SGS

A função bcb.sgs.get() obtem os dados do webservice do Banco Central , interface json do serviço BCData/SGS - Sistema Gerenciador de Séries Temporais (SGS).

Exemplo

In [1]: from bcb import sgs

In [2]: import matplotlib.pyplot as plt

In [3]: import matplotlib as mpl

In [4]: mpl.style.use('bmh')

In [5]: df = sgs.get({'IPCA': 433}, start='2002-02-01')

In [6]: df.index = df.index.to_period('M')

In [7]: df.head()
Out[7]: 
         IPCA
Date         
2002-02  0.36
2002-03  0.60
2002-04  0.80
2002-05  0.21
2002-06  0.42

In [8]: dfr = df.rolling(12)

In [9]: i12 = dfr.apply(lambda x: (1 + x/100).prod() - 1).dropna() * 100

In [10]: i12.head()
Out[10]: 
              IPCA
Date              
2003-01  14.467041
2003-02  15.847124
2003-03  16.572608
2003-04  16.769209
2003-05  17.235307

In [11]: i12.plot(figsize=(12,6))
Out[11]: <Axes: xlabel='Date'>

In [12]: plt.title('Fonte: https://dadosabertos.bcb.gov.br', fontsize=10)
Out[12]: Text(0.5, 1.0, 'Fonte: https://dadosabertos.bcb.gov.br')

In [13]: plt.suptitle('IPCA acumulado 12 meses - Janela Móvel', fontsize=18)
Out[13]: Text(0.5, 0.98, 'IPCA acumulado 12 meses - Janela Móvel')

In [14]: plt.xlabel('Data')
Out[14]: Text(0.5, 0, 'Data')

In [15]: plt.ylabel('%')
Out[15]: Text(0, 0.5, '%')

In [16]: plt.legend().set_visible(False)