fii.py

#!/usr/bin/env python3

import re
import urllib.request
import urllib.parse
import http.cookiejar
import os

from lxml.html import fragment_fromstring
from collections import OrderedDict

def remove_disallowed_filename_chars(filename):
    corrected_file = "".join([x if x.isalnum() else "_" for x in filename])
    while "__" in corrected_file:
        corrected_file = corrected_file.replace("__", "_")
    return corrected_file

def get_lista(*args, **kwargs):
    '''
    Retorna todos os FII listados na BVMF
    '''
    url = 'http://www2.bmfbovespa.com.br/Fundos-Listados/FundosListados.aspx?tipoFundo=imobiliario&Idioma=pt-br'
    cj = http.cookiejar.CookieJar()
    opener = urllib.request.build_opener(urllib.request.HTTPCookieProcessor(cj))
    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) as ur:
        content = ur.read().decode('UTF-8')
        
    pattern = re.compile('<table>.*</table>', re.DOTALL)
    reg = re.findall(pattern, content)[0]
    page = fragment_fromstring(reg)
    lista = OrderedDict()
    
    for row in page.xpath('tr'):
        lista.update({row.findall('td')[3].getchildren()[0].text : 'http://www2.bmfbovespa.com.br/Fundos-Listados/' + row.findall('td')[0].getchildren()[0].items()[1][1]})
        
    return lista

def get_files(fii, link):
    '''
    Faz o Download de todos os arquivos disponiveis do FII selecionado
    '''
    COMUNICADOS = 'http://www2.bmfbovespa.com.br/Fundos-Listados/FundosListadosDetalhe.aspx?Sigla={}&tipoFundo=Imobiliario&aba=abaPrincipal'.format(fii.upper())
    RELATORIOS = 'http://www2.bmfbovespa.com.br/Fundos-Listados/FundosListadosDetalhe.aspx?Sigla={}&tipoFundo=Imobiliario&aba=subAbaDemonstracoesFinanceiras&idioma=pt-br'.format(fii.upper())
    OUTROS = 'http://www2.bmfbovespa.com.br/Fundos-Listados/FundosListadosDetalhe.aspx?Sigla={}&tipoFundo=Imobiliario&aba=subAbaOutrosDocumentos&idioma=pt-br'.format(fii.upper())

    os.makedirs(fii, exist_ok=True)
    os.chdir(fii)
    cj = http.cookiejar.CookieJar()
    opener = urllib.request.build_opener(urllib.request.HTTPCookieProcessor(cj))
    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')]
    
    
    for pagina in [COMUNICADOS, RELATORIOS, OUTROS]:
        with opener.open(pagina) as ur:
            content = ur.read().decode('UTF-8')
        
        pattern = re.compile('tbArqListados.*(<table>.*</table>)', re.DOTALL)   
        reg = re.findall(pattern, content)[0]
        page = fragment_fromstring(reg)
        lista = list()
    
        for row in page.xpath('tr'):
            lista.append((remove_disallowed_filename_chars(row.findall('td')[0].getchildren()[0].text) + '.PDF' ,
                          row.findall('td')[0].getchildren()[0].items()[2][1]))
        
    
        for filename, link in lista:
            if filename not in os.listdir('.'):
                print('Downloading {}'.format(filename))
                with urllib.request.urlopen(link.replace('http://www.bmfbovespa', 'http://www2.bmfbovespa')) as ur:
                    content = ur.read()
                    with open(filename, mode='wb') as fh:
                        fh.write(content)
            else:
                print('{} já está salvo no diretório'.format(filename))

    os.chdir('..')

if __name__ == '__main__':
    import sys
    
    if len(sys.argv) == 1 or sys.argv[1] in {'-h', '--help'}:
        print('Modo de uso: {0} "FII[1]" "FII[2]" ... "FII[N]"'.format(sys.argv[0]))
        sys.exit(1)
    
    lista = get_lista()
    
    for arg in sys.argv[1:]:
        for fii, link in lista.items():
            if re.search(fii, arg.upper()):
                get_files(fii, link)

Fala @phoemur, tem atualização? Aqui o 'reg' (linha 62) está vindo vazio (teste "RNGO11" "BRCR11")