def _get_quarterly_daily_date_lists(self):
"""Break down date range into combination of quarters and single dates.
Returns:
tuple of lists: Quarterly date list and daily date list.
"""
# Initialize quarter and date lists
current_date = self.start_date
quarterly_date_list = []
daily_date_list = []
while current_date <= self.end_date:
current_quarter = get_quarter(current_date)
current_year = current_date.year
next_year, next_quarter = add_quarter(current_year, current_quarter)
next_start_quarter_date = date(next_year, get_month(next_quarter), 1)
days_till_next_quarter = (next_start_quarter_date -
current_date).days
days_till_end = (self.end_date - current_date).days
# If there are more days until the end date than there are
# in the quarter, add
if days_till_next_quarter <= days_till_end:
current_start_quarter_date = date(current_year,
get_month(current_quarter), 1)
if current_start_quarter_date == current_date:
quarterly_date_list.append(
(current_year, current_quarter, lambda x: True))
current_date = next_start_quarter_date
elif days_till_next_quarter > self.balancing_point:
quarterly_date_list.append(
(current_year, current_quarter,
lambda x: date(x['date_filed']) >= self.start_date))
current_date = next_start_quarter_date
else:
daily_date_list.extend(fill_days(start=current_date,
end=next_start_quarter_date,
include_start=True,
include_end=False))
current_date = next_start_quarter_date
else:
if days_till_end > self.balancing_point:
if days_till_next_quarter - 1 == days_till_end:
quarterly_date_list.append(
(current_year, current_quarter, lambda x: True))
current_date = next_start_quarter_date
else:
quarterly_date_list.append(
(current_year, current_quarter,
lambda x: date(x['date_filed']) <= self.end_date))
current_date = self.end_date
else:
daily_date_list.extend(fill_days(start=current_date,
end=self.end_date,
include_start=True,
include_end=True))
break
return quarterly_date_list, daily_date_list
def _recompute(self):
"""Recompute the best list of quarters and days to use based on the start and end date."""
current_date = self.start_date
self.quarterly_date_list = []
self.daily_date_list = []
while current_date <= self.end_date:
current_quarter = get_quarter(current_date)
current_year = current_date.year
next_year, next_quarter = add_quarter(current_year,
current_quarter)
next_start_quarter_date = date(next_year, get_month(next_quarter),
1)
days_till_next_quarter = (next_start_quarter_date -
current_date).days
days_till_end = (self.end_date - current_date).days
if days_till_next_quarter <= days_till_end:
current_start_quarter_date = date(current_year,
get_month(current_quarter),
1)
if current_start_quarter_date == current_date:
self.quarterly_date_list.append(
(current_year, current_quarter, lambda x: True))
current_date = next_start_quarter_date
elif days_till_next_quarter > self.balancing_point:
self.quarterly_date_list.append(
(current_year, current_quarter,
lambda x: date(x['date_filed']) >= self.start_date))
current_date = next_start_quarter_date
else:
while current_date < next_start_quarter_date:
self.daily_date_list.append(current_date)
current_date += timedelta(days=1)
else:
if days_till_end > self.balancing_point:
if days_till_next_quarter - 1 == days_till_end:
self.quarterly_date_list.append(
(current_year, current_quarter, lambda x: True))
current_date = next_start_quarter_date
else:
self.quarterly_date_list.append(
(current_year, current_quarter,
lambda x: date(x['date_filed']) <= self.end_date))
current_date = self.end_date
else:
while current_date <= self.end_date:
self.daily_date_list.append(current_date)
current_date += timedelta(days=1)
def test_add_quarter_bad_quarter(self, bad_quarter):
with pytest.raises(TypeError):
utils.add_quarter(2020, bad_quarter)
def test_add_quarter(self, year, quarter, expected):
assert utils.add_quarter(year, quarter) == expected
def filings(
cik_lookup=None,
filing_type=None,
start_date=None,
end_date=date.today(),
count=None,
client=None,
entry_filter=lambda _: True,
):
"""Utility method to get best filing object.
Args:
cik_lookup (str): Central Index Key (CIK) for company of interest.
start_date (datetime.date, optional): Date of daily filing to fetch.
end_date (datetime.date, optional): Date of daily filing to fetch.
filing_type (secedgar.core.filing_types.FilingType, optional): Valid filing type
enum. Defaults to None. If None, then all filing types for CIKs will be returned.
count (int, optional): Number of filings to fetch. Will fetch up to `count` if that
many filings are available. Defaults to all filings available.
client (secedgar.client._base, optional): Client to use. Defaults to
``secedgar.client.NetworkClient`` if None given.
entry_filter (function, optional): A boolean function to determine
if the FilingEntry should be kept. Defaults to ``lambda _: True``.
See :class:`secedgar.core.DailyFilings` for more detail.
.. code-block:: python
from datetime import date
from secedgar.core import filings, FilingType
engine = filings(start_date=date(2020, 12, 10), end_date=date(2020, 12, 10),
filing_type=FilingType.FILING_4, count=50)
"""
if filing_type is not None and not isinstance(filing_type, FilingType):
raise FilingTypeError
if cik_lookup:
return CompanyFilings(
cik_lookup,
filing_type=filing_type,
start_date=start_date,
end_date=end_date,
count=count,
client=client,
)
if filing_type is not None:
original_entry_filter = entry_filter
def entry_filter(x):
return x.form_type == filing_type and original_entry_filter(x)
original_entry_filter = entry_filter
if count is not None:
raise NotImplementedError(
"Count has not yet been implemented for Daily, quarterly & Combo Filings."
)
if (end_date is None or end_date == start_date) and isinstance(
start_date, date):
return DailyFilings(date=start_date,
client=client,
entry_filter=entry_filter)
if isinstance(start_date, date) and isinstance(end_date, date):
current_quarter = get_quarter(start_date)
current_year = start_date.year
start_quarter_date = date(current_year, get_month(current_quarter), 1)
next_year, next_quarter = add_quarter(current_year, current_quarter)
end_quarter_date = date(next_year, get_month(next_quarter),
1) - timedelta(days=1)
if start_quarter_date == start_date and end_date == end_quarter_date:
return QuarterlyFilings(current_year,
current_quarter,
client=client,
entry_filter=entry_filter)
return ComboFilings(start_date,
end_date,
client=client,
entry_filter=entry_filter)
raise ValueError(
"""Invalid arguments. You must provide 'cik_lookup' OR 'start_date' \
OR ('start_date' and 'end_date').""")
def filings(cik_lookup=None,
filing_type=None,
user_agent=None,
start_date=None,
end_date=date.today(),
count=None,
client=None,
entry_filter=lambda _: True,
**kwargs):
"""Utility method to get best filing object.
Args:
cik_lookup (str): Central Index Key (CIK) for company of interest.
start_date (datetime.date, optional): Date of daily filing to fetch.
end_date (datetime.date, optional): Date of daily filing to fetch.
filing_type (secedgar.core.filing_types.FilingType, optional): Valid filing type
enum. Defaults to None. If None, then all filing types for CIKs will be returned.
count (int, optional): Number of filings to fetch. Will fetch up to `count` if that
many filings are available. Defaults to all filings available.
client (secedgar.client.NetworkClient, optional): Client to use. Defaults to
``secedgar.client.NetworkClient`` if None given.
entry_filter (function, optional): A boolean function to determine
if the FilingEntry should be kept. Defaults to ``lambda _: True``.
See :class:`secedgar.core.DailyFilings` for more detail.
kwargs: Any keyword arguments to pass to ``NetworkClient`` if no client is specified.
Examples:
Using the ``filings`` function from secedgar is the easiest way to retrieve filings.
Depending on the arguments given, secedgar will return an object that will get you
the information you want from EDGAR.
There are 4 main classes which can be returned.
- :class:`secedgar.ComboFilings` for fetching filings over multiple days
that does not fall exactly into a quarter
- :class:`secedgar.CompanyFilings` for fetching a particular
filing type for one or more companies
- :class:`secedgar.DailyFilings` for fetching all filings
from a specific date
- :class:`secedgar.QuarterlyFilings` for fetching all filings
from a specific quarter
To get all filings over a time span, you could use something like below.
.. code-block:: python
from datetime import date
from secedgar import filings, FilingType
# secedgar creates correct filing object for given arguments
# this will fetch the first 50 filings found over the time span
my_filings = filings(start_date=date(2020, 12, 10),
end_date=date(2020, 12, 15),
filing_type=FilingType.FILING_4,
user_agent="Name (email)",
count=50)
# easy access to methods shared across all 4 different filing classes
my_filings_urls = my_filings.get_urls()
my_filings.save("/path/to/directory")
To get a single filing type for one or more companies, you could use this:
.. code-block:: python
from secedgar import filings, FilingType
# similar to above, but fetches filings for specific tickers
company_filings = filings(cik_lookup=["aapl", "fb"],
filing_type=sec.FilingType.FILING_10Q,
user_agent="Name (email)")
company_filings_urls = company_filings.get_urls()
company_filings.save("/path/to/directory")
To get filings for a single day, you could use something like this:
.. code-block:: python
from datetime import date
from secedgar import filings
# all filings for
daily_filings = filings(start_date=date(2020, 1 ,3),
end_date=date(2020, 1, 3),
user_agent="Name (email)")
daily_filings.save("/path/to/directory")
# limit which quarterly filings to use - saves only form 4 filings
limit_to_form4 = lambda f: f.form_type.lower() == "4"
daily_filings_limited = filings(start_date=date(2020, 1 ,3),
end_date=date(2020, 1, 3),
user_agent="Name (email)",
entry_filter=limit_to_form4)
daily_filings_limited.save("/path/to/other/directory")
For getting filings from a specific quarter, the function call would look like this:
.. code-block:: python
from datetime import date
from secedgar import filings
# all quarterly filings
quarterly_filings = filings(start_date=date(2020, 1 ,1),
end_date=date(2020, 3, 31),
user_agent="Name (email)")
quarterly_filings.save("/path/to/directory")
# limit which quarterly filings to use
# saves only 10-K and 10-Q filings from quarter
limit_to_10k_10q = lambda f: f.form_type.lower() in ("10-k", "10-q")
quarterly_filings_limited = filings(start_date=date(2020, 1 ,1),
end_date=date(2020, 3, 31),
user_agent="Name (email)",
entry_filter=limit_to_10k_10q)
quarterly_filings_limited.save("/path/to/other/directory")
"""
if filing_type is not None and not isinstance(filing_type, FilingType):
raise FilingTypeError
if cik_lookup:
return CompanyFilings(cik_lookup,
filing_type=filing_type,
user_agent=user_agent,
start_date=start_date,
end_date=end_date,
count=count,
client=client,
**kwargs)
# Define entry filter as original
_entry_filter = entry_filter
if filing_type is not None:
# If filing type also given, add filing types to existing entry filter
def _entry_filter(x):
return x.form_type == filing_type and entry_filter(x)
if count is not None:
raise NotImplementedError(
"Count has not yet been implemented for Daily, quarterly & Combo Filings."
)
if (end_date is None or end_date == start_date) and isinstance(
start_date, date):
return DailyFilings(date=start_date,
user_agent=user_agent,
client=client,
entry_filter=_entry_filter,
**kwargs)
if isinstance(start_date, date) and isinstance(end_date, date):
current_quarter = get_quarter(start_date)
current_year = start_date.year
start_quarter_date = date(current_year, get_month(current_quarter), 1)
next_year, next_quarter = add_quarter(current_year, current_quarter)
end_quarter_date = date(next_year, get_month(next_quarter),
1) - timedelta(days=1)
if start_quarter_date == start_date and end_date == end_quarter_date:
return QuarterlyFilings(year=current_year,
quarter=current_quarter,
client=client,
user_agent=user_agent,
entry_filter=_entry_filter,
**kwargs)
return ComboFilings(start_date=start_date,
end_date=end_date,
user_agent=user_agent,
client=client,
entry_filter=_entry_filter,
**kwargs)
raise ValueError(
"""Invalid arguments. You must provide 'cik_lookup' OR 'start_date' \
OR ('start_date' and 'end_date').""")