corr_commodities.py

import time
import locale
locale.setlocale(locale.LC_ALL, 'pt_BR.UTF-8')

import requests
import pandas as pd
from bs4 import BeautifulSoup

def parse_df(content):
    soup = BeautifulSoup(content, 'html.parser')
    table = soup.find('table', {'class': 'histo-results'})

    df = pd.read_html(
        str(table),
        decimal=',',
        thousands='.',
        )[0]

    df['Data'] =  pd.to_datetime(df['Data'], format='%d %b %Y')
    df.set_index('Data')
    return df

def get_advfn_df(contratos):
    _DFS = {}
    for contrato in contratos:
        time.sleep(2)
        advfn_url = f'https://br.advfn.com/bolsa-de-valores/bmf/{contrato}/historico/mais-dados-historicos'
        response = requests.get(advfn_url)
        df = parse_df(response.content)
        _DFS[contrato] = df

    data = pd.concat(_DFS.values(), axis=1, keys=_DFS.keys())
    data.columns = data.columns.swaplevel(0, 1)
    data.sort_index(level=0, axis=1, inplace=True)
    return data

if __name__ == '__main__':

    contratos = [
        'BGIK21',
        'ICFK21',
        'CCMK21',
        'SJCK21',
        'ETHK21',
    ]

    data =  get_advfn_df(contratos)
    corr = data['Fechamento'].corr()

    import seaborn as sns
    import matplotlib.pyplot as plt

    ax = sns.heatmap(
            corr,
            vmin=-1, vmax=1, center=0,
            square=True,
            annot=True,
            linewidths=.8
    )

    # Fix - https://github.com/matplotlib/matplotlib/issues/14751
    ax.set_ylim(len(corr), 0)

    plt.show()