StockMarketAnalysis

This repository gets the raw .txt data given by BMF&Bovespa and organizes it into a Pandas Dataframe, according to the features you want to keep track (such as average price, opening price, etc), for all assets of the market. Each cell of the DataFrame is a Pandas Series, indexed by the trading date.

How to use:

• Download the BMF&Bovespa dataset at their website here

• Install bovespa pip install bovespa

• Run dataprep.py with the downloaded file name as an argument, such as in python3 dataprep.py COTAHIST_A2020.TXT

• It will create a pkl file with the timestamp as a name, that you can use with pandas's pd.read_pickle() function