def populate_shares(sys):
year = None
if len(sys.argv) > 1:
arguments = eval(sys.argv[1])
year = int(arguments['year'])
globals()['year'] = year
globals()['infos'] = {}
if year == None:
shares = bovespa.shares()
else:
shares = fundamentus.shares(year)
shares = shares[shares['Cotação'] > 0]
shares = shares[shares['Liquidez 2 meses'] > 500]
shares['Ranking'] = 0
fill_infos(shares)
shares = add_ratings(shares)
shares = reorder_columns(shares)
return shares
def shares(*args, **kwargs):
url = 'https://statusinvest.com.br/category/advancedsearchresult?search=%7B%22Sector%22%3A%22%22%2C%22SubSector%22%3A%22%22%2C%22Segment%22%3A%22%22%2C%22my_range%22%3A%220%3B25%22%2C%22dy%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22p_L%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22p_VP%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22p_Ativo%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22margemBruta%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22margemEbit%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22margemLiquida%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22p_Ebit%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22eV_Ebit%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22dividaLiquidaEbit%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22dividaliquidaPatrimonioLiquido%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22p_SR%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22p_CapitalGiro%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22p_AtivoCirculante%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22roe%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22roic%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22roa%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22liquidezCorrente%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22pl_Ativo%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22passivo_Ativo%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22giroAtivos%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22receitas_Cagr5%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22lucros_Cagr5%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%2C%22liquidezMediaDiaria%22%3A%7B%22Item1%22%3Anull%2C%22Item2%22%3Anull%7D%7D&CategoryType=1'
cookie_jar = http.cookiejar.CookieJar()
opener = urllib.request.build_opener(
urllib.request.HTTPCookieProcessor(cookie_jar))
opener.addheaders = [
('User-agent',
'Mozilla/5.0 (Windows; U; Windows NT 6.1; rv:2.2) Gecko/20110201'),
('Accept', 'text/html, text/plain, text/css, text/sgml, */*;q=0.01')
]
with opener.open(url, urllib.parse.urlencode({}).encode('UTF-8')) as link:
content = link.read().decode('ISO-8859-1')
status_invest_shares = json.loads(content)
statuses_result = {}
for item in status_invest_shares:
statuses_result[item['ticker']] = item
mapper = {
# fundamentus fields => status_invest fields
'Cotação': 'price',
'P/L': 'p_L',
'P/VP': 'p_VP',
'PSR': 'p_SR',
'Dividend Yield': 'dy',
'P/Ativo': 'p_Ativo',
'P/Capital de Giro': 'p_CapitalGiro',
'P/EBIT': 'p_Ebit',
'P/ACL': 'p_AtivoCirculante',
'EV/EBIT': 'eV_Ebit',
'Margem Ebit': 'margemEbit',
'Margem Líquida': 'margemLiquida',
'Liquidez Corrente': 'liquidezCorrente',
'ROIC': 'roic',
'ROE': 'roe',
'Liquidez 2 meses': '?1', # Somente no fundamentus
'EV/EBITDA': '?2', # Somente no fundamentus
'Patrimônio Líquido': '?3', # Somente no fundamentus
'Dívida Bruta/Patrimônio': '?4', # Somente no fundamentus
'Crescimento em 5 anos': '?5' # Somente no fundamentus
}
new_status = {
# more readable fields => status_invest fields
'CAGR Lucros 5 Anos': 'lucros_Cagr5',
'CAGR Receitas 5 Anos': 'receitas_Cagr5',
'Dívida Líquida/Patrimônio': 'dividaliquidaPatrimonioLiquido',
'Dívida Líquida/EBIT': 'dividaLiquidaEbit',
'ROA': 'roa',
'Patrimonio/Ativos': 'pl_Ativo',
'Giro Ativos': 'giroAtivos',
'Margem Bruta': 'margemBruta',
'Passivo/Ativo': 'passivo_Ativo',
'Liquidez Média Diária': 'liquidezMediaDiaria'
}
mapper.update(new_status)
shares = fundamentus.shares()
shares = add_invest_columns(shares, new_status)
for index in range(len(shares)):
ticker = shares.index[index]
if statuses_result.get(ticker):
shares['Cotação'][index] = Decimal(
str(statuses_result[ticker].get(mapper['Cotação'],
shares['Cotação'][index])))
shares['P/L'][index] = Decimal(
str(statuses_result[ticker].get(mapper['P/L'],
shares['P/L'][index])))
shares['P/VP'][index] = Decimal(
str(statuses_result[ticker].get(mapper['P/VP'],
shares['P/VP'][index])))
shares['PSR'][index] = Decimal(
str(statuses_result[ticker].get(mapper['PSR'],
shares['PSR'][index])))
shares['Dividend Yield'][index] = Decimal(
str(statuses_result[ticker].get(
mapper['Dividend Yield'],
shares['Dividend Yield'][index]))) / 100
shares['P/Ativo'][index] = Decimal(
str(statuses_result[ticker].get(mapper['P/Ativo'],
shares['P/Ativo'][index])))
shares['P/Capital de Giro'][index] = Decimal(
str(statuses_result[ticker].get(
mapper['P/Capital de Giro'],
shares['P/Capital de Giro'][index])))
shares['P/EBIT'][index] = Decimal(
str(statuses_result[ticker].get(mapper['P/EBIT'],
shares['P/EBIT'][index])))
shares['P/ACL'][index] = Decimal(
str(statuses_result[ticker].get(mapper['P/ACL'],
shares['P/ACL'][index])))
shares['EV/EBIT'][index] = Decimal(
str(statuses_result[ticker].get(mapper['EV/EBIT'],
shares['EV/EBIT'][index])))
shares['EV/EBITDA'][index] = Decimal(
str(statuses_result[ticker].get(mapper['EV/EBITDA'],
shares['EV/EBITDA'][index])))
shares['Margem Ebit'][index] = Decimal(
str(statuses_result[ticker].get(mapper['Margem Ebit'],
shares['Margem Ebit'][index])))
shares['Margem Líquida'][index] = Decimal(
str(statuses_result[ticker].get(
mapper['Margem Líquida'],
shares['Margem Líquida'][index])))
shares['Liquidez Corrente'][index] = Decimal(
str(statuses_result[ticker].get(
mapper['Liquidez Corrente'],
shares['Liquidez Corrente'][index])))
shares['ROIC'][index] = Decimal(
str(statuses_result[ticker].get(mapper['ROIC'],
shares['ROIC'][index]))) / 100
shares['ROE'][index] = Decimal(
str(statuses_result[ticker].get(mapper['ROE'],
shares['ROE'][index]))) / 100
# Below are new columns from status_invest
shares['CAGR Lucros 5 Anos'][index] = Decimal(
str(statuses_result[ticker].get(mapper['CAGR Lucros 5 Anos'],
numpy.nan)))
shares['CAGR Receitas 5 Anos'][index] = Decimal(
str(statuses_result[ticker].get(mapper['CAGR Receitas 5 Anos'],
numpy.nan)))
shares['Dívida Líquida/Patrimônio'][index] = Decimal(
str(statuses_result[ticker].get(
mapper['Dívida Líquida/Patrimônio'], numpy.nan)))
shares['Dívida Líquida/EBIT'][index] = Decimal(
str(statuses_result[ticker].get(mapper['Dívida Líquida/EBIT'],
numpy.nan)))
shares['ROA'][index] = Decimal(
str(statuses_result[ticker].get(mapper['ROA'],
numpy.nan))) / 100
shares['Patrimonio/Ativos'][index] = Decimal(
str(statuses_result[ticker].get(mapper['Patrimonio/Ativos'],
numpy.nan)))
shares['Giro Ativos'][index] = Decimal(
str(statuses_result[ticker].get(mapper['Giro Ativos'],
numpy.nan)))
shares['Margem Bruta'][index] = Decimal(
str(statuses_result[ticker].get(mapper['Margem Bruta'],
numpy.nan))) / 100
shares['Passivo/Ativo'][index] = Decimal(
str(statuses_result[ticker].get(mapper['Passivo/Ativo'],
numpy.nan)))
shares['Liquidez Média Diária'][index] = Decimal(
str(statuses_result[ticker].get(
mapper['Liquidez Média Diária'], numpy.nan)))
return shares
# Chame a função main de acordo com qual formula você quer aplicar: roe OU roic
# Formula ROE: Utiliza ROE e P/L
# Formula ROIC: Utiliza ROIC e EV/EBIT (EV/EBITDA não tem no fundamentus)
# ================ Exemplos ================
# python3 greenblatt.py "{ 'formula': 'ROE', 'year': 2013 }"
# python3 greenblatt.py "{ 'formula': 'ROIC', 'year': 2020 }"
if __name__ == '__main__':
from waitingbar import WaitingBar
progress_bar = WaitingBar('[*] Calculating...')
year = None
formula = None
if len(sys.argv) > 1:
arguments = eval(sys.argv[1])
year = int(arguments.get('year', None))
formula = arguments.get('formula', None)
if year == None:
shares = bovespa.shares()
else:
shares = fundamentus.shares(year)
shares = setup(shares, formula, year)
shares.sort_values(by=['Magic Formula', 'Cotação'], ascending=[True, True], inplace=True)
backtest.display_shares(shares, year)
progress_bar.stop()