ibovespa free source with data from earlier on.

Change database cleaning method when updating it.

Data from the CVM source can be corrected after the first release.

The current database updating method only extracts data with dates after the last database update (log table).

The updating method should extract all available data and then remove duplicate values (same fund, same date), keeping the last (most recent) record.

This will probably make the updating method more expensive in execution time (specially in large .db files), but improve data quality.

Add parameter to start database function

  • Add a parameter to delimit the start and end dates to the database generator
  • Add parameter do target specific funds in the database generator
    These changes will make possible for users with specific data targets to generate smaller databases according to their needs.

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