Code_lst, 'sum', bkfil,
**add_lback_kwarg)
# Total Asset
aa_yr, aa_qtr = WS_retrieve_custom(aa_item['Item'], aa_item['Table'],
Code_lst, 'avg', bkfil,
**add_lback_kwarg)
# Year
fill_cols = ['FiscalPrd', 'CalPrdEndDate', 'Value_', 'FILLyr']
cf_yr_samp = WS_resample(seq_DT, cf_yr, fill_cols=fill_cols)
ni_yr_samp = WS_resample(seq_DT, ni_yr, fill_cols=fill_cols)
rev_yr_samp = WS_resample(seq_DT, rev_yr, fill_cols=fill_cols)
aa_yr_samp = WS_resample(seq_DT, aa_yr, fill_cols=fill_cols)
cols = ['BASE_DT', 'Code', 'FiscalPrd', 'Value_']
_acc_yr_samp = align_subtract(cf_yr_samp, ni_yr_samp)
accruals_yr_samp = align_div(_acc_yr_samp[cols], aa_yr_samp)
accrualsS_yr_samp = align_div(_acc_yr_samp[cols], rev_yr_samp)
DF_accruals_yr = DF_accruals_yr.append(accruals_yr_samp, sort=False)
DF_accrualsS_yr = DF_accrualsS_yr.append(accrualsS_yr_samp, sort=False)
# Quarter
fill_cols = [
'FiscalPrd', 'FiscalPrd2', 'CalPrdEndDate', 'Value_', 'FILLyr'
]
cf_qtr_samp = WS_resample(seq_DT, cf_qtr, fill_cols=fill_cols)
ni_qtr_samp = WS_resample(seq_DT, ni_qtr, fill_cols=fill_cols)
rev_qtr_samp = WS_resample(seq_DT, rev_qtr, fill_cols=fill_cols)
aa_qtr_samp = WS_resample(seq_DT, aa_qtr, fill_cols=fill_cols)
**add_lback_kwarg)
# Capex
cx_yr, cx_qtr = WS_retrieve_custom(cx_item['Item'], cx_item['Table'],
Code_lst, 'sum', bkfil,
**add_lback_kwarg)
# Year
fill_cols = ['FiscalPrd', 'CalPrdEndDate', 'Value_', 'FILLyr']
cf_yr_samp = WS_resample(seq_DT, cf_yr, fill_cols=fill_cols)
ev_yr_samp = WS_resample(seq_DT, ev_yr, fill_cols=fill_cols)
eb_yr_samp = WS_resample(seq_DT, eb_yr, fill_cols=fill_cols)
da_yr_samp = WS_resample(seq_DT, da_yr, fill_cols=fill_cols)
cx_yr_samp = WS_resample(seq_DT, cx_yr, fill_cols=fill_cols)
eba_yr_samp = align_add(eb_yr_samp, da_yr_samp)
fcf_yr_samp = align_subtract(cf_yr_samp, cx_yr_samp)
evebitda_yr_samp = align_div(ev_yr_samp, eba_yr_samp)
cfoev_yr_samp = align_div(cf_yr_samp, ev_yr_samp)
fcfev_yr_samp = align_div(fcf_yr_samp, ev_yr_samp)
DF_evebitda_yr = DF_evebitda_yr.append(evebitda_yr_samp, sort=False)
DF_cfoev_yr = DF_cfoev_yr.append(cfoev_yr_samp, sort=False)
DF_fcfev_yr = DF_fcfev_yr.append(fcfev_yr_samp, sort=False)
# Quarter
fill_cols = [
'FiscalPrd', 'FiscalPrd2', 'CalPrdEndDate', 'Value_', 'FILLyr'
]
cf_qtr_samp = WS_resample(seq_DT, cf_qtr, fill_cols=fill_cols)
ev_qtr_samp = WS_resample(seq_DT, ev_qtr, fill_cols=fill_cols)
# COGS
co_yr, co_qtr = WS_retrieve_custom(co_item['Item'], co_item['Table'],
Code_lst, 'sum', bkfil,
**add_lback_kwarg)
# Operating Income
oi_yr, oi_qtr = WS_retrieve_custom(oi_item['Item'], oi_item['Table'],
Code_lst, 'sum', bkfil,
**add_lback_kwarg)
# Year
fill_cols = ['FiscalPrd', 'CalPrdEndDate', 'Value_', 'FILLyr']
re_yr_samp = WS_resample(seq_DT, re_yr, fill_cols=fill_cols)
co_yr_samp = WS_resample(seq_DT, co_yr, fill_cols=fill_cols)
oi_yr_samp = WS_resample(seq_DT, oi_yr, fill_cols=fill_cols)
cm_yr_samp = align_subtract(re_yr_samp, co_yr_samp)
ol_yr_samp = align_div(cm_yr_samp, oi_yr_samp)
DF_ol_yr = DF_ol_yr.append(ol_yr_samp, sort=False)
# Quarter
fill_cols = [
'FiscalPrd', 'FiscalPrd2', 'CalPrdEndDate', 'Value_', 'FILLyr'
]
re_qtr_samp = WS_resample(seq_DT, re_qtr, fill_cols=fill_cols)
co_qtr_samp = WS_resample(seq_DT, co_qtr, fill_cols=fill_cols)
oi_qtr_samp = WS_resample(seq_DT, oi_qtr, fill_cols=fill_cols)
cm_qtr_samp = align_subtract(re_qtr_samp, co_qtr_samp)
fill_cols = ['FiscalPrd', 'CalPrdEndDate', 'Value_', 'FILLyr']
hist_yr_samp = WS_resample(seq_DT, hist_DF_yr, fill_cols=fill_cols)
# Yr-P2Sales
ps_DF_yr = pd.merge(
mktcap_DF.rename(columns={'Value_': 'mktcap'})[[
'BASE_DT', 'Code', 'mktcap'
]],
hist_yr_samp[hist_yr_samp['Item'] == '1001'].rename(
columns={'Value_': 'sales'})[['BASE_DT', 'Code', 'sales']],
on=['BASE_DT', 'Code'])
ps_DF_yr['Value_'], ps_DF_yr[
'freq'] = ps_DF_yr['mktcap'] / ps_DF_yr['sales'], 'Y'
# Yr-P2FCF
pfcf_DF_yr = align_subtract(
hist_yr_samp[hist_yr_samp['Item'] == '4860'][[
'BASE_DT', 'Code', 'FiscalPrd', 'Value_'
]], hist_yr_samp[hist_yr_samp['Item'] == '4601'][[
'BASE_DT', 'Code', 'FiscalPrd', 'Value_'
]])
pfcf_DF_yr = pd.merge(
mktcap_DF.rename(columns={'Value_': 'mktcap'})[[
'BASE_DT', 'Code', 'mktcap'
]],
pfcf_DF_yr.rename(columns={
'Value_0': 'CFO',
'Value_1': 'Capex',
'Value_': 'FCF'
}),
on=['BASE_DT', 'Code'])
pfcf_DF_yr['Value_'], pfcf_DF_yr[
'freq'] = pfcf_DF_yr['mktcap'] / pfcf_DF_yr['FCF'], 'Y'