It sounds like you are trying to say there are clouds in the sky but the sun is still shining through prominently. In American English, this is typically conveyed as "mostly sunny" rather than "really shining."

I would change the word order and say “The weather here in the state of Bahia is like that most of the time” (I’m not sure of the reason for the change in word order - just to sound more natural). Looks like a beautiful place for a walk 😁